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| Fiche détaillée | Articles dans des revues sans comité de lecture |
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| Journal of the Royal Statistical Society: Series C 59, 5 (2010) 889-904 |
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| Simultaneous confidence bands in curve prediction applied to load curves |
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| Jean-Marc Azaïs1Sophie Bercu2Jean-Claude Fort1Agnes Lagnoux-Renaudie1Pierre Lé2 |
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| Considering the problem of predicting the whole annual load curve of some Electricité de France (EDF) customers from easily available explanatory variables, we derived simultaneous confidence bands for this prediction. The methodology developed, that can be applied to numerous problems, uses results on the maximum of Gaussian sequences. The paper ends with the applicatiuion to EDF's problem. |
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| 1 : | IMT - Institut de Mathématiques de Toulouse |
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| 2 : | EDF R&D |
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| IMT |
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| Gaussian vectors – maximum of Gaussian sequences – simultaneous confidence bands – thresholding – load curve |
| hal-00644155, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00644155 | |
| oai:hal.archives-ouvertes.fr:hal-00644155 | |
| Contributeur : Agnes Lagnoux-Renaudie | |
| Soumis le : Jeudi 24 Novembre 2011, 09:53:43 | |
| Dernière modification le : Jeudi 24 Novembre 2011, 10:32:38 | |
