2 papers
stat.ME2025
Enhancing reliability in prediction intervals using point forecasters: Heteroscedastic Quantile Regression and Width-Adaptive Conformal Inference
Carlos Sebastián, Carlos E. González-Guillén, Jesús Juan
Constructing prediction intervals for time series forecasting is challenging, particularly when practitioners rely solely on point forecasts. While previous research has focused on…
stat.AP2024
An adaptive standardisation methodology for Day-Ahead electricity price forecasting
Carlos Sebastián, Carlos E. González-Guillén, Jesús Juan
The study of Day-Ahead prices in the electricity market is one of the most popular problems in time series forecasting. Previous research has focused on employing increasingly comp…