Parallel and reliable probabilistic load forecasting via quantile regression forest and quantile determination
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DOI: 10.1016/j.energy.2018.07.019
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- Bartosz Uniejewski, 2023. "Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices," Papers 2302.00411, arXiv.org, revised Nov 2024.
- Jihoon Moon & Junhong Kim & Pilsung Kang & Eenjun Hwang, 2020. "Solving the Cold-Start Problem in Short-Term Load Forecasting Using Tree-Based Methods," Energies, MDPI, vol. 13(4), pages 1-37, February.
- Uniejewski, Bartosz & Weron, Rafał, 2021.
"Regularized quantile regression averaging for probabilistic electricity price forecasting,"
Energy Economics, Elsevier, vol. 95(C).
- Bartosz Uniejewski & Rafal Weron, 2019. "Regularized Quantile Regression Averaging for probabilistic electricity price forecasting," HSC Research Reports HSC/19/04, Hugo Steinhaus Center, Wroclaw University of Science and Technology.
- Liu, Luyao & Bai, Feifei & Su, Chenyu & Ma, Cuiping & Yan, Ruifeng & Li, Hailong & Sun, Qie & Wennersten, Ronald, 2022. "Forecasting the occurrence of extreme electricity prices using a multivariate logistic regression model," Energy, Elsevier, vol. 247(C).
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- He, Yaoyao & Wang, Yun & Wang, Shuo & Yao, Xin, 2022. "A cooperative ensemble method for multistep wind speed probabilistic forecasting," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).
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Keywords
Probabilistic forecasting; Quantile regression forest; Gradient boosting machine; Prediction interval; Uncertainty; Reliability; Electric load forecasting;All these keywords.
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