165 citations
- Stockholm UniversitySE8 papers
- Delft University of TechnologyNL5 papers
- Leibniz University HannoverDE5 papers
- Humboldt-Universität zu BerlinDE3 papers
- Eindhoven University of TechnologyNL2 papers
- GNA UniversityIN2 papers
- University of BolognaIT2 papers
- University of Duisburg-EssenDE2 papers
- Aalto UniversityFI1 paper
- AGH University of KrakowPL1 paper
- Agriculture and FoodAU1 paper
- Atilim UniversityTR1 paper
Showing 2016Show all
3 papers · 1 filter
math.ST2016★ 45 cited
Generalized Spatial and Spatiotemporal Autoregressive Conditional Heteroscedasticity
Philipp Otto, Wolfgang Schmid, Robert Garthoff
In this paper, we introduce a new spatial model that incorporates heteroscedastic variance depending on neighboring locations. The proposed process is regarded as the spatial equiv…
stat.AP2016★ 77 cited
Forecasting wind power - Modeling periodic and non-linear effects under conditional heteroscedasticity
Florian Ziel, Carsten Croonenbroeck, Daniel Ambach
In this article we present an approach that enables joint wind speed and wind power forecasts for a wind park. We combine a multivariate seasonal time varying threshold autoregress…
stat.AP2016★ 88 cited
Lasso estimation for GEFCom2014 probabilistic electric load forecasting
Florian Ziel, Bidong Liu
We present a methodology for probabilistic load forecasting that is based on lasso (least absolute shrinkage and selection operator) estimation. The model considered can be regarde…