2 papers
stat.AP2026
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…
q-fin.ST2026
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…