Conformal Prediction Interval Estimations with an Application to Day-Ahead and Intraday Power Markets
Published: 1 November 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.
Categories
Statistics, Econometrics, Algorithms, Machine Learning, Probabilistic Algorithm