PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices
Recently, the development in combining point forecasts of electricity prices obtained with different length of calibration windows have provided an extremely efficient and simple tool for improving predictive accuracy. However, the proposed methods are strongly dependent on expert knowledge and may...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-07-01
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| Series: | Energies |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1996-1073/13/14/3530 |