Zobrazeno 1 - 4
of 4
pro vyhledávání: '"Puć, Andrzej"'
Autor:
Puć, Andrzej, Janczura, Joanna
In this paper, we develop a new approach to the very short-term point forecasting of electricity prices in the continuous market. It is based on the Support Vector Regression with a kernel correction built on additional forecast of dependent variable
Externí odkaz:
http://arxiv.org/abs/2411.16237
In this paper we analyze the product of bi-dimensional VAR(1) model components. For the introduced time series we derive general formulas for the autocovariance function and study its properties for different cases of cross-dependence between the VAR
Externí odkaz:
http://arxiv.org/abs/2203.02249
Autor:
Janczura, Joanna1 (AUTHOR) joanna.janczura@pwr.edu.pl, Puć, Andrzej2 (AUTHOR)
Publikováno v:
Energies (19961073). Jan2023, Vol. 16 Issue 2, p807. 28p.
Autor:
Janczura, Joanna1 (AUTHOR) joanna.janczura@pwr.edu.pl, Puć, Andrzej1 (AUTHOR) andrzej.puc@pwr.edu.pl, Bielak, Łukasz2 (AUTHOR) lukasz.bielak@kghm.com, Wyłomańska, Agnieszka1 (AUTHOR) agnieszka.wylomanska@pwr.edu.pl
Publikováno v:
Statistics & Risk Modeling. Jan2024, Vol. 41 Issue 1/2, p1-26. 26p.