2 papers
cs.LG2025
From Distributional to Quantile Neural Basis Models: the case of Electricity Price Forecasting
Alessandro Brusaferri, Danial Ramin, Andrea Ballarino
While neural networks are achieving high predictive accuracy in multi-horizon probabilistic forecasting, understanding the underlying mechanisms that lead to feature-conditioned ou…
cs.LG2024
NBMLSS: probabilistic forecasting of electricity prices via Neural Basis Models for Location Scale and Shape
Alessandro Brusaferri, Danial Ramin, Andrea Ballarino
Forecasters using flexible neural networks (NN) in multi-horizon distributional regression setups often struggle to gain detailed insights into the underlying mechanisms that lead…