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Record W2529503037

Fractal Characterization of Long Memory in Electricity Prices

2016· preprint· en· W2529503037 on OpenAlexaboutno aff
Yuri Balagula

Bibliographic record

VenueRePEc: Research Papers in Economics · 2016
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicComplex Systems and Time Series Analysis
Canadian institutionsnot available
Fundersnot available
KeywordsHurst exponentFractalLong memorySeries (stratigraphy)Fractal dimensionElectricityDimension (graph theory)Characterization (materials science)EconometricsMathematicsEconomicsMathematical analysisEngineeringStatisticsGeologyPure mathematicsMaterials scienceElectrical engineeringNanotechnology
DOInot available

Abstract

fetched live from OpenAlex

In the paper we use different methods of fractal analysis for characterization of long memory and other features of wholesale electricity prices. The connection between different characteristics of time series, such as capacity fractal dimension, Hurst exponent, spectral dimension, fractional integration order, is shown. The relation between the notions of long memory, fractional integration and persistence of a time series is considered. We calculated the fractal characteristics for wholesale electricity prices taken from electricity exchanges of Northern Europe, Italia and Ontario (Canada). The results show that the analyzed time series are persistent and reveal the long memory property.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.233
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0020.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.001
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.031
GPT teacher head0.268
Teacher spread0.236 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2016
Admission routes1
Has abstractyes

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