From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting
Oliver Grothe, Fabian Kächele, Fabian Krüger
Topics & Concepts
UnivariateElectricity price forecastingMultivariate statisticsProbabilistic forecastingProbabilistic logicCopula (linguistics)EconometricsElectricityBenchmark (surveying)Computer scienceEconomicsElectricity marketArtificial intelligenceMachine learningGeodesyEngineeringGeographyElectrical engineeringEnergy Load and Power ForecastingMarket Dynamics and VolatilityForecasting Techniques and Applications