Convergence of Alternant Theta-Method with Applications

2017 ◽  
pp. 58-69
Author(s):  
István Faragó ◽  
Zénó Farkas
Keyword(s):  
Theta Method

scholarly journals Short-term load forecasting using Theta method

2019 ◽  
Vol 84 ◽  
pp. 01004 ◽  
Author(s):  
Grzegorz Dudek
Keyword(s):  
Empirical Studies ◽  
Load Forecasting ◽  
Seasonal Cycles ◽  
Short Term ◽  
Forecasting Accuracy ◽  
Forecasting Methods ◽  
Short Term Load Forecasting ◽  
Data Definition ◽  
System Data ◽  
Theta Method

The Theta method attracted the attention of researchers and practitioners in recent years due to its simplicity and superior forecasting accuracy. Its performance has been confirmed by many empirical studies as well as forecasting competitions. In this article the Theta method is tested in short-term load forecasting problem. The load time series expressing multiple seasonal cycles is decomposed in different ways to simplify the forecasting problem. Four variants of input data definition are considered. The standard Theta method is uses as well as the dynamic optimised Theta model proposed recently. The performances of the Theta models are demonstrated through an empirical application using real power system data and compared with other popular forecasting methods.

scholarly journals Goal-Oriented Error Estimation for the Fractional Step Theta Scheme

2014 ◽  
Vol 14 (2) ◽  
pp. 203-230 ◽  
Author(s):  
Dominik Meidner ◽  
Thomas Richter
Keyword(s):  
Time Discretization ◽  
Posteriori Error ◽  
Numerical Dissipation ◽  
Error Estimator ◽  
Fractional Step ◽  
Weighted Residual Method ◽  
Time Stepping ◽  
Backward Euler ◽  
Galerkin Formulation ◽  
Theta Method

Abstract. In this work, we derive a goal-oriented a posteriori error estimator for the error due to time-discretization of nonlinear parabolic partial differential equations by the fractional step theta method. This time-stepping scheme is assembled by three steps of the general theta method, that also unifies simple schemes like forward and backward Euler as well as the Crank–Nicolson method. Further, by combining three substeps of the theta time-stepping scheme, the fractional step theta time-stepping scheme is derived. It possesses highly desired stability and numerical dissipation properties and is second order accurate. The derived error estimator is based on a Petrov–Galerkin formulation that is up to a numerical quadrature error equivalent to the theta time-stepping scheme. The error estimator is assembled as one weighted residual term given by the dual weighted residual method and one additional residual estimating the Galerkin error between time-stepping scheme and Petrov–Galerkin formulation.

Creep behaviour of P91/GTR-2CM/12Cr1MoV dissimilar joint predicted by the modified Theta method

2017 ◽  
Vol 34 (4) ◽  
pp. 260-271
Author(s):  
Yanping Zhao ◽  
Jianming Gong ◽  
Jiang Yong
Keyword(s):  
Creep Behaviour ◽  
Dissimilar Joint ◽  
Theta Method

Generalizing the Theta method for automatic forecasting

2020 ◽  
Vol 284 (2) ◽  
pp. 550-558 ◽  
Author(s):  
Evangelos Spiliotis ◽  
Vassilios Assimakopoulos ◽  
Spyros Makridakis
Keyword(s):  
Theta Method ◽  
Automatic Forecasting

Fathoming the theta method for a unit root process

2012 ◽  
Vol 25 (1) ◽  
pp. 105-124 ◽  
Author(s):  
D. Thomakos ◽  
K. Nikolopoulos
Keyword(s):  
Unit Root ◽  
Unit Root Process ◽  
Theta Method
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