Affordable Access

24-Hours Demand Forecasting Based on SARIMA and Support Vector Machines

Authors
  • Braun, M.
  • Bernard, T.
  • Piller, O.
  • Sedehizade, F.
Publication Date
Jan 01, 2014
Source
HAL-UPMC
Keywords
Language
English
License
Unknown
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Abstract

In time series analysis the autoregressive integrate moving average (ARIMA) models have been used for decades and in a wide variety of scientific applications. In recent years a growing popularity of machine learning algorithms like the artificial neural network (ANN) and support vector machine (SVM) have led to new approaches in time series analysis. The forecasting model presented in this paper combines an autoregressive approach with a regression model respecting additional parameters. Two modelling approaches are presented which are based on seasonal autoregressive integrated moving average (SARIMA) models and support vector regression (SVR). These models are evaluated on data from a residential district in Berlin.

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