This repository contains a demonstration how multiple quantiles can be predicted simultaneously with XGBoost. The key idea is to use a smooth approximation of the ...

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Abstract: Accurate and reliable load forecasting is essential for decision-making processes in the electric power industry. As the power industry transitions toward decarbonization, distributed energy ...

Abstract: Probabilistic forecasting that quantifies the prediction uncertainties is crucial for decision-making in power systems. As a prevalent nonparametric probabilistic forecasting approach, ...