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A critical overview of privacy-preserving approaches for collaborative forecasting, International Journal of Forecasting 
https://doi.org/10.1016/j.ijforecast.2020.06.003
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The available material includes:
- admm_functions.R: R script with ADMM algorithm implementation.
- clear_sky_functions.R: R script to estimate clear-sky solar power generation with the model described in Bacher et al. (2009).
- coef_generator.R: R script with the functions for generating VAR model coecients, according to the implementation in (Virolainen, 2020).
- run_experiments.R: R script with the commands for generating the results of Section 3.3.1.
- c_sky.csv: estimated clear-sky solar power generation.
- normalized_PVdata.csv: normalized (with clear-sky model) solar power time series data.
- PVdata.csv: solar power time series data.