Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

A variety of methods and ideas have been tried for electricity price forecasting (EPF) over the
last 15 years, with varying degrees of success. This review article aims to explain the …

Installed capacities of wind and solar power have grown rapidly over recent years, and the
pool of literature on very short-term (minutes-to hours-ahead) wind and solar forecasting has …

Forecast combinations have flourished remarkably in the forecasting community and, in
recent years, have become part of mainstream forecasting research and activities …

The method of model averaging has become an important tool to deal with model
uncertainty, for example in situations where a large amount of different theories exist, as are …

Probabilistic load forecasts provide comprehensive information about future load
uncertainties. In recent years, many methodologies and techniques have been proposed for …

Fusing probabilistic information is a fundamental task in signal and data processing with
relevance to many fields of technology and science. In this work, we investigate the fusion of …

We consider the properties of weighted linear combinations of prediction models, or linear
pools, evaluated using the log predictive scoring rule. Although exactly one model has …

Research indicates that forecast combination is one of the most important and effective
approaches for time series forecasting. The success of forecast combination depends on …

Standard practice in empirical research is based on two steps: first, researchers select a
model from the space of all possible models; second, they proceed as if the selected model …