Sequential models for time-evolving regression problems with an application to energy demand prediction

Aykroyd, RG orcid.org/0000-0003-3700-0816 and Alfaer, N (2016) Sequential models for time-evolving regression problems with an application to energy demand prediction. Stochastic Modelling and Applications, 20 (1). pp. 1-16. ISSN 0972-3641

Abstract

Metadata

Authors/Creators:
Copyright, Publisher and Additional Information: © 2016, The Authors. This paper is licenced under a Creative Commons Attribution 3.0 Unported licence [https://creativecommons.org/licenses/by/3.0].
Keywords: Bayesian estimation; big data; dynamic models; electricity consumption; hierarchical modelling; maximum likelihood; regression; supply and demand; temporal models
Dates:
  • Published: 13 August 2016
  • Accepted: 5 August 2016
  • Published (online): 13 August 2016
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Maths and Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 09 Aug 2016 12:13
Last Modified: 14 Aug 2018 07:56
Published Version: http://www.mukpublications.com/vol-20-1-2016.php
Status: Published
Publisher: MUK Publications

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