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- W4293424238 abstract "AbstractAs a result of the legislation for gas markets introduced by the European Union in 2005, separate independent companies have to conduct the transport and trading of natural gas. The current gas market of Germany, which has a market value of more than 54 billion USD, consists of Transmission System Operators (TSO), network users, and traders. Traders can nominate a certain amount of gas anytime and anywhere in the network. Such unrestricted access for the traders, on the other hand, increase the uncertainty in the gas supply management. Some customers’ behaviors may cause abrupt structural changes in gas flow time series. In particular, it is a challenging task for the TSO operators to predict gas nominations 6 to 10 h-ahead. In our study, we aim to investigate the regime changes in time series of nominations to predict the 6 to 10 h-ahead of gas nominations.KeywordsRegime switchingNonlinear time seriesGas nomination forecast" @default.
- W4293424238 created "2022-08-29" @default.
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- W4293424238 date "2022-01-01" @default.
- W4293424238 modified "2023-09-28" @default.
- W4293424238 title "Statistical Analysis and Modeling for Detecting Regime Changes in Gas Nomination Time Series" @default.
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- W4293424238 doi "https://doi.org/10.1007/978-3-031-08623-6_29" @default.
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