A neural network-GARCH-based method for construction of prediction intervals

Autoria(s): Khosravi, Abbas; Nahavandi, Saeid; Creighton, Doug
Data(s)

01/03/2013
Identificador

http://hdl.handle.net/10536/DRO/DU:30050990
Idioma(s)

eng
Publicador

Elsevier
Relação

http://dro.deakin.edu.au/eserv/DU:30050990/khosravi-neuralnetwork-2013.pdf

http://dx.doi.org/10.1016/j.epsr.2012.11.007
Palavras-Chave #electricity price #prediction intervals #neural networks #GARCH #bootstrap
Tipo

Journal Article
Acesso ao item digital