3 citations · 5 across the 3 of their papers we have counts for
4 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…
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…