Laboratory of Applied Mathematical Programming and Statistics (LAMPS PUC-Rio)
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Repositories
- HydroPowerModels.jl Public
A Julia/JuMP package for Hydrothermal Multistage Steady-State Power Network Optimization solved by Stochastic Dual Dynamic Programming (SDDP).
- StateSpaceLearning.jl Public
StateSpaceLearning.jl is a Julia package for time-series analysis using state space learning framework.
- UnobservedComponentsGAS Public
- ElectricityMarketData.jl Public
- StateSpaceModels.jl Public
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
- NonParametricNORTA.jl Public
NORTA.jl implements the Normal to Anything (NORTA) concept, leveraging Julia's framework to provide a unique approach that utilizes non-parametric distribution fitting methods, thereby enhancing efficiency by eliminating the need for explicit correlation matrix computations.
- ScoreDrivenModels.jl Public
Score-driven models, aka generalized autoregressive score models, in Julia