Research Article

Forecasting Energy Market Contracts by Ambit Processes: Empirical Study and Numerical Results

Table 1

Integration intervals.

Month

January 11/8π
February 7/4π
March 1/8π
April 0
May 3/8π
June 3/4π
July 9/8π
August 3/2π
September 15/8π
October 1/4π
November 5/8π
December π