Multivariate probabilistic CRPS learning with an application to day-ahead electricity prices
Jonathan Berrisch, Florian Ziel
| Year of publication: |
2024
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|---|---|
| Authors: | Berrisch, Jonathan ; Ziel, Florian |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 40.2024, 4, p. 1568-1586
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| Subject: | Aggregation | Combination | Density | Distribution | Ensembling | Forecasting | Multivariate | Online | Prediction | Probabilistic | Quantile | Splines | Time series | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Wahrscheinlichkeitsrechnung | Probability theory | Multivariate Analyse | Multivariate analysis | Statistische Verteilung | Statistical distribution | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2024.01.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015438454