A time series model for building scenarios trees applied to stochastic optimisation

Author:

Oliveira Fernando Luiz Cyrino,Souza Reinaldo Castro,Marcato André Luís Marques

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Energy Engineering and Power Technology

Reference40 articles.

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3. Multivariate periodic ARMA(1,1) process;Bartolini;Water Resour Res,1988

4. Partitioning procedures for solving mixed variables programming problems;Benders;Numer Math,1962

5. Time series analysis: forecasting and control;Box,2008

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