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Details about Jakub Nowotarski

Workplace:Wydział Informatyki i Zarządzania (Faculty of Computer Science and Management), Politechnika Wrocławska (Wroclaw University of Science and Technology), (more information at EDIRC)

Access statistics for papers by Jakub Nowotarski.

Last updated 2019-01-12. Update your information in the RePEc Author Service.

Short-id: pno175


Jump to Journal Articles Software Items

Working Papers

2016

  1. Automated variable selection and shrinkage for day-ahead electricity price forecasting
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads View citations (33)
    See also Journal Article in Energies (2016)
  2. On the importance of the long-term seasonal component in day-ahead electricity price forecasting
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads View citations (30)
    See also Journal Article in Energy Economics (2016)
  3. Recent advances in electricity price forecasting: A review of probabilistic forecasting
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads View citations (2)
    See also Journal Article in Renewable and Sustainable Energy Reviews (2018)
  4. To combine or not to combine? Recent trends in electricity price forecasting
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads View citations (8)

2015

  1. A hybrid model for GEFCom2014 probabilistic electricity price forecasting
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads View citations (2)
    See also Journal Article in International Journal of Forecasting (2016)
  2. Improving short term load forecast accuracy via combining sister forecasts
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads
    See also Journal Article in Energy (2016)
  3. Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads View citations (12)

2014

  1. Merging quantile regression with forecast averaging to obtain more accurate interval forecasts of Nord Pool spot prices
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads View citations (8)
  2. Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads View citations (13)
    See also Journal Article in International Journal of Forecasting (2016)
  3. Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads View citations (2)

2013

  1. An empirical comparison of alternate schemes for combining electricity spot price forecasts
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads View citations (7)
    See also Journal Article in Energy Economics (2014)
  2. Computing electricity spot price prediction intervals using quantile regression and forecast averaging
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads View citations (6)
    See also Journal Article in Computational Statistics (2015)
  3. Modeling and forecasting of the long-term seasonal component of the EEX and Nord Pool spot prices
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads View citations (3)
  4. Short-term forecasting of electricity spot prices using model averaging (Krótkoterminowe prognozowanie spotowych cen energii elektrycznej z wykorzystaniem uśredniania modeli)
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads

2012

  1. Robust estimation and forecasting of the long-term seasonal component of electricity spot prices
    MPRA Paper, University Library of Munich, Germany Downloads View citations (28)
    Also in HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology (2012) Downloads View citations (4)

    See also Journal Article in Energy Economics (2013)

Journal Articles

2018

  1. Recent advances in electricity price forecasting: A review of probabilistic forecasting
    Renewable and Sustainable Energy Reviews, 2018, 81, (P1), 1548-1568 Downloads View citations (38)
    See also Working Paper (2016)

2016

  1. A hybrid model for GEFCom2014 probabilistic electricity price forecasting
    International Journal of Forecasting, 2016, 32, (3), 1051-1056 Downloads View citations (35)
    See also Working Paper (2015)
  2. Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting
    Energies, 2016, 9, (8), 1-22 Downloads View citations (33)
    See also Working Paper (2016)
  3. Improving short term load forecast accuracy via combining sister forecasts
    Energy, 2016, 98, (C), 40-49 Downloads View citations (25)
    See also Working Paper (2015)
  4. On the importance of the long-term seasonal component in day-ahead electricity price forecasting
    Energy Economics, 2016, 57, (C), 228-235 Downloads View citations (32)
    See also Working Paper (2016)
  5. Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging
    International Journal of Forecasting, 2016, 32, (3), 957-965 Downloads View citations (44)
    See also Working Paper (2014)

2015

  1. Computing electricity spot price prediction intervals using quantile regression and forecast averaging
    Computational Statistics, 2015, 30, (3), 791-803 Downloads View citations (29)
    See also Working Paper (2013)

2014

  1. An empirical comparison of alternative schemes for combining electricity spot price forecasts
    Energy Economics, 2014, 46, (C), 395-412 Downloads View citations (57)
    See also Working Paper (2013)

2013

  1. Robust estimation and forecasting of the long-term seasonal component of electricity spot prices
    Energy Economics, 2013, 39, (C), 13-27 Downloads View citations (41)
    See also Working Paper (2012)

Software Items

2018

  1. ENERGIES_9_621_CODES: MATLAB codes for computing electricity spot price forecasts from "Automated variable selection and shrinkage for day-ahead electricity price forecasting"
    HSC Software, Hugo Steinhaus Center, Wroclaw University of Technology Downloads
  2. ENERGIES_9_621_FIGS: MATLAB codes and data for plotting figures from "Automated variable selection and shrinkage for day-ahead electricity price forecasting"
    HSC Software, Hugo Steinhaus Center, Wroclaw University of Technology Downloads

2016

  1. SCAR: MATLAB function to compute day-ahead predictions of the electricity spot price using the Seasonal Component AutoRegressive (SCAR) model
    HSC Software, Hugo Steinhaus Center, Wroclaw University of Technology Downloads
  2. SCAR_EXAMPLE: MATLAB codes and data for "On the importance of the long-term seasonal component in day-ahead electricity price forecasting"
    HSC Software, Hugo Steinhaus Center, Wroclaw University of Technology Downloads

2014

  1. QRA: MATLAB function to compute interval forecasts using Quantile Regression Averaging (QRA)
    HSC Software, Hugo Steinhaus Center, Wroclaw University of Technology Downloads

2013

  1. LTSCSIMPLE: MATLAB function to estimate and forecast the long-term seasonal component (LTSC) of an electricity spot price series using simple methods
    HSC Software, Hugo Steinhaus Center, Wroclaw University of Technology Downloads
  2. LTSCSIN: MATLAB function to estimate and forecast the long-term seasonal component (LTSC) of an electricity spot price series using sine-based methods
    HSC Software, Hugo Steinhaus Center, Wroclaw University of Technology Downloads
  3. LTSCWAVE: MATLAB function to estimate and forecast the long-term seasonal component (LTSC) of an electricity spot price series using wavelet-based methods
    HSC Software, Hugo Steinhaus Center, Wroclaw University of Technology Downloads
  4. LTSC_EXAMPLE: MATLAB example script and data for "Robust estimation and forecasting of the long-term seasonal component of electricity spot prices"
    HSC Software, Hugo Steinhaus Center, Wroclaw University of Technology Downloads
 
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