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
Zdroj: International Journal of Forecasting. Oct2024, Vol. 40 Issue 4, p1568-1586. 19p.
Databáze: Business Source Ultimate