In this paper, we propose an approach for next day peak load forecasting for electrical companies. First a nonlinear model for the peak load is proposed taking into account the historical load and the temperature. Based on this model time-varying local models are obtained for some temperature intervals. The peak load forecasting system is constructed based on these local models which parameters are estimated using an on-line recursive algorithm. We remark that in this methodology it is not necessary to know precisely the temperature of the days since the proposed system is based on an interval for the future temperature instead of a number. An application example illustrates the proposed approach.
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