145 citations · 318 across the 12 of their papers we have counts for
4 papers · 1 filter
Data-driven uncertainty quantification for constrained stochastic differential equations and application to solar photovoltaic power forecast data
Khaoula Ben Chaabane, Ahmed Kebaier, Marco Scavino +1
In this work, we extend the data-driven Itô stochastic differential equation (SDE) framework for the pathwise assessment of short-term forecast errors to account for the time-depen…
Quantifying Uncertainty with a Derivative Tracking SDE Model and Application to Wind Power Forecast Data
Renzo Caballero, Ahmed Kebaier, Marco Scavino +1
We develop a data-driven methodology based on parametric Itô's Stochastic Differential Equations (SDEs) to capture the real asymmetric dynamics of forecast errors. Our SDE framewor…
Spatial Poisson processes for fatigue crack initiation
Ivo Babuska, Zaid Sawlan, Marco Scavino +2
In this work we propose a stochastic model for estimating the occurrence of crack initiations on the surface of metallic specimens in fatigue problems that can be applied to a gene…
A hierarchical Bayesian setting for an inverse problem in linear parabolic PDEs with noisy boundary conditions
Fabrizio Ruggeri, Zaid Sawlan, Marco Scavino +1
In this work we develop a Bayesian setting to infer unknown parameters in initial-boundary value problems related to linear parabolic partial differential equations. We realistical…