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Book
Wavelets and statistics
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ISBN: 0387945644 1461225442 9780387945644 Year: 1995 Volume: 103 Publisher: New York (N.Y.): Springer


Book
Modeling and Stochastic Learning for Forecasting in High Dimensions
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ISBN: 9783319187327 3319187317 9783319187310 3319187325 Year: 2015 Publisher: Cham : Springer International Publishing : Imprint: Springer,

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Abstract

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.


Digital
Modeling and Stochastic Learning for Forecasting in High Dimensions
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ISBN: 9783319187327 9783319187334 9783319187310 Year: 2015 Publisher: Cham Springer International Publishing

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Abstract

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.


Book
Statistical Learning Tools for Electricity Load Forecasting
Authors: --- --- --- ---
ISBN: 3031603397 Year: 2024 Publisher: Cham : Springer International Publishing : Imprint: Birkhäuser,

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This monograph explores a set of statistical and machine learning tools that can be effectively utilized for applied data analysis in the context of electricity load forecasting. Drawing on their substantial research and experience with forecasting electricity demand in industrial settings, the authors guide readers through several modern forecasting methods and tools from both industrial and applied perspectives – generalized additive models (GAMs), probabilistic GAMs, functional time series and wavelets, random forests, aggregation of experts, and mixed effects models. A collection of case studies based on sizable high-resolution datasets, together with relevant R packages, then illustrate the implementation of these techniques. Five real datasets at three different levels of aggregation (nation-wide, region-wide, or individual) from four different countries (UK, France, Ireland, and the USA) are utilized to study five problems: short-term point-wise forecasting, selection of relevant variables for prediction, construction of prediction bands, peak demand prediction, and use of individual consumer data. This text is intended for practitioners, researchers, and post-graduate students working on electricity load forecasting; it may also be of interest to applied academics or scientists wanting to learn about cutting-edge forecasting tools for application in other areas. Readers are assumed to be familiar with standard statistical concepts such as random variables, probability density functions, and expected values, and to possess some minimal modeling experience.


Dissertation
Smoothing and variable selection using P-splines.

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