Month: February 2026

  • “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…

  • 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…

  • I will review several chapters of Forecasting: Principles and Practice by Rob J. Hyndman and George Athanasopoulos.