Fully nonparametric short term forecasting electricity consumption

Pierre-André Cornillon (1, 2) , Nick Hengartner (3) , Vincent Lefieux (4) , Eric Matzner-Løber (1, 2)

1 UR2 - Université de Rennes 2
2 IRMAR - Institut de Recherche Mathématique de Rennes
3 LANL - Los Alamos National Laboratory
4 Département Méthodes et Appui

Domaines: Statistiques [math.ST]

Pierre-André Cornillon, Nick Hengartner, Vincent Lefieux, Eric Matzner-Løber. Fully nonparametric short term forecasting electricity consumption. Antoniadis, Anestis; Poggi, Jean-Michel; Brossat, Xavier. Modeling and Stochastic Learning for Forecasting in High Dimensions, 217, Springer, pp.79-93, 2015, Lecture Notes in Statistics, 978-3-319-18732-7. ⟨10.1007/978-3-319-18732-5⟩. ⟨hal-01169963⟩