3 papers
stat.ME2025
Sliding-Window Signatures for Time Series: Application to Electricity Demand Forecasting
Nina Drobac, Margaux Brégère, Joseph de Vilmarest +1
Nonlinear and delayed effects of covariates often render time series forecasting challenging. To this end, we propose a novel forecasting framework based on ridge regression with s…
cs.LG2025
Online Episodic Convex Reinforcement Learning
Bianca Marin Moreno, Khaled Eldowa, Pierre Gaillard +2
We study online learning in episodic finite-horizon Markov decision processes (MDPs) with convex objective functions, known as the concave utility reinforcement learning (CURL) pro…
stat.ML2025
AutoML Algorithms for Online Generalized Additive Model Selection: Application to Electricity Demand Forecasting
Keshav Das, Julie Keisler, Margaux Brégère +1
Electricity demand forecasting is key to ensuring that supply meets demand lest the grid would blackout. Reliable short-term forecasts may be obtained by combining a Generalized Ad…