3 papers
econ.EM2026
Energy-Arena: A Dynamic Benchmark for Operational Energy Forecasting
Max Kleinebrahm, Jonathan Berrisch, Philipp Eiser +11
Energy forecasting research faces a persistent comparability gap that makes it difficult to measure consistent progress over time. Reported accuracy gains are often not directly co…
stat.AP2025
Probabilistic intraday electricity price forecasting using generative machine learning
Jieyu Chen, Sebastian Lerch, Melanie Schienle +2
The growing importance of intraday electricity trading in Europe calls for improved price forecasting and tailored decision-support tools. In this paper, we propose a novel generat…
stat.AP2024
Model Determination for High-Dimensional Longitudinal Data with Missing Observations: An Application to Microfinance Data
Lotta Rüter, Melanie Schienle
We propose an adaption of the multiple imputation random lasso procedure tailored to longitudinal data with unobserved fixed effects which provides robust variable selection in the…