Reconciling temporal hierarchies of wind power production with forecast-dependent variance structures

DOI10.4171/mag/172zbMath1530.90066OpenAlexW4389559529MaRDI QIDQ6117304

Mikkel L. Sørensen, Henrik Madsen, Jan Kloppenborg Møller

Publication date: 19 February 2024

Published in: European Mathematical Society Magazine (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4171/mag/172

Mathematics Subject Classification ID

Stochastic programming (90C15) Geostatistics (86A32)

Cites Work

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• Forecasting with temporal hierarchies
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• Temporal hierarchies with autocorrelation for load forecasting
• Probabilistic Forecasts of Wind Power Generation by Stochastic Differential Equation Models
• Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization
• Wind energy: forecasting challenges for its operational management

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