Accurate forecasting of solar PV generation is critical for integrating renewable energy into power systems. This paper … presents a multivariate probabilistic forecasting model that addresses the challenges posed by imbalanced data resulting from … method for predicting solar PV output by incorporating forecast updates and modeling the temporal interdependencies. The …

In the past decade, the popularity of realized measures and various linear models for volatility forecasting has … practitioners to a specific estimator and model when aiming for the best forecasting accuracy are missing. This paper contributes to … several popular high-frequency measures and forecasting models. To capture the complex patterns hidden to linear models …