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

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21 repositories

HydroPowerModels.jl
Public
A Julia/JuMP package for Hydrothermal Multistage Steady-State Power Network Optimization solved by Stochastic Dual Dynamic Programming (SDDP).
Julia
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MIT License
•1•10•2•0•Updated Feb 10, 2025Feb 10, 2025
SARIMAX.jl
Public
Julia Package with SARIMA model implementation using JuMP.
statistics timeseries time-series optimization julia-language forecasting time-series-analysis sarimax sarima autoarima
Julia
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MIT License
•0•12•0•0•Updated Feb 10, 2025Feb 10, 2025
StateSpaceLearning.jl
Public
StateSpaceLearning.jl is a Julia package for time-series analysis using state space learning framework.
statistics time-series julia-language forecasting outlier-detection time-series-analysis best-subset-selection
Julia
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MIT License
•0•18•5•4•Updated Feb 7, 2025Feb 7, 2025
UnobservedComponentsGAS
Public
Julia
•1•5•1•0•Updated Feb 3, 2025Feb 3, 2025
OptimalEnergyBid.jl
Public
OptimalEnergyBid
Julia
•0•3•4•1•Updated Dec 8, 2024Dec 8, 2024
ElectricityMarketData.jl
Public
Julia
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MIT License
•0•2•8•2•Updated Nov 23, 2024Nov 23, 2024
StateSpaceModels.jl
Public
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
julia-language econometrics forecasting kalman-filter exponential-smoothing state-space-models sarima unobserved-components statistics time-series
Julia
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MIT License
•26•276•15•2•Updated Oct 9, 2024Oct 9, 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.
distribution statistics time-series julia-language non-parametric
Julia
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MIT License
•0•4•0•0•Updated Aug 28, 2024Aug 28, 2024
PWF.jl
Public
A Julia package for reading the Brazilian electric power system file ".pwf".
electricity power-systems julia
Julia
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MIT License
•1•20•6•1•Updated Aug 17, 2023Aug 17, 2023
ScoreDrivenModels.jl
Public
Score-driven models, aka generalized autoregressive score models, in Julia
statistics time-series julia-language autoregressive time-series-analysis score-driven-models
Julia
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MIT License
•3•31•6•1•Updated Dec 2, 2022Dec 2, 2022
ControlPowerFlow.jl
Public
Julia
•0•8•8•0•Updated Nov 24, 2022Nov 24, 2022
ForwardCurveSmoother
Public
Julia
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MIT License
•2•3•0•1•Updated Feb 9, 2022Feb 9, 2022
GridAnalysis.jl
Public
Package to support grid Analysis.
Julia
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MIT License
•0•3•13•5•Updated Aug 18, 2021Aug 18, 2021
TimeSeriesInterface.jl
Public
Julia
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MIT License
•0•5•4•1•Updated Mar 11, 2021Mar 11, 2021
INFORMS_Bilevel
Public
Scripts for presentation Bilevel Optimization And Automatic Dualization Applied To Power Systems INFORMS General Meeting 2020
Julia
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MIT License
•0•1•0•0•Updated Oct 11, 2020Oct 11, 2020
ForecastAccuracy.jl
Public
Implementation of forecast accuracy measures
Julia
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MIT License
•1•4•1•0•Updated Jul 30, 2020Jul 30, 2020
optimization-materials
Public
0•5•0•0•Updated Jun 4, 2020Jun 4, 2020
LinearRegression.jl
Public
Julia
•0•1•0•0•Updated Apr 20, 2020Apr 20, 2020
LogisticRegression.jl
Public
Julia
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MIT License
•0•1•0•1•Updated Apr 7, 2020Apr 7, 2020
Teaching.jl
Public
Teaching materials for LAMPS related courses
Jupyter Notebook
•2•7•0•1•Updated Feb 8, 2020Feb 8, 2020
SchwartzSmith.jl
Public
Implementation of the Schwartz Smith model
Julia
•1•8•5•1•Updated Feb 8, 2020Feb 8, 2020