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Modeling and stochastic learning for forecasting in high dimensions : proceedings / [edited by] Anestis Antoniadis, Jean-Michel Poggi and Xavier Brossat.

By: Contributor(s): Series: Lecture notes in statistics ; 217.Publication details: Switzerland : Springer, 2015.Description: x, 339 p. : illustrations (some color) ; 23 cmISBN:
  • 9783319187310
Subject(s): DDC classification:
  • 000SA.3 23 In61
Contents:
Short term load forecasting in the industry for establishing consumption baselines : a French case / José Blancarte [and 4 others] -- Confidence intervals and tests for high-dimensional models : a compact review / Peter Bühlmann -- Modelling and forecasting daily electricity load via curve linear regression / Haeran Cho [and 3 others] -- Constructing graphical models via the focused information criterion / Gerda Claeskens, Eugen Pircalabelu, and Lourens Waldorp -- Fully nonparametric short term forecasting electricity consumption / Pierre-André Cornillon [and 3 others] -- Forecasting electricity consumption by aggregating experts; how to design a good set of experts / Pierre Gaillard and Yannig Goude -- Flexible and dynamic modeling of dependencies via copulas / Irène Gijbels, Klaus Herrmann, and Dominik Sznajder-- Online residential demand reduction estimation through control group selection / Leslie Hatton, Philippe Charpentier, and Eric Matzner-Løber -- Forecasting intra day load curves using sparse functional regression / Mathilde Mougeot [and 3 others]-- Modelling and prediction of time series arising on a graph / Matthew A. Nunes, Marina I. Knight, and Guy P. Nason -- Massive-scale simulation of electrical load in smart grids using generalized additive models / Pascal Pompey [and 3 others] -- Spot volatility estimation for high-frequency data : adaptive estimation in practice / Till Sabel, Johannes Schmidt-Hieber, and Alwx Munk -- Time series prediction via aggregation : an oracle bound including numerical cost / Andres Shanchez-Perez -- Space-time trajectories of wind power generation : parametrized precision matrices under a Gaussian copula approach / Julija Tastu, Pierre Pinson, and Henrik Madsen -- Game-theoretically optimal reconcilation of contemporaneous hierarchical time series forecasts / Tim van Erven and Jairo Cugliari -- The BAGIDIS distance : about a fractal topology, with applications to functional classification and prediction / Rainer von Sachs and Catherine Timmermans.
Summary: The chapters in this volume stress the need for advances in theoretical understanding to go hand-in-hand with the widespread practical application of forecasting in industry. Forecasting and time series prediction have enjoyed considerable attention over the last few decades, fostered by impressive advances in observational capabilities and measurement procedures. On June 5-7, 2013, an international Workshop on Industry Practices for FORecasting was held in Paris, France, organized and supported by the OSIRIS Department of Electricité de France Research and Development Division. In keeping with tradition, both theoretical statistical results and practical contributions on this active field of statistical research and on forecasting issues in a rapidly evolving industrial environment are presented. The volume reflects the broad spectrum of the conference, including 16 articles contributed by specialists in various areas. The material compiled is broad in scope and ranges from new findings on forecasting in industry and in time series, on nonparametric and functional methods, and on on-line machine learning for forecasting, to the latest developments in tools for high dimension and complex data analysis.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 000SA.3 In61 (Browse shelf(Opens below)) Available 136753
Total holds: 0

Short term load forecasting in the industry for establishing consumption baselines : a French case / José Blancarte [and 4 others] --
Confidence intervals and tests for high-dimensional models : a compact review / Peter Bühlmann --
Modelling and forecasting daily electricity load via curve linear regression / Haeran Cho [and 3 others] --
Constructing graphical models via the focused information criterion / Gerda Claeskens, Eugen Pircalabelu, and Lourens Waldorp --
Fully nonparametric short term forecasting electricity consumption / Pierre-André Cornillon [and 3 others] --
Forecasting electricity consumption by aggregating experts; how to design a good set of experts / Pierre Gaillard and Yannig Goude --
Flexible and dynamic modeling of dependencies via copulas / Irène Gijbels, Klaus Herrmann, and Dominik Sznajder--
Online residential demand reduction estimation through control group selection / Leslie Hatton, Philippe Charpentier, and Eric Matzner-Løber --
Forecasting intra day load curves using sparse functional regression / Mathilde Mougeot [and 3 others]--
Modelling and prediction of time series arising on a graph / Matthew A. Nunes, Marina I. Knight, and Guy P. Nason --
Massive-scale simulation of electrical load in smart grids using generalized additive models / Pascal Pompey [and 3 others] --
Spot volatility estimation for high-frequency data : adaptive estimation in practice / Till Sabel, Johannes Schmidt-Hieber, and Alwx Munk --
Time series prediction via aggregation : an oracle bound including numerical cost / Andres Shanchez-Perez --
Space-time trajectories of wind power generation : parametrized precision matrices under a Gaussian copula approach / Julija Tastu, Pierre Pinson, and Henrik Madsen --
Game-theoretically optimal reconcilation of contemporaneous hierarchical time series forecasts / Tim van Erven and Jairo Cugliari --
The BAGIDIS distance : about a fractal topology, with applications to functional classification and prediction / Rainer von Sachs and Catherine Timmermans.

The chapters in this volume stress the need for advances in theoretical understanding to go hand-in-hand with the widespread practical application of forecasting in industry. Forecasting and time series prediction have enjoyed considerable attention over the last few decades, fostered by impressive advances in observational capabilities and measurement procedures. On June 5-7, 2013, an international Workshop on Industry Practices for FORecasting was held in Paris, France, organized and supported by the OSIRIS Department of Electricité de France Research and Development Division. In keeping with tradition, both theoretical statistical results and practical contributions on this active field of statistical research and on forecasting issues in a rapidly evolving industrial environment are presented. The volume reflects the broad spectrum of the conference, including 16 articles contributed by specialists in various areas. The material compiled is broad in scope and ranges from new findings on forecasting in industry and in time series, on nonparametric and functional methods, and on on-line machine learning for forecasting, to the latest developments in tools for high dimension and complex data analysis.

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