Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data - Université d'Évry Access content directly
Journal Articles Statistics and Computing Year : 2021

Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data

Renzo Caballero
Marco Scavino
Fichier principal
Vignette du fichier
2006.15907.pdf (2.12 Mo) Télécharger le fichier
Origin : Files produced by the author(s)

Dates and versions

hal-04479492 , version 1 (04-04-2024)

Identifiers

Cite

Renzo Caballero, Ahmed Kebaier, Marco Scavino, Raúl Tempone. Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data. Statistics and Computing, 2021, 31 (5), pp.64. ⟨10.1007/s11222-021-10040-8⟩. ⟨hal-04479492⟩
15 View
2 Download

Altmetric

Share

Gmail Facebook X LinkedIn More