Probabilistic time series forecasting with boosted additive models: an application to smart meter data
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More about this item
Keywords
Additive models; boosting; density forecasting; energy forecasting; probabilistic forecasting;All these keywords.
JEL classification:
- Q47 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy Forecasting
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2015-06-20 (Econometrics)
- NEP-ENE-2015-06-20 (Energy Economics)
- NEP-ETS-2015-06-20 (Econometric Time Series)
- NEP-FOR-2015-06-20 (Forecasting)
- NEP-ORE-2015-06-20 (Operations Research)
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