Multivariate probabilistic CRPS learning with an application to day-ahead electricity prices.
Autor: | Berrisch, Jonathan1 (AUTHOR) jonathan.berrisch@uni-due.de, Ziel, Florian1 (AUTHOR) florian.ziel@uni-due.de |
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Zdroj: | International Journal of Forecasting. Oct2024, Vol. 40 Issue 4, p1568-1586. 19p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |