Laboratory of Applied Mathematical Programming and Statistics (LAMPS PUC-Rio)

Laboratory of Applied Mathematical Programming and Statistics (LAMPS PUC-Rio)'s repositories

StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.

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Score-driven models, aka generalized autoregressive score models, in Julia

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A Julia package for reading the Brazilian electric power system file ".pwf".

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Implementation of the Schwartz Smith model

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Teaching materials for LAMPS related courses

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A Julia/JuMP package for Hydrothermal Multistage Steady-State Power Network Optimization solved by Stochastic Dual Dynamic Programming (SDDP).

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Implementation of forecast accuracy measures

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Package to support grid Analysis.

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OptimalEnergyBid

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Julia Package with SARIMA model implementation using JuMP.

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Scripts for presentation Bilevel Optimization And Automatic Dualization Applied To Power Systems INFORMS General Meeting 2020

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