Variance Stabilizing Transformations for Electricity Spot Price Forecasting
نویسندگان
چکیده
منابع مشابه
Optimization of variance-stabilizing transformations
Variance-stabilizing transformations are commonly exploited in order to make non-homoskedastic data easily tractable by standard methods. However, for the most common families of distributions (e.g., binomial, Poisson, etc.) exact stabilization is not possible and even achieving some approximate stabilization turns out to be rather challenging. We approach the variance stabilization problem as ...
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ژورنال
عنوان ژورنال: IEEE Transactions on Power Systems
سال: 2018
ISSN: 0885-8950,1558-0679
DOI: 10.1109/tpwrs.2017.2734563