Modeling and stochastic learning for forecasting in high dimensions. ([2015])

• Record Type: Book
• Further Information: Note: Anestis Antoniadis, Jean-Michel Poggi, Xavier Brossat, editors.
• Editors: Antoniadis, Anestis; Poggi, Jean-Michel, 1960-; Brossat, Xavier
• Contents: 1 Short Term Load Forecasting in the Industry for Establishing Consumption Baselines: A French Case -- 2 Confidence intervals and tests for high-dimensional models: a compact review -- 3 Modelling and forecasting daily electricity load via curve linear regression -- 4 Constructing Graphical Models via the Focused Information Criterion -- 5 Nonparametric short term Forecasting electricity consumption with IBR -- 6 Forecasting the electricity consumption by aggregating experts -- 7 Flexible and dynamic modeling of dependencies via copulas -- 8 Operational and online residential baseline estimation -- 9 Forecasting intra day load curves using sparse functional regression -- 10 Modelling and Prediction of Time Series Arising on a Graph -- 11 GAM model based large scale electrical load simulation for smart grids -- 12 Spot volatility estimation for high-frequency data: adaptive estimation in practice -- 13 Time series prediction via aggregation: an oracle bound including numerical cost -- 14 Space-time trajectories of wind power generation: Parametrized precision matrices under a Gaussian copula approach -- 15 Game-theoretically Optimal Reconciliation of Contemporaneous Hierarchical Time Series Forecasts -- 16 The BAGIDIS distance: about a fractal topology, with applications to functional classification and prediction.
• Publisher Details: Cham : Springer
• Publication Date: 2015
• Extent: 1 online resource, illustrations
• Subjects: 519.5/5; Statistics; Forecasting -- Statistical methods; Time-series analysis; Stochastic models; MATHEMATICS -- Applied; MATHEMATICS -- Probability & Statistics -- General; Forecasting -- Statistical methods; Stochastic models; Time-series analysis; Computers -- Mathematical & Statistical Software; Mathematical modelling; Maths for computer scientists; Computer science; Probability & statistics; Electronic books
• Languages: English
• ISBNs: 9783319187327; 3319187325; 3319187317; 9783319187310
• Related ISBNs: 9783319187310
• Notes: Note: Includes bibliographical references.; Note: Online resource; title from PDF title page (EBSCO, viewed June 15, 2015).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.