Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting
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arXiv:2504.02518v4 Announce Type: replace Abstract: Probabilistic electricity price forecasting (PEPF) is vital for short-term electricity markets, yet the multivariate nature of day-ahead prices - spanning 24 consecutive hours - remains underexplored. At the same time, real-time decision-making re…
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- 2026-09-03 04:00 · arXiv stat.ML
Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting