16 citations · 16 across the 4 of their papers we have counts for
4 papers
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…
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…
On the distribution of the product of two continuous random variables with an application to electricity market transactions. Finite and infinite-variance case
Julia Adamska, Łukasz Bielak, Joanna Janczura +1
In this paper we study the distribution of a product of two continuous random variables. We derive formulas for the probability density functions and moments of the products of the…
Anomalous diffusion models: different types of subordinator distribution
Joanna Janczura, Agnieszka Wyłomańska
Subordinated processes play an important role in modeling anomalous diffusion-type behavior. In such models the observed constant time periods are described by the subordinator dis…