165 citations
- Stockholm UniversitySE8 papers
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6 papers · 1 filter
Short-Term Wind Speed Forecasting in Germany
Daniel Ambach
The importance of renewable power production is a set goal in terms of the energy turnaround. Developing short-term wind speed forecasting improvements might increase the profitabi…
Forecasting Electricity Spot Prices using Lasso: On Capturing the Autoregressive Intraday Structure
Florian Ziel
In this paper we present a regression based model for day-ahead electricity spot prices. We estimate the considered linear regression model by the lasso estimation method. The lass…
Electricity Price Forecasting using Sale and Purchase Curves: The X-Model
Florian Ziel, Rick Steinert
Our paper aims to model and forecast the electricity price by taking a completely new perspective on the data. It will be the first approach which is able to combine the insights o…
Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes
Florian Ziel
Shrinkage algorithms are of great importance in almost every area of statistics due to the increasing impact of big data. Especially time series analysis benefits from efficient an…
Using the lasso method for space-time short-term wind speed predictions
Daniel Ambach, Carsten Croonenbroeck
Accurate wind power forecasts depend on reliable wind speed forecasts. Numerical Weather Predictions (NWPs) utilize huge amounts of computing time, but still have rather low spatia…
Forecasting day ahead electricity spot prices: The impact of the EXAA to other European electricity markets
Florian Ziel, Rick Steinert, Sven Husmann
In our paper we analyze the relationship between the day-ahead electricity price of the Energy Exchange Austria (EXAA) and other day-ahead electricity prices in Europe. We focus on…