<?xml version="1.0" encoding="utf-8"?>
<!DOCTYPE article PUBLIC "-//NLM//DTD JATS (Z39.96) Journal Publishing DTD v1.3 20210610//EN" "https://jats.nlm.nih.gov/publishing/1.3/JATS-journalpublishing1-3.dtd">
<article article-type="research-article" dtd-version="1.3" xml:lang="ru">
  <front>
    <journal-meta>
      <journal-title-group>
        <journal-title>Computing, Telecommunication and Control</journal-title>
        <trans-title-group xml:lang="ru">
          <trans-title>Информатика, телекоммуникации и управление</trans-title>
        </trans-title-group>
      </journal-title-group>
      <issn pub-type="epub">2687-0517</issn>
    </journal-meta>
    <article-meta>
      <article-id pub-id-type="publisher-id">34</article-id>
      <title-group>
        <article-title>On the possible linear predictor for some subset of the spot price jumps</article-title>
        <trans-title-group xml:lang="ru">
          <trans-title>Возможность построения линейных предикторов для некоторого подмножества выбросов в спотовых ценах на электроэнергию</trans-title>
        </trans-title-group>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <name>
            <surname>Melnik</surname>
            <given-names>Alina</given-names>
          </name>
        </contrib>
        <contrib contrib-type="author">
          <name>
            <surname>Ivankov</surname>
            <given-names>Alexey</given-names>
          </name>
          <email>a.vnkv1@gmail.com</email>
        </contrib>
      </contrib-group>
      <pub-date publication-format="electronic" date-type="pub" iso-8601-date="2008-04-10">
        <day>10</day>
        <month>04</month>
        <year>2008</year>
      </pub-date>
      <issue>2</issue>
      <issue-id pub-id-type="publisher-id">55</issue-id>
      <fpage>179</fpage>
      <lpage>183</lpage>
      <abstract xml:lang="en">
        <p>The problem was posed as the possibility to develop a simple stochastic model, namely linear predictor, for some subset of the spot price jumps at spot market of energy. The jumps of the temperature at the energy consumer region are treated as the factor that make impact at observing jumps of spot price.</p>
      </abstract>
    </article-meta>
  </front>
</article>
