2 citations · 2 across the 4 of their papers we have counts for
6 papers
Probabilistic forecasting via post-processing prediction errors: In- or out-of-sample?
Piotr Zaborowski, Arkadiusz Lipiecki, Fotios Petropoulos +1
Many forecasting systems produce point forecasts even when decisions require information about uncertainty. We investigate whether post-processing methods can systematically improv…
Competition between private and expressed opinions in binary choice: the -EPO -voter model
Barbara KamiÅska, Barbara Nowak, Arkadiusz Lipiecki +1
People often express opinions that differ from their privately held views, a phenomenon known in economy as preference falsification. Expressed-private opinion (EPO) models capture…
Statistical and economic evaluation of forecasts in electricity markets: beyond RMSE and MAE
Katarzyna Maciejowska, Arkadiusz Lipiecki, Bartosz Uniejewski
Electricity price forecasts are typically evaluated using accuracy measures such as RMSE and MAE, although these metrics often fail to reflect their economic value in operational d…
Stealing Accuracy: Predicting Day-ahead Electricity Prices with Temporal Hierarchy Forecasting (THieF)
Arkadiusz Lipiecki, Kaja Bilinska, Nicolaos Kourentzes +1
We introduce the concept of temporal hierarchy forecasting (THieF) in predicting day-ahead electricity prices and show that reconciling forecasts for hourly products and 2- to 24-h…
When heterogeneity drives hysteresis: Anticonformity in the multistate -voter model on networks
Arkadiusz Lipiecki, Katarzyna Sznajd-Weron
Discontinuous phase transitions are closely linked to tipping points, critical mass effects, and hysteresis, phenomena that have been confirmed empirically and recognized as highly…
Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression
Arkadiusz Lipiecki, Bartosz Uniejewski, RafaÅ Weron
Operational decisions relying on predictive distributions of electricity prices can result in significantly higher profits compared to those based solely on point forecasts. Howeve…