10 citations · 15 across the 5 of their papers we have counts for
6 papers
Hold-out estimates of prediction models for Markov processes
Remy Garnier, Raphaël Langhendries, Joseph Rynkiewicz
We consider the selection of prediction models for Markovian time series. For this purpose, we study the theoretical properties of the hold-out method. In the econometrics literatu…
Concurrent Neural Network : A model of competition between times series
Rémy Garnier
Competition between times series often arises in sales prediction, when similar products are on sale on a marketplace. This article provides a model of the presence of cannibalizat…
Deviation bound for non-causal machine learning
Rémy Garnier, Raphaël Langhendries
Concentration inequalities are widely used for analyzing machine learning algorithms. However, current concentration inequalities cannot be applied to some of the most popular deep…
Hierarchical robust aggregation of sales forecasts at aggregated levels in e-commerce, based on exponential smoothing and Holt's linear trend method
Malo Huard, Rémy Garnier, Gilles Stoltz
We revisit the interest of classical statistical techniques for sales forecasting like exponential smoothing and extensions thereof (as Holt's linear trend method). We do so by con…
A multi-series framework for demand forecasts in E-commerce
Rémy Garnier, Arnaud Belletoile
Sales forecasts are crucial for the E-commerce business. State-of-the-art techniques typically apply only univariate methods to make prediction for each series independently. Howev…
High dimensional VAR with low rank transition
Pierre Alquier, Karine Bertin, Paul Doukhan +1
We propose a vector auto-regressive (VAR) model with a low-rank constraint on the transition matrix. This new model is well suited to predict high-dimensional series that are highl…