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Decreasing the variance of stochastic data
Problems with modeling
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ahnor48
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Decreasing the variance of stochastic data
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ahnor48
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1 year ago
Hi
I have 672 hours of electricity price data, I make it stochastic by specifying mean and variance, how to make the variance decrease at each timestep as we go forward ?
Regards,
Abubakr
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