Variance analysis

Real-world load time series

In this chapter, we consider three different real-world datasets, which contain real-valued time series of measurements of electricity and telephonic activity load. For each dataset, we set up a short-term load forecast problem of 24 hours ahead prediction. Two of the datasets under analysis include time series of measurements of exogenous variables, which are used to provide additional context to the network and thus to improve the accuracy of the prediction.

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