2 citations · 3 across the 3 of their papers we have counts for
3 papers
stat.AP2025
Data-driven Calibration Sample Selection and Forecast Combination in Electricity Price Forecasting: An Application of the ARHNN Method
Tomasz Serafin, Weronika Nitka
Calibration sample selection and forecast combination are two simple yet powerful tools used in forecasting. They can be combined with a variety of models to significantly improve…
q-fin.RM2024★ 2 cited
Multiple split approach -- multidimensional probabilistic forecasting of electricity markets
Katarzyna Maciejowska, Weronika Nitka
In this article, a multiple split method is proposed that enables construction of multidimensional probabilistic forecasts of a selected set of variables. The method uses repeated…
q-fin.ST2022★ 1 cited
Calibration window selection based on change-point detection for forecasting electricity prices
Julia Nasiadka, Weronika Nitka, Rafał Weron
We employ a recently proposed change-point detection algorithm, the Narrowest-Over-Threshold (NOT) method, to select subperiods of past observations that are similar to the current…