Fig. 3: Rolling horizon methodology with application over two stages in the future. | Nature Communications

Fig. 3: Rolling horizon methodology with application over two stages in the future.

From: A framework to predict the price of energy for the end-users with applications to monetary and energy policies

Fig. 3

At stage T, data from the three previous periods (T − 3, T − 2, T − 1) (blue color) are used to predict the data of interest at the current stage T (orange color). At stage T + 1, data from the periods T − 2, T − 1, T (blue color) are used for predicting the data of interest at the new present stage T + 1 (orange color). At stage T + 2, data from the periods T − 1, T, T + 1 (blue color) are used for predicting the data of interest at the new present stage T + 2 (orange color).

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