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Conformal prediction interval estimation and applications to day-ahead and intraday power markets

Christopher Kath, Florian Ziel

2020International Journal of Forecasting55 citationsDOIOpen Access PDF

Topics & Concepts

Conformal mapEconometricsEstimationInterval (graph theory)EconomicsInterval estimationPower (physics)Financial economicsComputer scienceStatisticsMathematicsConfidence intervalPhysicsManagementCombinatoricsMathematical analysisQuantum mechanicsEnergy Load and Power ForecastingStock Market Forecasting MethodsElectric Power System Optimization
Conformal prediction interval estimation and applications to day-ahead and intraday power markets | Litcius