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Probabilistic forecasts of wind power generation by stochastic differential equation models
Kloppenborg Møller, Jan; Zugno, Marco; Madsen, Henrik - In: Journal of forecasting 35 (2016) 3, pp. 189-205
Persistent link: https://www.econbiz.de/10011580264
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Adaptive modelling and forecasting of offshore wind power fluctuations with Markov-switching autoregressive models
Pinson, Pierre; Madsen, Henrik - In: Journal of forecasting 31 (2012) 4, pp. 281-313
Persistent link: https://www.econbiz.de/10009576383
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Adaptive modelling and forecasting of offshore wind power fluctuations with Markov‐switching autoregressive models
Pinson, Pierre; Madsen, Henrik - In: Journal of forecasting 31 (2012) 4, pp. 281-314
Persistent link: https://www.econbiz.de/10009971919
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Long memory of financial time series and hidden Markov models with time‐varying parameters
Nystrup, Peter; Madsen, Henrik; Lindström, Erik - In: Journal of forecasting 36 (2017) 8, pp. 989-1002
Persistent link: https://www.econbiz.de/10011860941