7 citations · 14 across the 5 of their papers we have counts for
5 papers
Assessing the Optimistic Bias in the Natural Inflow Forecasts: A Call for Model Monitoring in Brazil
Arthur Brigatto, Alexandre Street, Cristiano Fernandes +3
Hydroelectricity accounted for roughly 61.4% of Brazil's total generation in 2024 and addressed most of the intermittency of wind and solar generation. Thus, inflow forecasting pla…
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…
BilevelJuMP.jl: Modeling and Solving Bilevel Optimization in Julia
Joaquim Dias Garcia, Guilherme Bodin, Alexandre Street
In this paper we present BilevelJuMP, a new Julia package to support bilevel optimization within the JuMP framework. The package is a Julia library that enables the user to describ…
ScoreDrivenModels.jl: a Julia Package for Generalized Autoregressive Score Models
Guilherme Bodin, Raphael Saavedra, Cristiano Fernandes +1
Score-driven models, also known as generalized autoregressive score models, represent a class of observation-driven time series models. They possess powerful properties, such as th…
StateSpaceModels.jl: a Julia Package for Time-Series Analysis in a State-Space Framework
Raphael Saavedra, Guilherme Bodin, Mario Souto
StateSpaceModels.jl is an open-source Julia package for modeling, forecasting and simulating time series in a state-space framework. The package represents a straightforward tool t…