1 citations · 1 across the 1 of their papers we have counts for
4 papers
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…
A Multi-Quantile Regression Time Series Model with Interquantile Lipschitz Regularization for Wind Power Probabilistic Forecasting
Marcelo Ruas, Alexandre Street, Cristiano Fernandes
Modern decision-making processes require uncertainty-aware models, especially those relying on non-symmetric costs and risk-averse profiles. The objective of this work is to propos…
Distributionally Robust Transmission Expansion Planning: a Multi-scale Uncertainty Approach
Alexandre Velloso, David Pozo, Alexandre Street
We present a distributionally robust optimization (DRO) approach for the transmission expansion planning problem, considering both long- and short-term uncertainties on the system…
Two-Stage Robust Unit Commitment for Co-Optimized Electricity Markets: An Adaptive Data-Driven Approach for Scenario-Based Uncertainty Sets
Alexandre Velloso, Alexandre Street, David Pozo +2
Two-stage robust unit commitment (RUC) models have been widely used for day-ahead energy and reserve scheduling under high renewable integration. The current state of the art relie…