110 citations · 630 across the 32 of their papers we have counts for
4 papers · 2 filters
Modelling and forecasting daily electricity load curves: a hybrid approach
Haeran Cho, Yannig Goude, Xavier Brossat +1
We propose a hybrid approach for the modelling and the short-term forecasting of electricity loads. Two building blocks of our approach are (i) modelling the overall trend and seas…
Krigings Over Space and Time Based on Latent Low-Dimensional Structures
Da Huang, Qiwei Yao, Rongmao Zhang
We propose a new approach to represent nonparametrically the linear dependence structure of a spatio-temporal process in terms of latent common factors. Though it is formally simil…
Testing for high-dimensional white noise using maximum cross-correlations
Jinyuan Chang, Qiwei Yao, Wen Zhou
We propose a new omnibus test for vector white noise using the maximum absolute auto-correlations and cross-correlations of the component series. Based on the newly established app…
Confidence regions for entries of a large precision matrix
Jinyuan Chang, Yumou Qiu, Qiwei Yao +1
Precision matrices play important roles in many practical applications. Motivated by temporally dependent multivariate data in modern social and scientific studies, we consider the…