Computing electricity spot price prediction intervals using quantile regression and forecast averaging.

Jakub Nowotarski Rafal Weron

Published in: Comput. Stat. (2015)

Keyphrases

quantile regression
prediction intervals
regression model
cross validated
least squares
confidence level
travel time
cross validation
linear regression model
response variable
prediction error
log likelihood
regression methods
probability distribution
model selection
explanatory variables
video sequences