90 citations · 94 across the 11 of their papers we have counts for
3 papers · 1 filter
Nonlinear reconciliation: Error reduction theorems
Lorenzo Nespoli, Anubhab Biswas, Roberto Rocchetta +1
Forecast reconciliation, an ex-post technique applied to forecasts that must satisfy constraints, has been a prominent topic in the forecasting literature over the past two decades…
Multivariate Boosted Trees and Applications to Forecasting and Control
Lorenzo Nespoli, Vasco Medici
Gradient boosted trees are competition-winning, general-purpose, non-parametric regressors, which exploit sequential model fitting and gradient descent to minimize a specific loss…
Hierarchical Demand Forecasting Benchmark for the Distribution Grid
Lorenzo Nespoli, Vasco Medici, Kristijan Lopatichki +1
We present a comparative study of different probabilistic forecasting techniques on the task of predicting the electrical load of secondary substations and cabinets located in a lo…