Zobrazeno 1 - 10
of 65
pro vyhledávání: '"Nystrup Peter"'
Publikováno v:
Wind Energy, Vol 26, Iss 6, Pp 615-632 (2023)
Summary We consider reconciliation of wind power forecasts in a spatial hierarchy with three aggregation levels. We produce base forecasts for the bottom level consisting of 407 substations (connection points for local groups of wind turbines). State
Externí odkaz:
https://doaj.org/article/d25732f69807485980a7effc817a6456
We propose to estimate the weight matrix used for forecast reconciliation as parameters in a general linear model in order to quantify its uncertainty. This implies that forecast reconciliation can be formulated as an orthogonal projection from the s
Externí odkaz:
http://arxiv.org/abs/2402.06480
Publikováno v:
In International Journal of Forecasting April-June 2024 40(2):515-531
Autor:
Boyd, Stephen, Busseti, Enzo, Diamond, Steven, Kahn, Ronald N., Koh, Kwangmoo, Nystrup, Peter, Speth, Jan
We consider a basic model of multi-period trading, which can be used to evaluate the performance of a trading strategy. We describe a framework for single-period optimization, where the trades in each period are found by solving a convex optimization
Externí odkaz:
http://arxiv.org/abs/1705.00109
Publikováno v:
In Expert Systems With Applications 1 December 2021 184
We consider the problem of breaking a multivariate (vector) time series into segments over which the data is well explained as independent samples from a Gaussian distribution. We formulate this as a covariance-regularized maximum likelihood problem,
Externí odkaz:
http://arxiv.org/abs/1610.07435
Publikováno v:
In International Journal of Forecasting July-September 2021 37(3):1127-1146
Autor:
Bergsteinsson, Hjörleifur G., Møller, Jan Kloppenborg, Nystrup, Peter, Pálsson, Ólafur Pétur, Guericke, Daniela, Madsen, Henrik
Publikováno v:
In Applied Energy 15 June 2021 292
Publikováno v:
In Smart Energy May 2021 2
Publikováno v:
In Expert Systems With Applications 15 July 2020 150