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cs.LG2024
Interval Forecasts for Gas Prices in the Face of Structural Breaks -- Statistical Models vs. Neural Networks
Stephan Schlüter, Sven Pappert, Martin Neumann
Reliable gas price forecasts are an essential information for gas and energy traders, for risk managers and also economists. However, ahead of the war in Ukraine Europe began to su…
stat.ME2024
Moving Aggregate Modified Autoregressive Copula-Based Time Series Models (MAGMAR-Copulas)
Sven Pappert
Copula-based time series models can model univariate and stationary time series in a flexible way by decomposing the joint distribution of consecutive observations into a copula an…