Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Nadja Klein, Michael Stanley Smith, David J. Nott
| Year of publication: |
2023
|
|---|---|
| Authors: | Klein, Nadja ; Smith, Michael S. ; Nott, David J. |
| Subject: | density forecasting | echo state network | electricity price forecasting | Gaussian copula process | marginal calibration | recurrent neural network | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Prognose | Forecast | Statistische Verteilung | Statistical distribution | Multivariate Verteilung | Multivariate distribution | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/jae.2959 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014288014