Name: Laboratory of Applied Mathematical Programming and Statistics (LAMPS PUC-Rio)
Type: Organization
Bio: Laboratory for research and development on mathematical programming (optimization) and statistics. Electrical and Industrial Engineering departments, PUC-Rio.
Location: Brazil
Blog: http://www.puc-rio.br/lamps
Laboratory of Applied Mathematical Programming and Statistics (LAMPS PUC-Rio)'s Projects
Implementation of forecast accuracy measures
Package to support grid Analysis.
A Julia/JuMP package for Hydrothermal Multistage Steady-State Power Network Optimization solved by Stochastic Dual Dynamic Programming (SDDP).
Scripts for presentation Bilevel Optimization And Automatic Dualization Applied To Power Systems INFORMS General Meeting 2020
OptimalEnergyBid
A Julia package for reading the Brazilian electric power system file ".pwf".
Julia Package with SARIMA model implementation using JuMP.
Implementation of the Schwartz Smith model
Score-driven models, aka generalized autoregressive score models, in Julia
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
Teaching materials for LAMPS related courses