Models and tools for dynamic covariance structures
This package in its present form is shared to enable the reproduction of examples included in a paper submitted to the 2022 Power Systems Comutation Conference. Its use is still under development and its functionality is severly limited. We hope to extend its functionalilty in the future.
J. Browell, C. Gilbert and M. Fassiolo, "Covariance Structures for High-dimensional Energy Forecasting," submitted to PSCC2022, pre-print.
- EPSRC Innovation Fellowship held by Jethro Browell, "System-winde probabilistic energy forecasting" (EP/R023484/1, 2018-2021)
- EPSRC Wind and Marine Energy Systems CDT (EP/L016680/1)
- University of Glasgow