Probabilistic load forecasting is becoming crucial in today's power systems planning and operations. We propose a novel methodology to compute interval forecasts of electricity demand, which applies a Quantile Regression Averaging (QRA) technique to a set of independent expert point forecasts....

Majority of the load forecasting literature has been on point forecasting, which provides the expected value for each step throughout the forecast horizon. In the smart grid era, the electricity demand is more active and less predictable than ever before. As a result, probabilistic load...