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Forecasting wind power – Modeling periodic and non-linear effects under conditional heteroscedasticity

Citations

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Cited by:

  1. Croonenbroeck, Carsten & Stadtmann, Georg, 2019. "Renewable generation forecast studies – Review and good practice guidance," Renewable and Sustainable Energy Reviews, Elsevier, vol. 108(C), pages 312-322.
  2. Michał Narajewski, 2022. "Probabilistic Forecasting of German Electricity Imbalance Prices," Energies, MDPI, vol. 15(14), pages 1-17, July.
  3. Ricardo J. Bessa & Corinna Möhrlen & Vanessa Fundel & Malte Siefert & Jethro Browell & Sebastian Haglund El Gaidi & Bri-Mathias Hodge & Umit Cali & George Kariniotakis, 2017. "Towards Improved Understanding of the Applicability of Uncertainty Forecasts in the Electric Power Industry," Energies, MDPI, vol. 10(9), pages 1-48, September.
  4. Abdelhakim Aknouche & Bader Almohaimeed & Stefanos Dimitrakopoulos, 2022. "Periodic autoregressive conditional duration," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(1), pages 5-29, January.
  5. Awdesch Melzer & Wolfgang K. Härdle & Brenda López Cabrera, 2017. "Pricing Green Financial Products," SFB 649 Discussion Papers SFB649DP2017-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  6. Sun, Fei & Jin, Tongdan, 2022. "A hybrid approach to multi-step, short-term wind speed forecasting using correlated features," Renewable Energy, Elsevier, vol. 186(C), pages 742-754.
  7. Jiang, Zhanhong & Liu, Chao & Akintayo, Adedotun & Henze, Gregor P. & Sarkar, Soumik, 2017. "Energy prediction using spatiotemporal pattern networks," Applied Energy, Elsevier, vol. 206(C), pages 1022-1039.
  8. Chen, Xi & Yu, Ruyi & Ullah, Sajid & Wu, Dianming & Li, Zhiqiang & Li, Qingli & Qi, Honggang & Liu, Jihui & Liu, Min & Zhang, Yundong, 2022. "A novel loss function of deep learning in wind speed forecasting," Energy, Elsevier, vol. 238(PB).
  9. Aknouche, Abdelhakim & Rabehi, Nadia, 2024. "Inspecting a seasonal ARIMA model with a random period," MPRA Paper 120758, University Library of Munich, Germany.
  10. Aknouche, Abdelhakim & Almohaimeed, Bader & Dimitrakopoulos, Stefanos, 2020. "Periodic autoregressive conditional duration," MPRA Paper 101696, University Library of Munich, Germany, revised 08 Jul 2020.
  11. Niu, Zhewen & Yu, Zeyuan & Tang, Wenhu & Wu, Qinghua & Reformat, Marek, 2020. "Wind power forecasting using attention-based gated recurrent unit network," Energy, Elsevier, vol. 196(C).
  12. Rick Steinert & Florian Ziel, 2018. "Short- to Mid-term Day-Ahead Electricity Price Forecasting Using Futures," Papers 1801.10583, arXiv.org.
  13. Micha{l} Narajewski, 2022. "Probabilistic forecasting of German electricity imbalance prices," Papers 2205.11439, arXiv.org.
  14. Ahmad, Tanveer & Zhang, Hongcai, 2020. "Novel deep supervised ML models with feature selection approach for large-scale utilities and buildings short and medium-term load requirement forecasts," Energy, Elsevier, vol. 209(C).
  15. Aknouche Abdelhakim & Demmouche Nacer & Dimitrakopoulos Stefanos & Touche Nassim, 2020. "Bayesian analysis of periodic asymmetric power GARCH models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(4), pages 1-24, September.
  16. Wang, Huai-zhi & Li, Gang-qiang & Wang, Gui-bin & Peng, Jian-chun & Jiang, Hui & Liu, Yi-tao, 2017. "Deep learning based ensemble approach for probabilistic wind power forecasting," Applied Energy, Elsevier, vol. 188(C), pages 56-70.
  17. Wolfgang Karl Härdle & Brenda López Cabrera & Awdesch Melzer, 2021. "Pricing wind power futures," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(4), pages 1083-1102, August.
  18. Zhang, Yu & Li, Yanting & Zhang, Guangyao, 2020. "Short-term wind power forecasting approach based on Seq2Seq model using NWP data," Energy, Elsevier, vol. 213(C).
  19. Yu, Ruiguo & Liu, Zhiqiang & Li, Xuewei & Lu, Wenhuan & Ma, Degang & Yu, Mei & Wang, Jianrong & Li, Bin, 2019. "Scene learning: Deep convolutional networks for wind power prediction by embedding turbines into grid space," Applied Energy, Elsevier, vol. 238(C), pages 249-257.
  20. Ye, Lin & Li, Yilin & Pei, Ming & Zhao, Yongning & Li, Zhuo & Lu, Peng, 2022. "A novel integrated method for short-term wind power forecasting based on fluctuation clustering and history matching," Applied Energy, Elsevier, vol. 327(C).
  21. Jens Kley-Holsteg & Florian Ziel, 2020. "Probabilistic Multi-Step-Ahead Short-Term Water Demand Forecasting with Lasso," Papers 2005.04522, arXiv.org.
  22. Wang, Kejun & Qi, Xiaoxia & Liu, Hongda & Song, Jiakang, 2018. "Deep belief network based k-means cluster approach for short-term wind power forecasting," Energy, Elsevier, vol. 165(PA), pages 840-852.
  23. Ziel, Florian, 2019. "Quantile regression for the qualifying match of GEFCom2017 probabilistic load forecasting," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1400-1408.
  24. Jannik Schütz Roungkvist & Peter Enevoldsen, 2020. "Timescale classification in wind forecasting: A review of the state‐of‐the‐art," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(5), pages 757-768, August.
  25. Liu, Liuchen & Zhu, Tong & Pan, Yu & Wang, Hai, 2017. "Multiple energy complementation based on distributed energy systems – Case study of Chongming county, China," Applied Energy, Elsevier, vol. 192(C), pages 329-336.
  26. Aknouche, Abdelhakim & Demmouche, Nacer & Touche, Nassim, 2018. "Bayesian MCMC analysis of periodic asymmetric power GARCH models," MPRA Paper 91136, University Library of Munich, Germany.
  27. Lu, Peng & Ye, Lin & Tang, Yong & Zhao, Yongning & Zhong, Wuzhi & Qu, Ying & Zhai, Bingxu, 2021. "Ultra-short-term combined prediction approach based on kernel function switch mechanism," Renewable Energy, Elsevier, vol. 164(C), pages 842-866.
  28. He, Yaoyao & Qin, Yang & Wang, Shuo & Wang, Xu & Wang, Chao, 2019. "Electricity consumption probability density forecasting method based on LASSO-Quantile Regression Neural Network," Applied Energy, Elsevier, vol. 233, pages 565-575.
  29. Aknouche, Abdelhakim & Al-Eid, Eid & Demouche, Nacer, 2016. "Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models," MPRA Paper 75770, University Library of Munich, Germany, revised 19 Dec 2016.
  30. Abdelhakim Aknouche & Eid Al-Eid & Nacer Demouche, 2018. "Generalized quasi-maximum likelihood inference for periodic conditionally heteroskedastic models," Statistical Inference for Stochastic Processes, Springer, vol. 21(3), pages 485-511, October.
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