Subject Index [chapter]

2013 Modeling and Forecasting Electricity Loads and Prices  
A2 statistic, see under statistic 'energy only' market, see under market 'free lunch', see under arbitrage 'hockey stick' dependence, 74, 75 'one price only' market, see under market 'sinusoidal' approach, 33 Absolute Percentage Error (APE), 90 additive model, see under model Akaike's Final Prediction Error (FPE), see under information criterion Alberta Electric System Operator (AESO), 22 Alberta Watt Exchange (Watt-Ex), 22 Amsterdam Power Exchange (APX), 4 ancillary services market, see under
more » ... arket Anderson-Darling (A2) statistic, see under statistic ANN, see under artificial neural network anti-persistence, 43, 50, 52 APX Group, 10 AR, see under autoregressive model AR-GARCH, see under autoregressive GARCH model arbitrage, 148 area spot price, see under zonal price ARFIMA, see under AutoRegressive Fractionally Integrated Moving Average model ARIMA, see under autoregressive integrated moving average model arithmetic Brownian motion (ABM), see under Brownian motion arithmetic Ornstein-Uhlenbeck process, see under mean-reverting diffusion ARMA, see under autoregressive moving average model ARMAX, 96-98, 111-113 transfer function form, 97 artificial intelligence-based (AI-based) model, see under price forecasting artificial neural network (ANN)
doi:10.1002/9781118673362.indsub fatcat:zzisi63fd5gcjfuzqh3jplheo4