5 citations · 10 across the 6 of their papers we have counts for
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stat.AP2021★ 3 cited
State-Space Models Win the IEEE DataPort Competition on Post-covid Day-ahead Electricity Load Forecasting
Joseph de Vilmarest, Yannig Goude
We present the winning strategy of an electricity demand forecasting competition. This competition was organized to design new forecasting methods for unstable periods such as the…
cs.LG2021
Viking: Variational Bayesian Variance Tracking
Joseph de Vilmarest, Olivier Wintenberger
We consider the problem of time series forecasting in an adaptive setting. We focus on the inference of state-space models under unknown and potentially time-varying noise variance…