Application of bagging in day-ahead electricity price forecasting and factor augmentation

Importance of the Long-Term Seasonal Component in Day-Ahead Electricity Price Forecasting Revisited: Parameter-Rich Models Estimated via the LASSO

(2021) Arkadiusz Jędrzejewski et al.   Energies

Point and interval forecasting of electricity supply via pruned ensembles

(2021) Erick Meira et al.   ENERGY

Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts

(2020) Grzegorz Marcjasz et al.   Energies

Ensemble of relevance vector machines and boosted trees for electricity price forecasting

(2019) Rahul Kumar Agrawal et al.   APPLIED ENERGY

Averaging Predictive Distributions Across Calibration Windows for Day-Ahead Electricity Price Forecasting

(2019) Tomasz Serafin et al.   Energies

Forecasting day-ahead electricity prices in Europe: The importance of considering market integration

(2018) Jesus Lago et al.   APPLIED ENERGY

Forecasting mid-long term electric energy consumption through bagging ARIMA and exponential smoothing methods

(2018) Erick Meira de Oliveira et al.   ENERGY

Exploring the sources of uncertainty: Why does bagging for time series forecasting work?

(2018) Fotios Petropoulos et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Variance Stabilizing Transformations for Electricity Spot Price Forecasting

(2018) Bartosz Uniejewski et al.   IEEE TRANSACTIONS ON POWER SYSTEMS

Efficient Forecasting of Electricity Spot Prices with Expert and LASSO Models

(2018) Bartosz Uniejewski et al.   Energies

A meta-analysis on the price elasticity and income elasticity of residential electricity demand

(2018) Xing Zhu et al.   JOURNAL OF CLEANER PRODUCTION

A Note on Averaging Day-Ahead Electricity Price Forecasts Across Calibration Windows

(2018) Katarzyna Hubicka et al.   IEEE Transactions on Sustainable Energy

Short- to Mid-term Day-Ahead Electricity Price Forecasting Using Futures

(2018) Rick Steinert et al.   ENERGY JOURNAL

Extended forecast methods for day-ahead electricity spot prices applying artificial neural networks

(2016) Dogan Keles et al.   APPLIED ENERGY

Day-ahead electricity price forecasting via the application of artificial neural network based models

(2016) Ioannis P. Panapakidis et al.   APPLIED ENERGY

Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting

(2016) Bartosz Uniejewski et al.   Energies

Short-Term Price Forecasting Models Based on Artificial Neural Networks for Intraday Sessions in the Iberian Electricity Market

(2016) Claudio Monteiro et al.   Energies

Short- and Mid-Term Forecasting of Baseload Electricity Prices in the U.K.: The Impact of Intra-Day Price Relationships and Market Fundamentals

(2016) Katarzyna Maciejowska et al.   IEEE TRANSACTIONS ON POWER SYSTEMS

Forecasting Electricity Spot Prices Using Lasso: On Capturing the Autoregressive Intraday Structure

(2016) Florian Ziel   IEEE TRANSACTIONS ON POWER SYSTEMS

Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships

(2014) Katarzyna Maciejowska et al.   COMPUTATIONAL STATISTICS

Robustify Financial Time Series Forecasting with Bagging

(2013) Sainan Jin et al.   Econometric Reviews

A hybrid ARFIMA and neural network model for electricity price prediction

(2013) Najeh Chaâbane   INTERNATIONAL JOURNAL OF ELECTRICAL POWER & ENERGY SYSTEMS

A novel auto-regressive fractionally integrated moving average–least-squares support vector machine model for electricity spot prices prediction

(2013) Najeh Chaâbane   JOURNAL OF APPLIED STATISTICS

Forecasting Nord Pool day-ahead prices with an autoregressive model

(2012) Tarjei Kristiansen   ENERGY POLICY

Generalized Shrinkage Methods for Forecasting Using Many Predictors

(2012) James H. Stock et al.   JOURNAL OF BUSINESS & ECONOMIC STATISTICS

The effect of wind generation and weekday on Spanish electricity spot price forecasting

(2011) Alberto Cruz et al.   ELECTRIC POWER SYSTEMS RESEARCH

Forecasting Power Prices Using a Hybrid Fundamental-Econometric Model

(2011) Virginia Gonzalez et al.   IEEE TRANSACTIONS ON POWER SYSTEMS

Electricity price forecasting using artificial neural networks

(2011) Deepak Singhal et al.   INTERNATIONAL JOURNAL OF ELECTRICAL POWER & ENERGY SYSTEMS

Bagging or Combining (or Both)? An Analysis Based on Forecasting U.S. Employment Growth

(2010) David E. Rapach et al.   Econometric Reviews

To Combine Forecasts or to Combine Information?

(2010) Huiyu Huang et al.   Econometric Reviews

Short-term electricity prices forecasting based on support vector regression and Auto-regressive integrated moving average modeling

(2010) Jinxing Che et al.   ENERGY CONVERSION AND MANAGEMENT

A soft computing system for day-ahead electricity price forecasting

(2009) Dongxiao Niu et al.   APPLIED SOFT COMPUTING

Electricity price forecasting in deregulated markets: A review and evaluation

(2008) Sanjeev Kumar Aggarwal et al.   INTERNATIONAL JOURNAL OF ELECTRICAL POWER & ENERGY SYSTEMS

Forecasting economic time series using targeted predictors

(2008) Jushan Bai et al.   JOURNAL OF ECONOMETRICS

How Useful Is Bagging in Forecasting Economic Time Series? A Case Study of U.S. Consumer Price Inflation

(2008) Atsushi Inoue et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION