28 citations · 90 across the 6 of their papers we have counts for
6 papers
Online Distributional Regression
Simon Hirsch, Jonathan Berrisch, Florian Ziel
Large-scale streaming data are common in modern machine learning applications and have led to the development of online learning algorithms. Many fields, such as supply chain manag…
Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices
Jonathan Berrisch, Florian Ziel
This paper presents a new method for combining (or aggregating or ensembling) multivariate probabilistic forecasts, considering dependencies between quantiles and marginals through…
Modeling Volatility and Dependence of European Carbon and Energy Prices
Jonathan Berrisch, Sven Pappert, Florian Ziel +1
We study the prices of European Emission Allowances (EUA), whereby we analyze their uncertainty and dependencies on related energy prices (natural gas, coal, and oil). We propose a…
High-Resolution Peak Demand Estimation Using Generalized Additive Models and Deep Neural Networks
Jonathan Berrisch, Michał Narajewski, Florian Ziel
This paper covers predicting high-resolution electricity peak demand features given lower-resolution data. This is a relevant setup as it answers whether limited higher-resolution…
CRPS Learning
Jonathan Berrisch, Florian Ziel
Combination and aggregation techniques can significantly improve forecast accuracy. This also holds for probabilistic forecasting methods where predictive distributions are combine…
Distributional Modeling and Forecasting of Natural Gas Prices
Jonathan Berrisch, Florian Ziel
We examine the problem of modeling and forecasting European Day-Ahead and Month-Ahead natural gas prices. For this, we propose two distinct probabilistic models that can be utilize…