Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach
电力需求广义分位数预测:函数型数据方法
Electricity load forecasts are an integral part of many decision-making processes in the electricity market. However, most literature on electricity load forecasting concentrates on deterministic forecasts, neglecting possibly important information about uncertainty. A more complete picture of future demand can be obtained by using distributional forecasts, allowing for more efficient decision-making. A predictive density can be fully characterized by tail measures such as…