Search Results - subject:"Power curve"

Improved Probabilistic Wind Power Forecasts with an Inverse Power Curve Transformation and Censored Regression

Messner, Jakob W.; Zeileis, Achim; Broecker, Jochen; … - 2013

not addressed explicitly. However, such an approach ignores valuable and readily available information: the power curve of … production into wind speed via the inverse power curve so that simpler linear regression models can be used. Furthermore, the … without the proposed inverse power curve transformation, and (c) with and without censoring. The results show that with our …

Persistent link: https://www.econbiz.de/10010312232

Improved Probabilistic Wind Power Forecasts with an Inverse Power Curve Transformation and Censored Regression

Messner, Jakob W.; Zeileis, Achim; Broecker, Jochen; … - Institut für Finanzwissenschaft, Fakultät für … - 2013

Persistent link: https://www.econbiz.de/10010602083

The Power of some Standard tests of stationarity against changes in the unconditional variance.

Ahamada, Ibrahim; Boutahar, Mohamed - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2010

Abrupt changes in the unconditional variance of returns have been recently revealed in many empirical studies. In this paper, we show that traditional KPSS-based tests have a low power against nonstationarities stemming from changes in the unconditional variance. More precisely, we show that...

Persistent link: https://www.econbiz.de/10008622067

The power of some standard tests of stationarity against changes in the unconditional variance

Ahamada, Ibrahim; Boutahar, Mohamed - HAL - 2010

Persistent link: https://www.econbiz.de/10010603693

Wavelets unit root test vs DF test : A further investigation based on monte carlo experiments.

Ahamada, Ibrahim; Jolivaldt, Philippe - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2008

Test for unit root based in wavelets theory is recently defined (Gençay and Fan, 2007). While the new test is supposed to be robust to the initial value, we bring out by contrast the significant effects of the initial value in the size and the power. We found also that both the wavelets unit...

Persistent link: https://www.econbiz.de/10005510604

Wavelets unit root test vs DF test : A further investigation based on monte carlo experiments

Ahamada, Ibrahim; Jolivaldt, Philippe - HAL - 2008

Test for unit root based in wavelets theory is recently defined (Genay and Fan, 2007). While the new test is supposed to be robust to the initial value, we bring out by contrast the significant effects of the initial value in the size and the power. We found also that both the wavelets unit root...

Persistent link: https://www.econbiz.de/10010750946

Conditional moment tests for parametric duration models

Prieger, James E. - 2000

This paper develops and compares specification tests for parametric duration models estimated with censored data. The tests are based on generalized residuals (the integrated hazard), which is exponentially distributed if the model is correctly specified. I present several conditional moment...

Persistent link: https://www.econbiz.de/10010318610