Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7408242 | International Journal of Forecasting | 2016 | 6 Pages |
Abstract
The probabilistic forecasting method proposed in this paper is based on the use of the sequence of Nadaraya-Watson estimators. It allows estimates of quantiles to be obtained without assumptions as to the probability distribution. The effectiveness of the approach is demonstrated during the Global Energy Forecasting Competition 2014 in the probabilistic electric load forecasting track.
Related Topics
Social Sciences and Humanities
Business, Management and Accounting
Business and International Management
Authors
Ekaterina Mangalova, Olesya Shesterneva,