19 citations · 83 across the 11 of their papers we have counts for
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Variance Stabilizing Transformations for Electricity Price Forecasting in Periods of Increased Volatility
Bartosz Uniejewski
Accurate day-ahead electricity price forecasts are critical for power system operation and market participation, yet growing renewable penetration and recent crises have caused unp…
The role of probabilistic load and renewable prediction in enhancing day-ahead electricity price forecasts
Bartosz Uniejewski, Florian Ziel
The increasing penetration of renewable energy sources (RES) has amplified volatility in electricity markets, while demand variability continues to challenge system stability. Trad…
Regularization for electricity price forecasting
Bartosz Uniejewski
The most commonly used form of regularization typically involves defining the penalty function as a L1 or L2 norm. However, numerous alternative approaches remain untested in pract…
Probabilistic forecasting with a hybrid Factor-QRA approach: Application to electricity trading
Katarzyna Maciejowska, Tomasz Serafin, Bartosz Uniejewski
This paper presents a novel hybrid approach for constricting probabilistic forecasts that combines both the Quantile Regression Averaging (QRA) method and the factor-based averagin…
Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices
Bartosz Uniejewski
Accurate short-term price forecasting is essential for daily operations in electricity markets. This article introduces a new method, called Smoothing Quantile Regression (SQR) Ave…
LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling
Bartosz Uniejewski, Katarzyna Maciejowska
This paper develops a novel, fully automated forecast averaging scheme, which combines LASSO estimation method with Principal Component Averaging (PCA). LASSO-PCA (LPCA) explores a…