Logarithmic returns of electricity maximum loads during weekends and special days: Malaysia study case

摘要

Fitting a model in time series analysis can be very difficult when facing with random walk data. Logarithmic returns that usually used in financial modeling is one of the methods that can be used to form the suitable model for such time series. This paper deals with the advantages of logarithmic returns toward time series modeling of maximum electricity workloads in Malaysia. A case study on weekend days public holidays will be presented and discussed.