Geometric brownian motion approaches for modeling daily maximum electricity load demand in Peninsular Malaysia
This research is about statistical modeling of geometric Brownian motion (GBM) process of daily maximum electricity load demand based on one year data set starting from 1st September 2005 until 31st August 2006. The distributional behavior and the existence of autocorrelation in the whole time serie...
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| Format: | Thesis |
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2014
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| Online Access: | http://eprints.utm.my/id/eprint/48458/ |
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