19 citations · 83 across the 11 of their papers we have counts for
Showing 2024Show all
3 papers · 1 filter
econ.EM2024
Ranking probabilistic forecasting models with different loss functions
Tomasz Serafin, Bartosz Uniejewski
In this study, we introduced various statistical performance metrics, based on the pinball loss and the empirical coverage, for the ranking of probabilistic forecasting models. We…
stat.AP2024★ 7 cited
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…
q-fin.ST2024★ 18 cited
Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression
Arkadiusz Lipiecki, Bartosz Uniejewski, Rafał Weron
Operational decisions relying on predictive distributions of electricity prices can result in significantly higher profits compared to those based solely on point forecasts. Howeve…