@article{probabilisticforecastingandsimulationof, title = {Probabilistic Forecasting and Simulation of Electricity Markets via Online Dictionary Learning}, author = {Weisi Deng and Yuting Ji and Lang Tong}, year = {2016}, eprint = {1606.07855}, archivePrefix = {arXiv}, url = {http://arxiv.org/abs/1606.07855v1}, }