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Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging
Maciejowska, Katarzyna; Nowotarski, Jakub; Weron, Rafał - In: International journal of forecasting 32 (2016) 3, pp. 957-965
Persistent link: https://www.econbiz.de/10011621909
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A hybrid model for GEFCom2014 probabilistic electricity price forecasting
Maciejowska, Katarzyna; Nowotarski, Jakub - In: International journal of forecasting 32 (2016) 3, pp. 1051-1056
Persistent link: https://www.econbiz.de/10011621992
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LASSO principal component averaging : a fully automated approach for point forecast pooling
Uniejewski, Bartosz; Maciejowska, Katarzyna - In: International journal of forecasting 39 (2023) 4, pp. 1839-1852
Persistent link: https://www.econbiz.de/10014465359