DocumentCode
2747905
Title
Logarithmic returns of electricity maximum loads during weekends and special days: Malaysia study case
Author
bin Zolkepley, Z. ; Djauhari, M.A.
Author_Institution
Dept. of Math. Sci., Univ. Teknol. Malaysia, Skudai, Malaysia
fYear
2012
fDate
10-12 Sept. 2012
Firstpage
1
Lastpage
3
Abstract
Fitting a model in time series analysis can be very difficult when facing with random walk data. Logarithmic returns that usually used in financial modeling is one of the methods that can be used to form the suitable model for such time series. This paper deals with the advantages of logarithmic returns toward time series modeling of maximum electricity workloads in Malaysia. A case study on weekend days public holidays will be presented and discussed.
Keywords
load management; time series; Malaysia; electricity maximum loads; financial modeling; logarithmic returns; maximum electricity workloads; public holidays; random walk data; time series analysis; time series modeling; weekend days; Analytical models; Data models; Electricity; Forecasting; Market research; Predictive models; Time series analysis; Clustering; Lag-1 plot; Logarithmic returns; Silhoute(clustering);
fLanguage
English
Publisher
ieee
Conference_Titel
Statistics in Science, Business, and Engineering (ICSSBE), 2012 International Conference on
Conference_Location
Langkawi
Print_ISBN
978-1-4673-1581-4
Type
conf
DOI
10.1109/ICSSBE.2012.6396644
Filename
6396644
Link To Document