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Writing Python code + tests when critical Defining a sensical API Writing tests + documentation Accelerating the code with Numba benchmarking the models ...
We use the underlying concept of a Self Exciting Threshold Autoregressive (SETAR) model to develop this new tree algorithm. In contrast to the traditional tree-based algorithms which consider the ...
Abstract: In this paper we suggest the use of robust GM-SETAR (Self Exciting Threshold AutoRegressive) processes to model and forecast electricity prices observed on deregulated markets. The ...
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