ΚΟΙΝΟ ΣΕΜΙΝΑΡΙΟ ΣΤΑΤΙΣΤΙΚΗΣ-ΟΠΑ & ΣΕΜΦΕ-ΠΟΛΥΤΕΧΝΕΙΟ: Prediction of the daily power demand shapes for the Electricity Authority of Cyprus, Δρ. Θεοφάνης Σαπατίνας

ΟΙΚΟΝΟΜΙΚΟ ΠΑΝΕΠΙΣΤΗΜΙΟ ΑΘΗΝΩΝ
ΤΜΗΜΑ ΣΤΑΤΙΣΤΙΚΗΣ
&
ΕΘΝΙΚΟ ΜΕΤΣΟΒΙΟ ΠΟΛΥΤΕΧΝΕΙΟ
ΣΧΟΛΗ ΕΦΑΡΜΟΣΜΕΝΩΝ ΜΑΘΗΜΑΤΙΚΩΝ & ΦΥΣΙΚΩΝ ΕΠΙΣΤΗΜΩΝ


ΚΟΙΝΟ ΣΕΜΙΝΑΡΙΟ

Ανακοινώνεται ότι:

την Πέμπτη 19 Σεπτεμβριου 2013 και ώρα 13:00, θα πραγματοποιηθεί σεμινάριο με τίτλο:

“Prediction of the daily power demand shapes for the Electricity Authority of Cyprus”

από τον Δρ. Θεοφάνη Σαπατίνα, Καθηγητή Στατιστικής του Τμήματος Μαθηματικών και Στατιστικής του Πανεπιστημίου Κύπρου στην αίθουσα 607 του κτιρίου Μεταπτυχιακών Σπουδών του Οικονομικού Πανεπιστημίου Αθηνών (κτιρίο Ευελπίδων 47Α & Λευκάδος 33, 6ος όροφος).

Abstract

We first review some parametric approaches for continuous-time prediction. We then discuss a recently proposed non-parametric approach for continuous-time prediction and its application to short-term load forecasting. A novel functional time series methodology for short-term load forecasting is also introduced. The prediction is performed by means of a weighted average of past daily load segments, the shape of which is similar to the expected shape of the load segment to be predicted. The past load segments are identified from the available history of the observed load segments by means of their closeness to a so-called reference load segment. The later is selected in a manner that captures the expected qualitative and quantitative characteristics of the load segment to be predicted. Weak consistency of the suggested similar shape functional time series predictor is established. As an illustration, the suggested functional time series forecasting methodology is applied to historical daily load data in Cyprus. Its performance is compared to some recently proposed alternative methodologies for short-term load forecasting.