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20222025
most citedLASSO Principal Component Averaging -- a fully automated approach for point forecast pooling

19 citations · 83 across the 11 of their papers we have counts for

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2 papers · 1 filter

stat.AP2023★ 8 cited

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…

stat.AP2023★ 6 cited

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…