An innovative approach to deal with heteroscedastic processes

It has been published, on Water Resources Research, my first paper:
Dynamic modelling of predictive uncertainty by regression on absolute errors

This work is the follow-up of my master thesis, in which I developed, under the supervision of Francesca Pianosi, a model for the predictive uncertainty of the inflow to the Verbano Lake.
In fact, the inflow forecast is very often an heteroscedastic process, which means that the variance changes on time. The key idea is considering the variance itself as an hydrological process. Then you can build up a dynamic model of the variance.
The innovation, worth a publication, has been the use of absolute error to estimate the variance, instead of squared error, as typically done.
I will present this research at the 3rd Workshop on Statistical Methods for Hydrology and Water Resources Management, during the Non-stationarity and reservoir management session, on the 1st of October, in Tunisia.

That day I will also turn 30!