A Fractional Brownian Motion Model for Forecasting Lost Load and Time …
A novel idea is proposed to forecast lost load and time interval between power outages based on the similarity between the series generated by a stochastic model and the actual series. The lost load …
The same process for the analysis of lost load can be applied to forecast the time interval between power outages.
Multifractional Brownian motion and quantum-behaved particle …
Mar 1, 2020 · Power load fluctuation is generally agreed to be a non-stationary stochastic process. The Fractional Brownian Motion (FBM) model is proposed to foreca…
the form of converted fractional Brownian motion is proposed. The method of checking the adequacy of the proposed model is develope and short-term forecasting for temporary data is constructed. …
The aim of this book is to introduce Brownian motion as the central object of probability and discuss its properties, putting particular emphasis on the sample path properties.
We present an introduction to Brownian motion, an important continuous-time stochastic pro-cess that serves as a continuous-time analog to the simple symmetric random walk on the one hand, …
Exploring Brownian Motion: Theory, Simulation, and Applications
Aug 18, 2024 · In this mini project, we explored the theoretical foundation of Brownian motion, simulated its paths using R, and discussed its applications in finance through the geometric …
Forecasting of time data with using fractional Brownian motion
Apr 1, 2017 · We investigated the quality of forecasting of fractional Brownian motion, and new method for estimating of Hurst exponent is validated. Stochastic mod…
A Fractional Brownian Motion Model for Forecasting Lost Load and Time …
Jan 1, 2021 · A novel idea is proposed to forecast lost load and time interval between power outages based on the similarity between the series generated by a stochastic model and the actual series.
Electrical Load Forecasting Using LSTM, GRU, and RNN Algorithms
Feb 27, 2023 · The main aim of this paper is to make forecasting models to accurately estimate the electrical load based on the measurements of current electrical loads of the electricity company.