Multivariate probabilistic forecasting of intraday electricity prices using normalizing flows
Eike Cramer, Dirk Witthaut, Alexander Mitsos, Manuel Dahmen
Topics & Concepts
Multivariate statisticsEconometricsProbabilistic logicProbabilistic forecastingCopula (linguistics)GaussianComputer scienceEconomicsStatisticsMathematicsQuantum mechanicsPhysicsEnergy Load and Power ForecastingElectric Power System OptimizationEnergy Efficiency and Management