Table 1 Taxonomy of recent studies in probabilistic forecasting

[9,10,11]

Probabilistic time series

Medium-term load forecasting

[12]

Regression

Aesthetic quality assessments

[13]

Fuzzy regression

Short-term load forecasting

[14, 15]

Quantile regression

Probabilistic forecasting of solar power generation

[16]

Probabilistic SVR (Support Vector Regression)

General applications

[17]

Artificial intelligent methods

Very short-term load forecasting

[18]

Ensemble BMA package in R

Weather forecasting

[19, 20]

PDF estimation using machine learning techniques

Wind power ramp forecasting

[21]

Group method of data handling (GMDH)

Day-ahead electricity peak load interval forecasting