3 papers
stat.ML2024★ 1 cited
Time Series Analysis by State Space Learning
André Ramos, Davi Valladão, Alexandre Street
Time series analysis by state-space models is widely used in forecasting and extracting unobservable components like level, slope, and seasonality, along with explanatory variables…
math.OC2023
Distribution System Operation Amidst Wildfire-Prone Climate Conditions Under Decision-Dependent Line Availability Uncertainty
Alexandre Moreira, Felipe Pianco, Bruno Fanzeres +4
Wildfires can severely damage electricity grids leading to long periods of power interruption. Climate change will exacerbate this threat by increasing the frequency of dry climate…
math.OC2023
Comparing BilevelJuMP.jl Formulations: Support Vector Regression Hyperparameter Tuning
Joaquim Dias Garcia, Guilherme Bodin, Alexandre Street
In this technical report, we compare multiple reformulation techniques and solvers that can be used with the Julia package BilevelJuMP. We focus on the special case of Hyperparamet…