Automatic component selection in additive modeling of French national electricity load forecasting
DOI10.1007/978-3-319-41582-6_14zbMATH Open1366.62055OpenAlexW2518858917MaRDI QIDQ5280089FDOQ5280089
Authors: Anestis Antoniadis, Xavier Brossat, Yannig Goude, Jean-Michel Poggi, Vincent Thouvenot 
Publication date: 20 July 2017
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-41582-6_14
Recommendations
- Variable selection in nonparametric additive models
- Component selection in the additive regression model
- Additive model selection
- Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models
- Selection of components and degrees of smoothing via Lasso in high dimensional nonparametric additive models
variable selectionBICconsistencynonparametric\(P\)-splinesgroup Lassomultiple covariatesload forecastingmulti-step estimatorsparse additive model\(B\)-splines approximationsparse high-dimensional linear additive models
Nonparametric estimation (62G05) Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
- Generalized additive models. An introduction with R.
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
- Title not available (Why is that?)
- Title not available (Why is that?)
- Statistics for high-dimensional data. Methods, theory and applications.
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Model Selection and Estimation in Regression with Grouped Variables
- Additive regression and other nonparametric models
- Least squares after model selection in high-dimensional sparse models
- Shrinkage tuning parameter selection with a diverging number of parameters
- Practical variable selection for generalized additive models
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Minimax-optimal rates for sparse additive models over kernel classes via convex programming
- Optimal estimation in additive regression models
- Regularization of Wavelet Approximations
- Sparsity in multiple kernel learning
- Component selection and smoothing in multivariate nonparametric regression
- Variable selection in nonparametric additive models
- Consistency of the group Lasso and multiple kernel learning
- Nonparametric Inferences for Additive Models
Uses Software
This page was built for publication: Automatic component selection in additive modeling of French national electricity load forecasting
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5280089)
