Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions
Year of publication: |
2024
|
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Authors: | Ghelasi, Paul ; Ziel, Florian |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 40.2024, 2, p. 581-596
|
Subject: | Aggregation | Coherent forecasts | Forecast combinations | Hierarchical time series | Reconciliation | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Strompreis | Electricity price | Auktionstheorie | Auction theory |
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