no code implementations • 8 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.
no code implementations • 22 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.