scientific article; zbMATH DE number 6458281

MaRDI QIDQ5263253zbMATH OpenFDO

Authors Gilles Stoltz

Publication date 13 July 2015

Full work available at URL http://journal-sfds.fr/article/view/50/

zbMATH Keywords

individual sequencesprediction with expert adviceair-quality forecastingprediction of electricity consumptionsequential aggregation of predictors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to environmental and related topics (62P12) Sequential statistical methods (62L99) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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Cited in

(3)

• Forecasting electricity consumption by aggregating specialized experts
• Prediction of time series by statistical learning: general losses and fast rates
• Kalman recursions aggregated online

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