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Fiche détaillée Articles dans des revues sans comité de lecture
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
Jean-Marc Azaïs1, Sophie Bercu2, Jean-Claude Fort1, Agnes Lagnoux1, Pierre Lé2

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.
1 :  IMT - Institut de Mathématiques de Toulouse
2 :  EDF R&D
IMT
Gaussian vectors – maximum of Gaussian sequences – simultaneous confidence bands – thresholding – load curve