2 papers
stat.ME2024
Predictive Uncertainty Quantification with Missing Covariates
Margaux Zaffran, Julie Josse, Yaniv Romano +1
Predictive uncertainty quantification is crucial in decision-making problems. We investigate how to adequately quantify predictive uncertainty with missing covariates. A bottleneck…
stat.AP2024
Adaptive probabilistic forecasting of French electricity spot prices
Grégoire Dutot, Margaux Zaffran, Olivier Féron +1
Electricity price forecasting (EPF) plays a major role for electricity companies as a fundamental entry for trading decisions or energy management operations. As electricity can no…