Quantile Regression: Electricity Price Prediction

In course

Description

This lecture covers the concept of quantile regression, focusing on predicting electricity prices using time series data. It explores the implementation of quantile regression with regularization and the comparison with least-squares regression. The lecture also delves into empirical quantile estimation and the use of the kernel trick for regression problems.

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https://mediaspace.epfl.ch/media/0_lnqftfyk

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