Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices : the benefits of using isotonic distributional regression
Arkadiusz Lipiecki, Bartosz Uniejewski, Rafał Weron
| Year of publication: |
2024
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|---|---|
| Authors: | Lipiecki, Arkadiusz ; Uniejewski, Bartosz ; Weron, Rafał |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 139.2024, Art.-No. 107934, p. 1-10
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| Subject: | Combining probabilistic forecasts | Conformal prediction | Day-ahead electricity price | Isotonic distributional regression | Quantile regression | Shapley values | Strompreis | Electricity price | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Theorie | Theory | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2024.107934 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015533113