Sequence of nonparametric models for GEFCom2014 probabilistic electric load forecasting

International Journal of Forecasting

Volumn 32, Issue 3, 2016, Pages 1023-1028

  Mangalova, Ekaterina ^a   Shesterneva, Olesya ^a  

^a RESHETNEV SIBERIAN STATE UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Russian Federation)

Author keywords

Nadaraya Watson estimator; Pinball loss function; Probabilistic forecasting; Quantile estimation; Sequence of estimators

Indexed keywords

EID: 84957894815     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2015.11.001     Document Type: Article

References (3)

1. Hardle, W., Applied nonparametric regression. 1992, Cambridge University Press.
2. Hong, T., Pinson, P., Fan, S., Zareipour, H., Troccoli, A., Hyndman, R.J., Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond. International Journal of Forecasting 32 (2016), 896–913.
3. Juban, J., Siebert, N., & Kariniotakis, G.N. (2007). Probabilistic short-term wind power forecasting for the optimal management of wind generation. In 2007 IEEE Lausanne Powertech (pp. 683–688).