Statistical calibration of the natural gas consumption model

  • Authors:

  • Marek Brabec;Marek Maly;Emil Pelikán;Ondřej Konár

  • Affiliations:

  • Department of nonlinear modeling, Institute of Computer Science, Academy of Sciences of the Czech Republic, Praha 8, Czech Republic;Department of nonlinear modeling, Institute of Computer Science, Academy of Sciences of the Czech Republic, Praha 8, Czech Republic;Department of nonlinear modeling, Institute of Computer Science, Academy of Sciences of the Czech Republic, Praha 8, Czech Republic;Department of nonlinear modeling, Institute of Computer Science, Academy of Sciences of the Czech Republic, Praha 8, Czech Republic

  • Venue:
  • WSEAS TRANSACTIONS on SYSTEMS
  • Year:
  • 2009

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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.