A<b> </b>new short-term probabilistic forecasting method is proposed to predict the probability density function of the hourly active power generated by a photovoltaic system. Firstly, the probability density function of the hourly clearness index is forecasted making use of a Bayesian auto regressive...

We address the problem of prediction in the classical spatial autoregressive lag model for areal data. In contrast with the spatial econometrics literature, the geostatistical literature has devoted much attention to prediction using the Best Linear Unbiased Prediction approach. From the...