Probabilistic electricity price forecasting with NARX networks : combine point or probabilistic forecasts?
Grzegorz Marcjasz, Bartosz Uniejewski, Rafał Weron
| Year of publication: |
2020
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|---|---|
| Authors: | Marcjasz, Grzegorz ; Uniejewski, Bartosz ; Weron, Rafał |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 36.2020, 2, p. 466-479
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| Subject: | Electricity spot price | Probabilistic forecast | Combining forecasts | Long-term seasonal component | NARX neural network | Quantile regression | Strompreis | Electricity price | Prognoseverfahren | Forecasting model | Prognose | Forecast | Neuronale Netze | Neural networks | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Energieprognose | Energy forecast | Spotmarkt | Spot market | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Erratum enthalten in: International journal of forecasting, Volume 37, issue 3 (July/September 2021), Seite 1308-1309 Erratum enthalten in: International journal of forecasting, Volume 37, issue 3 (July/September 2021), Seite 1310-1311 |
| Other identifiers: | 10.1016/j.ijforecast.2019.07.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012415156