Quantifying uncertainty with a derivative tracking SDE model and application to wind power forecast data
Statistics and Computing, vol. 31
Authors 4
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King Abdullah University of Science and Technology
Affiliation as printed
Computer, Electrical and Mathematical Sciences and Engineering Division (CEMSE), King Abdullah University of Science and Technology (KAUST), Thuwal, 23955-6900, Saudi Arabia
Computer, Electrical and Mathematical Sciences and Engineering Division (CEMSE)King Abdullah University of Science and Technology (KAUST)Thuwal Saudi Arabia
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Centre National de la Recherche Scientifique · Université Paris-Saclay · Laboratoire de Mathématiques et Modélisation d'Évry · Université d'Évry Val-d'Essonne
Affiliation as printed
Laboratoire de Mathématiques et Modélisation d’Evry, CNRS, UMR 8071, Univ Evry, Université Paris-Saclay, 91037, Evry, France
Laboratoire de Mathématiques et Modélisation d’Evry, CNRS, UMR 8071, Univ Evry, Université Paris-Saclay, Evry, France
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Marco Scavino corresponding
Universidad de la República de Uruguay
Affiliation as printed
Instituto de Estadistica (IESTA), Universidad de la República, 11200, Montevideo, Uruguay
Instituto de Estadística (IESTA), Universidad de la República, Montevideo, Uruguay
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Raul F. Tempone Aachen
King Abdullah University of Science and Technology · RWTH Aachen University
Affiliation as printed
Alexander von Humboldt Professor in Mathematics for Uncertainty Quantification, RWTH Aachen University, 52702, Aachen, Germany
Computer, Electrical and Mathematical Sciences and Engineering Division (CEMSE), King Abdullah University of Science and Technology (KAUST), Thuwal, 23955-6900, Saudi Arabia
Alexander von Humboldt Professor in Mathematics for Uncertainty Quantification, RWTH Aachen University, Aachen, Germany
Computer, Electrical and Mathematical Sciences and Engineering Division (CEMSE), King Abdullah University of Science and Technology (KAUST), Thuwal, Saudi Arabia
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