We forecast high resolution solar irradiance time series using an exponential smoothing state space (ESSS) model. To stationarize the irradiance data before applying linear time series models, we propose a novel Fourier trend model and compare the performance with other popular trend models using residual analysis and the Kwiatkowski-Phillips-Schmidt-Shin (KPSS) stationarity test. Using the opt...

Effective time-series forecasting methods are of significant importance to solve a broad spectrum research problems. Deep probabilistic techniques have recently been proposed for modeling large collections time-series. However, these explicitly assume either complete independence (local model) or dependence (global between in the collection. This corresponds two extreme cases where every is dis...