Day-ahead electricity price forecasting using wavelet transform combined with ARIMA and GARCH models
Zhongfu Tan, Jinliang Zhang, Jianhui Wang, Jun Xiang Xu
Abstract
Zhongfu Tan, Jinliang Zhang, Jianhui Wang, Jun Xiang Xu
Abstract
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Key concepts: Autoregressive integrated moving average, Series (stratigraphy), Wavelet transform, Autoregressive conditional heteroskedasticity, Wavelet, Econometrics, Electricity price forecasting, Time series