Skip to Main content Skip to Navigation
Journal articles

Agrégation séquentielle de prédicteurs : méthodologie générale et applications à la prévision de la qualité de l'air et à celle de la consommation électrique

Abstract : This paper is an extended written version of the talk I delivered at the "XLe Journées de Statistique" in Ottawa, 2004, when being awarded the Marie-Jeanne Laurent-Duhamel prize. It is devoted to surveying some fundamental as well as some more recent results in the field of sequential prediction of individual sequences with expert advice. It then performs two empirical studies following the stated general methodology: the first one to air-quality forecasting and the second one to the prediction of electricity consumption. Most results mentioned in the paper are based on joint works with Yannig Goude (EDF R&D) and Vivien Mallet (INRIA), together with some students whom we co-supervised for their M.Sc. theses: Marie Devaine, Sébastien Gerchinovitz and Boris Mauricette.
Complete list of metadatas

https://hal-hec.archives-ouvertes.fr/hal-00637060
Contributor : Antoine Haldemann <>
Submitted on : Saturday, October 29, 2011 - 4:12:18 PM
Last modification on : Thursday, January 11, 2018 - 6:19:31 AM

Identifiers

  • HAL Id : hal-00637060, version 1

Collections

Citation

Gilles Stoltz. Agrégation séquentielle de prédicteurs : méthodologie générale et applications à la prévision de la qualité de l'air et à celle de la consommation électrique. Journal de la Société Française de Statistique, Société Française de Statistique et Société Mathématique de France, 2010, 151 (2), pp.66-106. ⟨hal-00637060⟩

Share

Metrics

Record views

376