A Novel Smoothed Loss and Penalty Function for Noncrossing Composite Quantile Estimation via Deep Neural Networks

24 Sep 2019Kostas HatalisAlberto J. LamadridKatya ScheinbergShalinee Kishore

Uncertainty analysis in the form of probabilistic forecasting can significantly improve decision making processes in the smart power grid when integrating renewable energy sources such as wind. Whereas point forecasting provides a single expected value, probabilistic forecasts provide more information in the form of quantiles, prediction intervals, or full predictive densities... (read more)

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