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Publications

by alumni of

Politechnika Wrocławska → Katedra Badań Operacyjnych i Inteligencji Biznesowej

Wroclaw University of Science and Technology → Department of Operations Research and Business Intelligence

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Software components |

Working papers

2024

  1. Katarzyna Chec & Bartosz Uniejewski & Rafal Weron, 2024, "Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/24/04.
  2. Arkadiusz Lipiecki & Bartosz Uniejewski & Rafa{l} Weron, 2024, "Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression," Papers, arXiv.org, number 2404.02270, Apr, revised Oct 2024.
  3. Bartosz Uniejewski, 2024, "Regularization for electricity price forecasting," Papers, arXiv.org, number 2404.03968, Apr.
  4. Tomasz Serafin & Bartosz Uniejewski, 2024, "Ranking probabilistic forecasting models with different loss functions," Papers, arXiv.org, number 2411.17743, Nov.

2023

  1. Bartosz Uniejewski, 2023, "Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices," Papers, arXiv.org, number 2302.00411, Feb, revised Nov 2024.
  2. Katarzyna Maciejowska & Tomasz Serafin & Bartosz Uniejewski, 2023, "Probabilistic forecasting with a hybrid Factor-QRA approach: Application to electricity trading," Papers, arXiv.org, number 2303.08565, Mar, revised Nov 2024.

2022

  1. Katarzyna Maciejowska & Bartosz Uniejewski & Rafa{l} Weron, 2022, "Forecasting Electricity Prices," Papers, arXiv.org, number 2204.11735, Apr.
  2. Bartosz Uniejewski & Katarzyna Maciejowska, 2022, "LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling," Papers, arXiv.org, number 2207.04794, Jul.

2020

  1. Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2020, "Beating the naive: Combining LASSO with naive intraday electricity price forecasts," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/01, Feb.
  2. Katarzyna Maciejowska & Bartosz Uniejewski & Tomasz Serafin, 2020, "PCA forecast averaging - predicting day-ahead and intraday electricity prices," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/20/02, Feb.

2019

  1. Tomasz Serafin & Bartosz Uniejewski & Rafal Weron, 2019, "Averaging predictive distributions across calibration windows for day-ahead electricity price forecasting," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/19/08, Jun, revised 06 Jul 2019.
  2. Bartosz Uniejewski & Rafal Weron, 2019, "Regularized Quantile Regression Averaging for probabilistic electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/19/04, Nov.

2018

  1. Bartosz Uniejewski & Rafal Weron, 2018, "Efficient forecasting of electricity spot prices with expert and LASSO models," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/02, Jun.
  2. Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2018, "Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/05, Jul.
  3. Bartosz Uniejewski & Grzegorz Marcjasz & Rafal Weron, 2018, "Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/18/07, Aug.

2017

  1. Bartosz Uniejewski & Rafal Weron & Florian Ziel, 2017, "Variance stabilizing transformations for electricity spot price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/17/01, Feb.
  2. Bartosz Uniejewski & Grzegorz Marcjasz & Rafal Weron, 2017, "On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II – Probabilistic forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/17/02, May.
  3. Grzegorz Marcjasz & Bartosz Uniejewski & Rafal Weron, 2017, "Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Neural network models," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/17/03, Jul.

2016

  1. Bartosz Uniejewski & Jakub Nowotarski & Rafal Weron, 2016, "Automated variable selection and shrinkage for day-ahead electricity price forecasting," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/16/06, Jul.

Journal articles

2024

  1. Lipiecki, Arkadiusz & Uniejewski, Bartosz & Weron, Rafał, 2024, "Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107934.
  2. Bartosz Uniejewski, 2024, "Regularization for electricity price forecasting," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, volume 34, issue 3, pages 267-286, DOI: 10.37190/ord240314.

2023

  1. Uniejewski, Bartosz & Maciejowska, Katarzyna, 2023, "LASSO principal component averaging: A fully automated approach for point forecast pooling," International Journal of Forecasting, Elsevier, volume 39, issue 4, pages 1839-1852, DOI: 10.1016/j.ijforecast.2022.09.004.

2021

  1. Uniejewski, Bartosz & Weron, Rafał, 2021, "Regularized quantile regression averaging for probabilistic electricity price forecasting," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2021.105121.

2020

  1. Marcjasz, Grzegorz & Uniejewski, Bartosz & Weron, Rafał, 2020, "Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?," International Journal of Forecasting, Elsevier, volume 36, issue 2, pages 466-479, DOI: 10.1016/j.ijforecast.2019.07.002.
  2. Katarzyna Maciejowska & Bartosz Uniejewski & Tomasz Serafin, 2020, "PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices," Energies, MDPI, volume 13, issue 14, pages 1-19, July.
  3. Grzegorz Marcjasz & Bartosz Uniejewski & Rafał Weron, 2020, "Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts," Energies, MDPI, volume 13, issue 7, pages 1-16, April.

2019

  1. Uniejewski, Bartosz & Marcjasz, Grzegorz & Weron, Rafał, 2019, "On the importance of the long-term seasonal component in day-ahead electricity price forecasting: Part II — Probabilistic forecasting," Energy Economics, Elsevier, volume 79, issue C, pages 171-182, DOI: 10.1016/j.eneco.2018.02.007.
  2. Marcjasz, Grzegorz & Uniejewski, Bartosz & Weron, Rafał, 2019, "On the importance of the long-term seasonal component in day-ahead electricity price forecasting with NARX neural networks," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1520-1532, DOI: 10.1016/j.ijforecast.2017.11.009.
  3. Uniejewski, Bartosz & Marcjasz, Grzegorz & Weron, Rafał, 2019, "Understanding intraday electricity markets: Variable selection and very short-term price forecasting using LASSO," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1533-1547, DOI: 10.1016/j.ijforecast.2019.02.001.
  4. Tomasz Serafin & Bartosz Uniejewski & Rafał Weron, 2019, "Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting," Energies, MDPI, volume 12, issue 13, pages 1-12, July.

2018

  1. Bartosz Uniejewski & Rafał Weron, 2018, "Efficient Forecasting of Electricity Spot Prices with Expert and LASSO Models," Energies, MDPI, volume 11, issue 8, pages 1-26, August.

2016

  1. Bartosz Uniejewski & Jakub Nowotarski & Rafał Weron, 2016, "Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting," Energies, MDPI, volume 9, issue 8, pages 1-22, August.

Software components

2018

  1. Bartosz Uniejewski & Jakub Nowotarski & Rafal Weron, 2018, "ENERGIES_9_621_CODES: MATLAB codes for computing electricity spot price forecasts from "Automated variable selection and shrinkage for day-ahead electricity price forecasting"," HSC Software, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number ZIP18001, revised .
  2. Bartosz Uniejewski & Jakub Nowotarski & Rafal Weron, 2018, "ENERGIES_9_621_FIGS: MATLAB codes and data for plotting figures from "Automated variable selection and shrinkage for day-ahead electricity price forecasting"," HSC Software, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number ZIP18002, revised .

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