A Multi-Quantile Regression Time Series Model with Interquantile Lipschitz Regularization for Wind Power Probabilistic Forecasting

Marcelo Ruas, Alexandre Street, Cristiano Fernandes, "A Multi-Quantile Regression Time Series Model with Interquantile Lipschitz Regularization for Wind Power Probabilistic Forecasting", Under review, 2020. [Download Arxiv version]