Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices
Year of publication: |
2014-04-30
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Authors: | Nowotarski, Jakub ; Weron, Rafal |
Institutions: | Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska |
Subject: | Electricity spot price | Prediction interval | Quantile regression | Forecasts combination |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Forthcoming in IEEE Conference Proceedings, 11th International Conference on the European Energy Market (EEM'14). Number HSC/14/03 7 pages |
Classification: | C22 - Time-Series Models ; C24 - Truncated and Censored Models ; C53 - Forecasting and Other Model Applications ; q47 |
Source: |
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Nowotarski, Jakub, (2013)
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Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging
Maciejowska, Katarzyna, (2014)
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Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts
Hong, Tao, (2014)
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An empirical comparison of alternate schemes for combining electricity spot price forecasts
Nowotarski, Jakub, (2013)
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Nowotarski, Jakub, (2013)
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Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts
Liu, Bidong, (2015)
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