Probabilistic forecasts of solar irradiance using stochastic differential equations

DOI10.1002/env.2267zbMath1525.62147WikidataQ60398306 ScholiaQ60398306MaRDI QIDQ6069121

Juan M. Morales, Unnamed Author, Henrik Madsen, Jan Kloppenborg Møller

Publication date: 15 December 2023

Published in: Environmetrics (Search for Journal in Brave)

Full work available at URL: https://backend.orbit.dtu.dk/ws/files/100775427/EnvSolarSDE.pdf

zbMATH Keywords

stochastic differential equationspredictive distributionsforecastingprobabilistic forecastsolar power

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)

Cites Work

• The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis.
• The numerical solution of stochastic differential equations
• Elementary Stochastic Calculus, with Finance in View
• A new technique for simulating the likelihood of stochastic differential equations
• Strictly Proper Scoring Rules, Prediction, and Estimation
• Kalman Filtering
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item