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stat.ME2025
Sequential Methods for Error Correction of Probabilistic Wind Power Forecasts
Bastian Schmidt Jørgensen, Jan Kloppenborg Møller, Peter Nystrup +1
Reliable probabilistic production forecasts are required to better manage the uncertainty that the rapid build-out of wind power capacity adds to future energy systems. In this art…
stat.ME2024
Optimal Forecast Reconciliation with Uncertainty Quantification
Jan Kloppenborg Møller, Peter Nystrup, Poul G. Hjorth +1
We propose to estimate the weight matrix used for forecast reconciliation as parameters in a general linear model in order to quantify its uncertainty. This implies that forecast r…