Conformal Prediction Interval Estimations with an Application to
Day-Ahead and Intraday Power Markets

v1v2 (latest)

Conformal Prediction Interval Estimations with an Application to Day-Ahead and Intraday Power Markets

20 May 2019

Christopher Kath

ArXiv (abs)PDF HTML

Papers citing "Conformal Prediction Interval Estimations with an Application to Day-Ahead and Intraday Power Markets"

5 / 5 papers shown

Title
Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting Simon Hirsch 115 1 0 03 Apr 2025
Conformal Prediction Bands for Two-Dimensional Functional Time Series Niccolo Ajroldi Jacopo Diquigiovanni Matteo Fontana S. Vantini AI4TS 98 10 0 27 Jul 2022
Improved conformalized quantile regression Martim Sousa Ana Maria Tomé José Manuel Moreira 129 6 0 06 Jul 2022
Adaptive Conformal Predictions for Time Series Margaux Zaffran Aymeric Dieuleveut Olivier Féron Y. Goude Julie Josse AI4TS 193 136 0 15 Feb 2022
Applying Regression Conformal Prediction with Nearest Neighbors to time series data Samya Tajmouati B. E. Wahbi Mohamed Dakkon AI4TS 44 7 0 25 Oct 2021