Modeling and Stochastic Learning for Forecasting in High Dimensions

Name: Modeling and Stochastic Learning for Forecasting in High Dimensions
Brand: Springer
SKU: 9783319187310
Price: 10915.0 INR
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by Anestis Antoniadis

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ISBN13: 9783319187310
Binding: Paperback
Subject: N/A
Publisher: Springer
Publisher Imprint: Springer
Publication Date: June 25, 2015
Pages: 339
Original Price: EUR 149.99
Language: English
Edition: 2015
Item Weight: 532 grams
BISAC Subject(s): Probability & Statistics / General, Applied, and Mathematical & Statistical Software

About The Book

From the Back Cover

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.

About The Author

Anestis Antoniadis is Emeritus Professor at the Department of Applied Mathematics (Laboratoire Jean Kuntzmann), University Joseph Fourier, Grenoble and is also honorary research associate at the Department of Statistical Sciences, University of Cape Town, South Africa. His research interests include wavelet theory, nonparametric function estimation, abstract inference of stochastic processes, statistical pattern recognition, and statistical methodology in meteorology and crystallography. He is a Fellow of the American Statistical Association and of the Institute of Mathematical Statistics and an elected member of the ISI. He has delivered the 2012 Laplace Memorial Lecture in Statistics at the 8th World Congress in Probability and Statistics. Xavier Brossat is a senior research Engineer at Electricity de France in the Department Optimisation, Risks and Statistics for Energy Market within the Research and Development Division. He has participated in several big projects including themes such as Automatic Command of Production Network System and also very short load curve forecasting models. In particular he has participated with several academic and industrial colleagues in developing and adapting methods such as mixtures and aggregation of experts and functional times series prediction to the context of electrical forecasts. He is one of the main organizer of the WIPFOR conference series. Jean-Michel Poggi is Professor of Statistics at University of Paris Descartes and at University Paris-Sud Orsay in France. His main research areas are tree-based methods for classification and regression, nonparametric time series forecasting, wavelet methods and applied statistical modeling in energy and environment fields. His publications combine theoretical and practical contributions together with industrial applications and software development. He is Associate Editor of three journals: Journal of Statistical Software, CSBIGS and Journal de la SFdS. From 2011 to 2013 hewas President of the French Statistical Society (SFdS) and, since 2012, he is Vice-President of the Federation of European National Statistical Societies (FENStatS). He is an elected member of the ISI and member of the Board of Directors of the ERS of IASC.

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