\r\nundergone substantial changes. Accurate, reliable, clear and

\r\ncomprehensible modeling and forecasting of different variables

\r\n(loads and prices in the first instance) have achieved increasing

\r\nimportance. In this paper, we describe the actual state of the

\r\nart focusing on reg-SARMA methods, which have proven to be

\r\nflexible enough to accommodate the electricity price\/load behavior

\r\nsatisfactory. More specifically, we will discuss: 1) The dichotomy

\r\nbetween point and interval forecasts; 2) The difficult choice between

\r\nstochastic (e.g. climatic variation) and non-deterministic predictors

\r\n(e.g. calendar variables); 3) The confrontation between modelling

\r\na single aggregate time series or creating separated and potentially

\r\ndifferent models of sub-series. The noteworthy point that we would

\r\nlike to make it emerge is that prices and loads require different

\r\napproaches that appear irreconcilable even though must be made

\r\nreconcilable for the interests and activities of energy companies.", "references": null, "publisher": "World Academy of Science, Engineering and Technology", "index": "International Science Index 145, 2019" }