Volatility in Electrical Load Forecasting for Long-term Horizon

An ARIMA-GARCH Approach

Conference Paper (2016)
Author(s)

Swasti Khuntia (TU Delft - Intelligent Electrical Power Grids)

J. R. Rueda Torres (TU Delft - Intelligent Electrical Power Grids)

MAMM van der Meijden (TenneT TSO B.V., TU Delft - Intelligent Electrical Power Grids)

Research Group
Intelligent Electrical Power Grids
Copyright
© 2016 S.R. Khuntia, José L. Rueda, M.A.M.M. van der Meijden
DOI related publication
https://doi.org/10.1109/PMAPS.2016.7764184
More Info
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Publication Year
2016
Language
English
Copyright
© 2016 S.R. Khuntia, José L. Rueda, M.A.M.M. van der Meijden
Research Group
Intelligent Electrical Power Grids
Pages (from-to)
1-6
ISBN (print)
978-1-5090-1970-0
Reuse Rights

Other than for strictly personal use, it is not permitted to download, forward or distribute the text or part of it, without the consent of the author(s) and/or copyright holder(s), unless the work is under an open content license such as Creative Commons.

Abstract

Electrical load forecasting in long-term horizon of power systems plays an important role for system planning and development. Load forecast in long-term horizon is represented as time-series. Thus, it is important to check the effect of volatility in the forecasted load time-series. In short, volatility in long-term horizon affects four main actions: risk management, long-term actions, reliability, and bets on future volatility. To check the effect of volatility in load series, this paper presents a univariate time series-based load forecasting technique for long-term horizon based on data corresponding to a U.S. independent system operator. The study employs ARIMA technique to forecast electrical load, and also the analyzes the ARCH and GARCH effects on the residual time-series.

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