Browsing SINTEF Open by Author "Würsig, Christoph"
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Multivariate Scenario Generation -An Arima and Copula Approach
Mishra, Sambeet; Bordin, Chiara; Würsig, Christoph; Palu, Ivo (Journal article, 2019)In mathematical optimization uncertainty is expressed through scenarios. auto-regressive integrated moving average (ARIMA) is one of the known practice to generate scenarios. This paper is about scenario generation using ...