4 citations · 4 across the 3 of their papers we have counts for
4 papers
A distributional modelling approach with application to electricity price forecasting
Aitor Ciarreta, Peru Muniain, Ainhoa Zarraga
The increasing volatility of electricity prices driven by renewable energy integration, market shocks, and regulatory changes has reinforced the need for forecasting methods that g…
Numerical approximation of Caputo-type advection-diffusion equations in one and multiple spatial dimensions via shifted Chebyshev polynomials
Francisco de la Hoz, Peru Muniain
In this paper, using a pseudospectral approach, we develop operational matrices based on the shifted Chebyshev polynomials to approximate numerically Caputo fractional derivatives…
Numerical approximation of Caputo-type advection-diffusion equations via Sylvester equations
Francisco de la Hoz, Peru Muniain
In this paper, we approximate numerically the solution of Caputo-type advection-diffusion equations of the form $D_t^α u(t,x) = a_1(x)u_{xx}(t,x) + a_2(x)u_x(t,x) + a_3u(t,x) + a_4…
Probabilistic Forecasting in Day-Ahead Electricity Markets: Simulating Peak and Off-Peak Prices
Peru Muniain, Florian Ziel
In this paper we include dependency structures for electricity price forecasting and forecasting evaluation. We work with off-peak and peak time series from the German-Austrian day…