Beating the naïve—combining lasso with naïve intraday electricity price forecasts

HIGHLIGHTS

• who: Grzegorz Marcjasz and colleagues from the Department of Operations Research and Business Intelligence, Wrocław University of Science and Technology have published the research work: Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts, in the Journal: (JOURNAL) of 30/04/2018
• what: The authors focus on predicting the ID3-Price index a few hours-ahead and develop regression type models that outperform the naïve benchmark. The authors compare model performance for both back-transformations to assess the loss in predictive power across models of different complexity when using . . .
  

   

  

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