Search Results for author: Daniel Nickelsen

Found 2 papers, 0 papers with code

Bayesian Hierarchical Probabilistic Forecasting of Intraday Electricity Prices

no code implementations8 Mar 2024 Daniel Nickelsen, Gernot Müller

We present a first study of Bayesian forecasting of electricity prices traded on the German continuous intraday market which fully incorporates parameter uncertainty.

feature selection

Improved identification accuracy in equation learning via comprehensive $\boldsymbol{R^2}$-elimination and Bayesian model selection

no code implementations22 Nov 2023 Daniel Nickelsen, Bubacarr Bah

With two flavors of our approach and the adoption of $p(\boldsymbol y|\mathcal M)$ for bi-directional stepwise regression, we present a total of three new avenues for equation learning.

Model Selection regression

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