Wykorzystanie oszczędnych modeli harmonicznych w prognozowaniu na podstawie szeregów czasowych o wysokiej częstotliwości w warunkach braku pełnej info
The application of harmonic models in forecasting based on high frequency time series in condition of lack of full information

Summary/Abstract: This paper is devoted to application time series models to modeling and forecasting of variables with compound cyclical fluctuations. In this models, year, week and daily frequencies are described by statistical significant sine and cosine components. Theoretical consideration is illustrated by an empirical example, in which inter- and extrapolative forecasting of demand for electricity in half-hour periods with selected variant of nonsystematic gaps is presented.

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