Lasso estimation for GEFCom2014 probabilistic electric load forecasting

4 Mar 2016Florian ZielBidong Liu

We present a methodology for probabilistic load forecasting that is based on lasso (least absolute shrinkage and selection operator) estimation. The model considered can be regarded as a bivariate time-varying threshold autoregressive(AR) process for the hourly electric load and temperature... (read more)

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