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| HAL: hal-00644155, version 1 |
| DOI: 10.1111/j.1467-9876.2010.00727.x |
| Detailed view |  Export this paper |
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| Journal of the Royal Statistical Society: Series C 59, 5 (2010) 889-904 |
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| Simultaneous confidence bands in curve prediction applied to load curves |
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| Jean-Marc Azaïs 1Sophie Bercu 2 |
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| (2010) |
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| Considering the problem of predicting the whole annual load curve of some Electricité de France (EDF) customers from easily available explanatory variables, we derived simultaneous confidence bands for this prediction. The methodology developed, that can be applied to numerous problems, uses results on the maximum of Gaussian sequences. The paper ends with the applicatiuion to EDF's problem. |
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| 1: | Institut de Mathématiques de Toulouse (IMT) |
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Université Paul Sabatier [UPS] - Toulouse III – Université Toulouse le Mirail - Toulouse II – Université des Sciences Sociales - Toulouse I – Institut National des Sciences Appliquées (INSA) - Toulouse – CNRS : UMR5219 |
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| 2: | EDF R&D |
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EDF |
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| IMT |
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| Subject | : | Mathematics/Statistics Statistics/Statistics Theory |
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| Gaussian vectors – maximum of Gaussian sequences – simultaneous confidence bands – thresholding – load curve |
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| hal-00644155, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00644155 | |
| oai:hal.archives-ouvertes.fr:hal-00644155 | |
| From: Agnes Lagnoux-Renaudie | |
| Submitted on: Thursday, 24 November 2011 09:53:43 | |
| Updated on: Thursday, 24 November 2011 10:32:38 | |
