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Wasserstein barycenter regression for estimating the joint dynamics of renewable and fossil fuel energy indices
In order to characterize non-linear system dynamics and to generate term structures of joint distributions, we propose a flexible and multidimensional approach, which exploits Wasserstein barycentric coordinates for histograms. We apply this methodology to study the relationships between the perform...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2023
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9898863/ https://www.ncbi.nlm.nih.gov/pubmed/37520271 http://dx.doi.org/10.1007/s10287-023-00436-4 |