Blar i Publikasjoner fra CRIStin - SINTEF Energi på tidsskrift "International Journal of Modeling and Optimization"
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Multivariate Scenario Generation -An Arima and Copula Approach
(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 ...