Conformal Prediction Interval Estimations with an Application to Day-Ahead and Intraday Power Markets

Published: 01-11-2019| Version 1 | DOI: 10.17632/3wnk2pz6y2.1
Contributor:
Christopher Kath

Description

Supplementary data to the paper "Conformal Prediction Interval Estimations with an Application to Day-Ahead and Intraday Power Markets" by Christopher Kath and Florian Ziel. Comprises a markdown file (R-markdown) to reproduce findings of the eponymous paper.

Files

Steps to reproduce

Includes R markdown file for computing results presented in the paper.