Laboratory of Applied Mathematical Programming and Statistics (LAMPS PUC-Rio)'s repositories
StateSpaceModels.jl
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
ScoreDrivenModels.jl
Score-driven models, aka generalized autoregressive score models, in Julia
StateSpaceLearning.jl
StateSpaceLearning.jl is a Julia package for time-series analysis using state space learning framework.
HydroPowerModels.jl
A Julia/JuMP package for Hydrothermal Multistage Steady-State Power Network Optimization solved by Stochastic Dual Dynamic Programming (SDDP).
SchwartzSmith.jl
Implementation of the Schwartz Smith model
SARIMAX.jl
Julia Package with SARIMA model implementation using JuMP.
Teaching.jl
Teaching materials for LAMPS related courses
ForecastAccuracy.jl
Implementation of forecast accuracy measures
GridAnalysis.jl
Package to support grid Analysis.
NonParametricNORTA.jl
NORTA.jl implements the Normal to Anything (NORTA) concept, leveraging Julia's framework to provide a unique approach that utilizes non-parametric distribution fitting methods, thereby enhancing efficiency by eliminating the need for explicit correlation matrix computations.
OptimalEnergyBid.jl
OptimalEnergyBid
INFORMS_Bilevel
Scripts for presentation Bilevel Optimization And Automatic Dualization Applied To Power Systems INFORMS General Meeting 2020