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—Smart electricity meters are currently deployed in millions of households to collect detailed individual electricity consumption data. Compared to traditional electricity data based on aggregated consumption, smart meter data are much more volatile and less predictable. There is a need within the energy industry for probabilistic forecasts of household(More)
A large body of the forecasting literature so far has been focused on forecasting the conditional mean of future observations. However, there is an increasing need for generating the entire conditional distribution of future observations in order to effectively quantify the uncertainty in time series data. We present two different methods for probabilistic(More)
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