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insikt - Bayesian Forecasting
Bayesian Hierarchical Probabilistic Forecasting of Intraday Electricity Prices in Germany
Bayesian forecasting of electricity prices in the German continuous intraday market incorporates parameter uncertainty for improved forecasting performance.
Bayesian Hierarchical Probabilistic Forecasting of Intraday Electricity Prices in Germany
Bayesian probabilistic forecasting improves intraday electricity price predictions in Germany.