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Simultaneous confidence bands in curve prediction applied to load curves
Author(s) -
Azaïs J. M.,
Bercu S.,
Fort J. C.,
Lagnoux A.,
Lé P.
Publication year - 2010
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.1111/j.1467-9876.2010.00727.x
Subject(s) - confidence interval , gaussian , confidence and prediction bands , mathematics , statistics , econometrics , computer science , physics , quantum mechanics
Summary. Considering the problem of predicting the whole annual load curve of some Electricité de France customers from easily available explanatory variables, we derive simultaneous confidence bands for this prediction. The methodology that is developed, which can be applied to numerous problems, uses results on the maximum of Gaussian sequences. The paper ends with the application to Electricité de France's problem.