17 citations · 49 across the 11 of their papers we have counts for
3 papers · 1 filter
Adaptive Conformal Predictions for Time Series
Margaux Zaffran, Aymeric Dieuleveut, Olivier Féron +2
Uncertainty quantification of predictive models is crucial in decision-making problems. Conformal prediction is a general and theoretically sound answer. However, it requires excha…
Nonnegative matrix factorization with side information for time series recovery and prediction
Jiali Mei, Yohann De Castro, Yannig Goude +2
Motivated by the reconstruction and the prediction of electricity consumption, we extend Nonnegative Matrix Factorization~(NMF) to take into account side information (column or row…
Forecasting electricity consumption by aggregating specialized experts
Marie Devaine, Pierre Gaillard, Yannig Goude +1
We consider the setting of sequential prediction of arbitrary sequences based on specialized experts. We first provide a review of the relevant literature and present two theoretic…