Neural Basis Models for Location, Scale and Shape (NBMLSS) achieve probabilistic electricity price forecast accuracy comparable to distributional neural networks, while revealing per-feature shape functions across the forecast horizon.
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NBMLSS: probabilistic forecasting of electricity prices via Neural Basis Models for Location Scale and Shape
Neural Basis Models for Location, Scale and Shape (NBMLSS) achieve probabilistic electricity price forecast accuracy comparable to distributional neural networks, while revealing per-feature shape functions across the forecast horizon.