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
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);
Conference_Titel :
Statistics in Science, Business, and Engineering (ICSSBE), 2012 International Conference on
Conference_Location :
Langkawi
Print_ISBN :
978-1-4673-1581-4
DOI :
10.1109/ICSSBE.2012.6396644
