activity
20202025
most citedTime Series Analysis by State Space Learning

1 citations · 1 across the 5 of their papers we have counts for

collaborators

6 papers

math.OC2025

Two-Stage Data-Driven Contextual Robust Optimization: An End-to-End Learning Approach for Online Energy Applications

Carlos Gamboa, Alexandre Street, Davi Valladão +1

Traditional end-to-end contextual robust optimization models are trained for specific contextual data, requiring complete retraining whenever new contextual information arrives. Th…

eess.SY2024

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…

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…

cs.LG2024

Efficiently Training Deep-Learning Parametric Policies using Lagrangian Duality

Andrew Rosemberg, Alexandre Street, Davi M. Valladão +1

Constrained Markov Decision Processes (CMDPs) are critical in many high-stakes applications, where decisions must optimize cumulative rewards while strictly adhering to complex non…

math.OC2021

Assessing the Cost of Network Simplifications in Long-Term Hydrothermal Dispatch Planning Models

Andrew W. Rosemberg, Alexandre Street, Joaquim Dias Garcia +3

The sustainable utilization of hydro energy relies on accurate estimates of the opportunity cost of the water. This value is calculated through long-term hydrothermal dispatch prob…

stat.AP2020

Short-Term Covid-19 Forecast for Latecomers

Marcelo Medeiros, Alexandre Street, Davi Valladão +2

The number of Covid-19 cases is increasing dramatically worldwide. Therefore, the availability of reliable forecasts for the number of cases in the coming days is of fundamental im…