5 citations · 9 across the 15 of their papers we have counts for
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cs.LG2022★ 5 cited
Multivariate Probabilistic Forecasting of Intraday Electricity Prices using Normalizing Flows
Eike Cramer, Dirk Witthaut, Alexander Mitsos +1
Electricity is traded on various markets with different time horizons and regulations. Short-term intraday trading becomes increasingly important due to the higher penetration of r…
cs.LG2022★ 2 cited
Nonlinear Isometric Manifold Learning for Injective Normalizing Flows
Eike Cramer, Felix Rauh, Alexander Mitsos +2
To model manifold data using normalizing flows, we employ isometric autoencoders to design embeddings with explicit inverses that do not distort the probability distribution. Using…