Report NEP-FOR-2025-02-03

This is the archive for NEP-FOR, a report on new working papers in the area of Forecasting. Rob J Hyndman issued this report. It is usually issued weekly.

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Other reports in NEP-FOR

The following items were announced in this report:

• Joseph Nyangon & Ruth Akintunde, 2024. "Anomaly Detection in California Electricity Price Forecasting: Enhancing Accuracy and Reliability Using Principal Component Analysis," Papers 2412.07787, arXiv.org.
• Tomasz Serafin & Bartosz Uniejewski, 2024. "Ranking probabilistic forecasting models with different loss functions," Papers 2411.17743, arXiv.org.
• Jimmy Cheung & Smruthi Rangarajan & Amelia Maddocks & Xizhe Chen & Rohitash Chandra, 2024. "Quantile deep learning models for multi-step ahead time series prediction," Papers 2411.15674, arXiv.org.
• Worapree Maneesoonthorn & David T. Frazier & Gael M. Martin, 2024. "Probabilistic Predictions of Option Prices Using Multiple Sources of Data," Papers 2412.00658, arXiv.org.