Search Results for author: Gergo Barta

Found 3 papers, 0 papers with code

Forecasting Framework for Open Access Time Series in Energy

no code implementations2 Jun 2016 Gergo Barta, Gabor Nagy, Gabor Simon, Gyozo Papp

In this paper we propose a framework for automated forecasting of energy-related time series using open access data from European Network of Transmission System Operators for Electricity (ENTSO-E).

Time Series Time Series Analysis

Portfolio optimization using local linear regression ensembles in RapidMiner

no code implementations29 Jun 2015 Gabor Nagy, Gergo Barta, Tamas Henk

In this paper we implement a Local Linear Regression Ensemble Committee (LOLREC) to predict 1-day-ahead returns of 453 assets form the S&P500.

Portfolio Optimization regression

GEFCOM 2014 - Probabilistic Electricity Price Forecasting

no code implementations23 Jun 2015 Gergo Barta, Gyula Borbely, Gabor Nagy, Sandor Kazi, Tamas Henk

Energy price forecasting is a relevant yet hard task in the field of multi-step time series forecasting.

regression Time Series +1

Cannot find the paper you are looking for? You can Submit a new open access paper.