activity
20122026
most citedFast calibrated additive quantile regression

155 citations · 356 across the 34 of their papers we have counts for

collaborators
Showing 2020Show all

5 papers · 1 filter

stat.AP2020

Adaptive Methods for Short-Term Electricity Load Forecasting During COVID-19 Lockdown in France

David Obst, Joseph de Vilmarest, Yannig Goude

The coronavirus disease 2019 (COVID-19) pandemic has urged many governments in the world to enforce a strict lockdown where all nonessential businesses are closed and citizens are…

stat.ME2020★ 4 cited

Probabilistic Forecasting for Daily Electricity Loads and Quantiles for Curve-to-Curve Regression

Xiuqin Xu, Ying Chen, Yannig Goude +1

Probabilistic forecasting of electricity load curves is of fundamental importance for effective scheduling and decision making in the increasingly volatile and competitive energy m…

stat.ME2020★ 6 cited

qgam: Bayesian non-parametric quantile regression modelling in R

Matteo Fasiolo, Simon N. Wood, Margaux Zaffran +2

Generalized additive models (GAMs) are flexible non-linear regression models, which can be fitted efficiently using the approximate Bayesian methods provided by the mgcv R package.…

stat.AP2020

Additive stacking for disaggregate electricity demand forecasting

Christian Capezza, Biagio Palumbo, Yannig Goude +2

Future grid management systems will coordinate distributed production and storage resources to manage, in a cost effective fashion, the increased load and variability brought by th…

cs.LG2020★ 1 cited

Kalman Recursions Aggregated Online

Eric Adjakossa, Yannig Goude, Olivier Wintenberger

In this article, we aim at improving the prediction of expert aggregation by using the underlying properties of the models that provide expert predictions. We restrict ourselves to…