Probabilistic Forecasts of Wind Power Generation by Stochastic Differential Equation Models
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Publication:4596028
DOI10.1002/for.2367zbMath1378.62138OpenAlexW2294745102WikidataQ60398262 ScholiaQ60398262MaRDI QIDQ4596028
Henrik Madsen, Marco Zugno, Jan Kloppenborg Møller
Publication date: 8 December 2017
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/for.2367
state space modelsnonparametric modellingnonlinear forecastinglogistic-type stochastic differential equations
Inference from stochastic processes and prediction (62M20) Applications of statistics to environmental and related topics (62P12)
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