175 citations · 245 across the 15 of their papers we have counts for
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stat.ME2021
Distribution-Free Prediction Bands for Multivariate Functional Time Series: an Application to the Italian Gas Market
Jacopo Diquigiovanni, Matteo Fontana, Simone Vantini
Uncertainty quantification in forecasting represents a topic of great importance in energy trading, as understanding the status of the energy market would enable traders to directl…
stat.ME2021
Conformal Prediction Bands for Multivariate Functional Data
Jacopo Diquigiovanni, Matteo Fontana, Simone Vantini
Motivated by the pressing request of methods able to create prediction sets in a general regression framework for a multivariate functional response and pushed by new methodologica…