- 더미변수(Dummy Variable)를 포함하는 다변수 시계열 모델을 이용한 단기부하예측
- ㆍ 저자명
- 이경훈,김진오
- ㆍ 간행물명
- 전기학회논문지. The transactions of the Korean Institute of Electrical Engineers. A / A, 전력기술부문
- ㆍ 권/호정보
- 2003년|52권 8호|pp.450-456 (7 pages)
- ㆍ 발행정보
- 대한전기학회
- ㆍ 파일정보
- 정기간행물| PDF텍스트
- ㆍ 주제분야
- 기타
This paper proposes a multiple time-series model with dummy variables for one-hour ahead load forecasting. We used 11 dummy variables that were classified by day characteristics such as day of the week, holiday, and special holiday. Also, model specification and selection of input variables including dummy variables were made by test statistics such as AIC(Akaike Information Criterion) and t-test statistics of each coefficient. OLS (Ordinary Least Squares) method was used for estimation and forecasting. We found out that model specifications for each hour are not identical usually at 30% of optimal significance level, and dummy variables reduce the forecasting error if they are classified properly. The proposed model has much more accurate estimates in forecasting with less MAPE (Mean Absolute Percentage Error).