Month: February 2026
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“Transformations such as logarithms can help to stabilize the variance of a time series. Differencing can help stabilize the mean of a time series by removing changes in the level of a time series.” Transformations such as logarithms help stabilize the variance of a time series by reducing heteroscedasticity, while differencing removes trends and level…
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grok: “An Hourly Price Forward Curve (HPFC) is a high-resolution forward price curve specifically constructed for electricity markets, providing expected (or market-implied) electricity prices for each individual hour into the future — often from day-ahead out to several years ahead (commonly 3–5+ years). It serves as one of the most important building blocks in modern…
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I will review several chapters of Forecasting: Principles and Practice by Rob J. Hyndman and George Athanasopoulos.