Nowotarski, Jakub; Raviv, Eran; Trueck, Stefan; Weron, Rafal - Hugo Steinhaus Center for Stochastic Methods, … - 2013
support the additional benefit of combining forecasts for deriving more accurate predictions, however, the performance is not … uniform across the considered markets. Interestingly, equally weighted pooling of forecasts emerges as a viable robust … also for the extremely volatile electricity markets, it is beneficial to combine forecasts from various models for the …