181 citations
- Centre National de la Recherche ScientifiqueFR61 papers
- Sciences pour l'EnvironnementFR40 papers
- Centre de Mathématiques Appliquées de l'École polytechniqueFR8 papers
- École PolytechniqueFR8 papers
- Galatasaray UniversityTR5 papers
- Laboratoire AstroParticule et CosmologieFR5 papers
- Université Paris CitéFR5 papers
- University of KragujevacRS5 papers
- École Nationale Supérieure des Mines de ParisFR4 papers
- Centre de Physique ThéoriqueFR3 papers
- Centre de Recherche en Mathématiques de la DécisionFR3 papers
- University of SheffieldGB3 papers
78 papers
Symmetry-Constrained Forecasting of Periodically Correlated Energy Processes
Cyril Voyant, Candice Banes, Luis Garcia-Gutierrez +3
Time series in energy systems, such as solar irradiance, wind speed, or electrical load, are characterized by strong diurnal and seasonal periodicities. Accurate forecasting requir…
FLRW embeddings in , differential geometry and conformal photon propagator
E. Huguet, J. Queva, J. Renaud
This paper introduces differential-geometric methods to study -dimensional locally conformally flat spaces as submanifolds in . We derive explicit formulas rel…
Short-Term Forecasting of Energy Production and Consumption Using Extreme Learning Machine: A Comprehensive MIMO based ELM Approach
Cyril Voyant, Milan Despotovic, Luis Garcia-Gutierrez +5
A novel methodology for short-term energy forecasting using an Extreme Learning Machine () is proposed. Using six years of hourly data collected in Corsica (France) f…
NICE^k Metrics: Unified and Multidimensional Framework for Evaluating Deterministic Solar Forecasting Accuracy
Cyril Voyant, Milan Despotovic, Luis Garcia-Gutierrez +4
Accurate solar energy output prediction is key for integrating renewables into grids, maintaining stability, and improving energy management. However, standard error metrics such a…
Stochastic Coefficient of Variation: Assessing the Variability and Forecastability of Solar Irradiance
Cyril Voyant, Alan Julien, Milan Despotovic +5
This work presents a robust framework for quantifying solar irradiance variability and forecastability through the Stochastic Coefficient of Variation (sCV) and the Forecastability…
A Nested Factor Model for Equity Markets: Reconciling Multifractal Stock Returns and Rough Index Volatilities
Othmane Zarhali, Cecilia Aubrun, Emmanuel Bacry +2
The Nested factor model was introduced by Chicheportiche et al. to represent non-linear correlations between stocks. Stock returns are explained by a standard factor model, but the…