首页> 外文期刊>Mathematical Problems in Engineering: Theory, Methods and Applications >Selection of Stationarity Tests for Time Series Forecasting Using Reliability Analysis
【24h】

Selection of Stationarity Tests for Time Series Forecasting Using Reliability Analysis

机译:使用可靠性分析选择用于时间序列预测的平稳性检验

获取原文
获取原文并翻译 | 示例
获取外文期刊封面目录资料

摘要

Stationarity is an essential concept in time series forecasting. A reliable stationarity test that yields unbiased test outcomes is vital as it is the gateway before a suitable forecasting model development. Renewable generation time series is inherently seasonal, comprising trend components, and often volatile. These characterizing facets alongside time series length tend to bias stationarity tests’ outcomes. A critical comparison study to check the tests’ reliability is carried out in this paper using different synthetic data required for the case-to-case analysis. Based on the tests’ working, reliabilities are analyzed for different time series lengths and group sizes, varying from 200 to 1000 with an increment of 200. This provides information about changes in reliabilities of the tests for various time series lengths or group sizes. This comprehensive comparison report with a necessary set of well-illustrated figures, table, and thorough explanation of the obtained results is expected to help novice readers to select an apt combination of tests for stationarity check for renewable generation applications.
机译:平稳性是时间序列预测中的一个重要概念。产生无偏见测试结果的可靠平稳性测试至关重要,因为它是开发合适的预测模型之前的门户。可再生能源发电时间序列本质上是季节性的,包括趋势成分,并且经常是波动的。这些表征方面以及时间序列长度往往会使平稳性检验的结果产生偏差。本文使用个案分析所需的不同合成数据进行了一项关键的比较研究,以检查测试的可靠性。根据测试的工作原理,分析不同时间序列长度和组大小的可靠性,从 200 到 1000 不等,增量为 200。这提供了有关各种时间序列长度或组大小的测试可靠性变化的信息。这份全面的比较报告包含一组必要的图文并茂的图表,并对所获得的结果进行了详尽的解释,有望帮助新手读者选择合适的测试组合,用于可再生能源发电应用的平稳性检查。

著录项

获取原文

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号