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Electricity consumption prediction with functional linear regression using spline estimators |
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| Authors: | Jaromír Antoch Luboš Prchal Maria Rosaria De Rosa Pascal Sarda |
| Affiliation: | 1. Department of Statistics, Faculty of Mathematics and Physics , Charles University of Prague , Sokolovská 83, CZ 186?75, Praha 8 – Karlín, Czech Republic;2. Department of Statistics, Faculty of Mathematics and Physics , Charles University of Prague , Sokolovská 83, CZ 186?75, Praha 8 – Karlín, Czech Republic;3. Institut de Mathématiques de Toulouse , Université Paul Sabatier , UMR 5219, 118, route de Narbonne, F – 310?62, Toulouse Cedex, France;4. ITIS Galileo Ferraris , via Labriola, lotto 2/G, I – 800?00, Napoli, Italy;5. Institut de Mathématiques de Toulouse , Université Paul Sabatier , UMR 5219, 118, route de Narbonne, F – 310?62, Toulouse Cedex, France |
| Abstract: | A functional linear regression model linking observations of a functional response variable with measurements of an explanatory functional variable is considered. This model serves to analyse a real data set describing electricity consumption in Sardinia. The interest lies in predicting either oncoming weekends’ or oncoming weekdays’ consumption, provided actual weekdays’ consumption is known. A B-spline estimator of the functional parameter is used. Selected computational issues are addressed as well. |
| Keywords: | functional linear regression functional response ARH(1) penalized least squares B-spline electricity consumption in Sardinia |