About a method of forecasting of missing data in the high frequency time series with systematic gaps Cover Image

O metodzie prognozowania brakujących danych w szeregach czasowych o wysokiej częstotliwości z lukami systematycznymi
About a method of forecasting of missing data in the high frequency time series with systematic gaps

Author(s): Jan Zawadzki, Maria Szmuksta-Zawadzka
Subject(s): Economy
Published by: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Keywords: high-frequency time series; forecasting; missing data; systematic gaps

Summary/Abstract: This paper attempts to extend the considerations contained in the article [Szmuksta- Zawadzka, Zawadzki, 2011] concerning forecasting for high frequency time series with unsystematic gaps in the case of the occurrence of systematic gaps. Theoretical considerations will be illustrated with an empirical example of modelling and forecasting the demand of electrical energy in half-an-hour periods in one of urban areas.

  • Issue Year: 2012
  • Issue No: 38
  • Page Range: 173-185
  • Page Count: 13
  • Language: Polish