2 papers
stat.AP2024
Corrected Support Vector Regression for intraday point forecasting of prices in the continuous power market
Andrzej Puć, Joanna Janczura
In this paper, we develop a new approach to the very short-term point forecasting of electricity prices in the continuous market. It is based on the Support Vector Regression with…
stat.ME2022
Dependence structure for the product of bi-dimensional finite-variance VAR(1) model components. An application to the cost of electricity load prediction errors
Joanna Janczura, Andrzej Puć, Łukasz Bielak +1
In this paper we analyze the product of bi-dimensional VAR(1) model components. For the introduced time series we derive general formulas for the autocovariance function and study…