1. Introduction
Energy demand forecasting is one of the most important policy tools used by the decision makers all over the world. This is true especially for energy emerging markets such as Turkey. Ediger (2003a) has shown that, although a medium consumer, Turkey’s primary energy demand has grown rapidly during 1989–1999 and is expected to continue in the future. Turkey will certainly play a significant role in the world’s energy sector during the first decades of the 21st century.
Similar to most countries forecasting is particulary carried out for demand side of the energy system in Turkey. Forecasting future energy production of the