Ensemble FARIMA Prediction with Stable Infinite Variance Innovations for Supermarket Energy Consumption

Ensemble FARIMA Prediction with Stable Infinite Variance Innovations for Supermarket Energy Consumption

This paper concerns a fractional modeling and prediction method directly oriented toward an industrial time series with obvious non-Gaussian features. The hidden long-range dependence and the multifractal property are extracted to determine the fractional order. A fractional autoregressive integrate...

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Bibliographic Details
Main Authors: Jing Wang, Yi Liu, Haiyan Wu, Shan Lu, Meng Zhou
Format: Article
Language:English
Published: MDPI AG 2022-05-01
Series:Fractal and Fractional
Subjects:
ensemble FARIMA model
existence and convergence analysis
Hurst exponent
MFDFA
energy consumption prediction
Online Access:https://www.mdpi.com/2504-3110/6/5/276

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https://www.mdpi.com/2504-3110/6/5/276

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