Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data (Q2058882)
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scientific article
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| English | Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data |
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Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data (English)
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10 December 2021
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uncertainty quantification
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forecasting error
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time-inhomogeneous Jacobi diffusion
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Lamperti space
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fixed-point likelihood numerical optimization
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model selection
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wind power
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0.7338971495628357
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0.6434393525123596
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0.6409348845481873
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0.632758378982544
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