3 papers
stat.AP2025
Probabilistic intraday electricity price forecasting using generative machine learning
Jieyu Chen, Sebastian Lerch, Melanie Schienle +2
The growing importance of intraday electricity trading in Europe calls for improved price forecasting and tailored decision-support tools. In this paper, we propose a novel generat…
stat.AP2024
Model Determination for High-Dimensional Longitudinal Data with Missing Observations: An Application to Microfinance Data
Lotta Rüter, Melanie Schienle
We propose an adaption of the multiple imputation random lasso procedure tailored to longitudinal data with unobserved fixed effects which provides robust variable selection in the…
stat.AP2023
Direction Augmentation in the Evaluation of Armed Conflict Predictions
Johannes Bracher, Lotta Rüter, Fabian Krüger +2
In many forecasting settings, there is a specific interest in predicting the sign of an outcome variable correctly in addition to its magnitude. For instance, when forecasting arme…