Tag Archives: solar irradiation

Forecasting Solar Irradiance: True models, trace optimisation and shrinkage

This is a talk I am giving today at Tasmanian School of Business and Economics at University of Tasmania. It connects two different research areas I am currently working on: solar irradiance forecasting and parameter optimisation under model uncertainty. You can find the presentation here. Half of the presentation is based on this paper if… Read More: Forecasting Solar Irradiance: True models, trace optimisation and shrinkage »

True models, trace optimisation and parameter shrinkage

This is a talk that I gave at Monash University, where I am currently visiting. The topic of this research is exploring ways to avoid the assumption that the postulated model we are using is true for the data generating process of the time series we want to forecast. From this starting point we proceed… Read More: True models, trace optimisation and parameter shrinkage »