Abstract: Machine learning often lacks transparent performance indicators, especially in generating point predictions. This paper addresses this limitation through conformal prediction, a ...

Quantile regression forest consistently achieves the lowest pinball loss and effect of split criterion on QRF is minimal. This shows the advantage instability and generalization over single-tree ...

ABSTRACT: Variable selection using penalized estimation methods in quantile regression models is an important step in screening for relevant covariates. In this paper, we present a one-step estimation ...

Abstract: Short-term wind power probabilistic forecasting can furnish decision-makers with comprehensive information to enhance management capabilities. Most wind power probabilistic predictions are ...