Tuesday, 28 July 2009

Wseas Transactions

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Transactions: WSEAS TRANSACTIONS ON SYSTEMS
Transactions ID Number: 29-528
Full Name: Marek Brabec
Position: Doctor (Researcher)
Age: ON
Sex: Male
Address: Institute of Computer Science, Pod Vodarenskou vezi 2, Praha 8, 182 07
Country: CZECH REPUBLIC
Tel: 723961618
Tel prefix: +420
Fax:
E-mail address: mbrabec@cs.cas.cz
Other E-mails: mbrabec@szu.cz
Title of the Paper: Statistical calibration of the natural gas consumption model
Authors as they appear in the Paper: Brabec Marek, Malý Marek, Pelikán Emil, Konár Ondřej
Email addresses of all the authors: mbrabec@cs.cas, mmaly@szu.cz, emil@cs.cas.cz, konar@cs.cas.cz
Number of paper pages: 11
Abstract: We will discuss a problem pertinent to many situations in which a statistical model is developed on a sample of individuals (describing their trajectories), but then it is applied on a much larger population of interest. Typical examples occur in natural gas and other energy consumption contexts. Due to various deficiencies of the original sample-only based model, due to possible inconsistencies between sample and the population as a whole, and/or due to inherently different nature of the available sample and population data, calibration arises as a natural way to improve original model. We start with a simple approach and proceed to introduce a formal and flexible, time-varying statistical model of state-space nature, from which such a calibration will come out as one of the products. The calibration model is quite general and hence it can be used far beyond the particular context of natural gas consumption modeling in which it was originally motivated.
Keywords: Linear calibration, Natural gas consumption modeling, Bayesian approach, Statistical model, Time-varying calibration, State-space model
EXTENSION of the file: .doc
Special (Invited) Session: Consumption model calibration and related statistical problems
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