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Tuesday, June 28 • 2:30pm - 3:30pm
All-inclusive but Practical Multivariate Stochastic Forecasting for Electric Utility Portfolio

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Poster #2

Electric utility portfolio risk simulation requires stochastically forecasting various time series data: power and gas prices, peak and off-peak loads, thermal, solar and wind generation, and other covariates, in different time granularities. All these together presents modeling issues of autocorrelation, linear and non-linear covariate relationships, non-normal distribution, outliers, seasonal and weekly shapes, heteroskedasticity, temporal disaggregation and dispatch optimization. As a practitioner, I’ll discuss how to organize and put together such a portfolio model from data scraping, simulation modeling, all the way to deployment through Shiny UI, while pointing out what worked what didn’t.

Speakers
avatar for Eina  Ooka

Eina Ooka

The Energy Authority


Tuesday June 28, 2016 2:30pm - 3:30pm
Sponsor Pavilion 326 Galvez Street Stanford, CA 94305-6105

Attendees (24)