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@LAMPSPUC

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

Laboratory for research and development on mathematical programming (optimization) and statistics. Electrical and Industrial Engineering departments, PUC-Rio.

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  1. StateSpaceModels.jl StateSpaceModels.jl Public

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

    Julia 274 25

  2. ScoreDrivenModels.jl ScoreDrivenModels.jl Public

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

    Julia 31 3

  3. PWF.jl PWF.jl Public

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

    Julia 20 1

  4. StateSpaceLearning.jl StateSpaceLearning.jl Public

    StateSpaceLearning.jl is a Julia package for time-series analysis using state space learning framework.

    Julia 18

Repositories

Showing 10 of 21 repositories
  • HydroPowerModels.jl Public

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

    LAMPSPUC/HydroPowerModels.jl’s past year of commit activity
    Julia 10 MIT 1 2 (1 issue needs help) 0 Updated Dec 5, 2024
  • StateSpaceLearning.jl Public

    StateSpaceLearning.jl is a Julia package for time-series analysis using state space learning framework.

    LAMPSPUC/StateSpaceLearning.jl’s past year of commit activity
    Julia 18 MIT 0 1 5 Updated Dec 4, 2024
  • LAMPSPUC/ElectricityMarketData.jl’s past year of commit activity
    Julia 2 MIT 0 8 2 Updated Nov 23, 2024
  • LAMPSPUC/UnobservedComponentsGAS’s past year of commit activity
    Julia 5 0 1 0 Updated Oct 30, 2024
  • StateSpaceModels.jl Public

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

    LAMPSPUC/StateSpaceModels.jl’s past year of commit activity
    Julia 274 MIT 25 15 (2 issues need help) 2 Updated Oct 9, 2024
  • OptimalEnergyBid.jl Public

    OptimalEnergyBid

    LAMPSPUC/OptimalEnergyBid.jl’s past year of commit activity
    Julia 3 0 4 1 Updated Oct 5, 2024
  • NonParametricNORTA.jl Public

    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.

    LAMPSPUC/NonParametricNORTA.jl’s past year of commit activity
    Julia 4 MIT 0 0 0 Updated Aug 28, 2024
  • SARIMAX.jl Public

    Julia Package with SARIMA model implementation using JuMP.

    LAMPSPUC/SARIMAX.jl’s past year of commit activity
    Julia 12 MIT 0 0 0 Updated Aug 9, 2024
  • PWF.jl Public

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

    LAMPSPUC/PWF.jl’s past year of commit activity
    Julia 20 MIT 1 6 1 Updated Aug 17, 2023
  • ScoreDrivenModels.jl Public

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

    LAMPSPUC/ScoreDrivenModels.jl’s past year of commit activity
    Julia 31 MIT 3 6 1 Updated Dec 2, 2022