2 citations · 4 across the 4 of their papers we have counts for
4 papers
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…
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…
Combining predictive distributions of electricity prices: Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?
Weronika Nitka, Rafał Weron
Probabilistic price forecasting has recently gained attention in power trading because decisions based on such predictions can yield significantly higher profits than those made wi…
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…