A Contextual Bandit Approach for Value-Oriented Prediction Interval Forecasting.
Yufan ZhangHonglin WenQiuwei WuPublished in: IEEE Trans. Smart Grid (2024)
Keyphrases
- contextual bandit
- prediction model
- grey model
- prediction accuracy
- failure prediction
- upper confidence bound
- stock market prediction
- predictive model
- financial time series
- forecasting accuracy
- short term
- exponential smoothing
- arima model
- exchange rate
- neural network
- support vector regression
- load forecasting
- bp neural network
- regression model
- news recommendation
- knowledge discovery
- multimedia