Abstract This paper deals especially with a two-stage approach to forecasting hourly electricity demand by using linear regression model serially correlated residuals. Firstly, ordinary least squares are applied estimate based on purely deterministic predictors (essentially, polynomials in time and calendar dummy variables). In the case wherein residuals not white noise series, SARMA (seasonal ...

The process of building mathematical models static objects and systems, which includes the solution two problems: structural parametric identification, is considered. At same time, task identifying structure model more difficult primary. problem identification interval characteristic a object multiple solving problems this model, therefore, from computational point view, it NP complex. procedur...