Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging
Year of publication: |
2014-06-30
|
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Authors: | Maciejowska, Katarzyna ; Nowotarski, Jakub ; Weron, Rafal |
Institutions: | Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska |
Subject: | Probabilistic forecasting | Prediction interval | Quantile regression | Factor model | Forecasts combination | Electricity spot price |
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