Decision-focused linear pooling for probabilistic forecast combination
Akylas Stratigakos, Salvador Pineda, Juan Miguel Morales
| Year of publication: |
2025
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|---|---|
| Authors: | Stratigakos, Akylas ; Pineda, Salvador ; Morales, Juan M. |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 41.2025, 3, p. 1112-1125
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| Subject: | Forecast combination | Decision-focused learning | Differentiable optimization | Energy forecasting | Linear pool | Prescriptive analytics | Probabilistic forecasting | Prognoseverfahren | Forecasting model | Theorie | Theory | Prognose | Forecast | Energieprognose | Energy forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2024.11.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015441530