Search Results - subject:"Scenario set"

Multi-objective optimization method for medium and long-term power supply and demand balance considering the spatiotemporal correlation of source and load

Li, Jiaxi; Zhou, Zhuomin; Ming, Wen; Huang, Hongyi; Wen, Bo - In: Energy strategy reviews 54 (2024), pp. 1-15

-correlation characteristics of source and load are analyzed. On this basis, a multi-dimensional scenario set construction method considering the …

Persistent link: https://www.econbiz.de/10014635920

Bad-scenario-set robust scheduling for a job shop to hedge against processing time uncertainty

Wang, Bing; Wang, Xiaozhi; Xie, Hanxin - In: International journal of production research 57 (2019) 10, pp. 3168-3185

Persistent link: https://www.econbiz.de/10012193247

A study on modeling the dynamics of statistically dependent returns

Davari-Ardakani, Hamed; Aminnayeri, Majid; Seifi, Abbas - In: Physica A: Statistical Mechanics and its Applications 405 (2014) C, pp. 35-51

scenario set. The proposed method uses heteroskedastic time series to model serial correlations of returns, as well as Cholesky … from the statistical point of view. Also, results confirm sufficiency and in-sample stability of the generated scenario set …

Persistent link: https://www.econbiz.de/10010931566