Automatic component selection in additive modeling of French national electricity load forecasting

DOI10.1007/978-3-319-41582-6_14MaRDI QIDQ5280089zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

variable selectionBICconsistencynonparametric\(P\)-splinesgroup Lassomultiple covariatesload forecastingmulti-step estimatorsparse additive model\(B\)-splines approximationsparse high-dimensional linear additive models

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07)

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

Cites work

• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Additive regression and other nonparametric models
• Component selection and smoothing in multivariate nonparametric regression
• Consistency of the group Lasso and multiple kernel learning
• Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
• Generalized additive models. An introduction with R.
• Least squares after model selection in high-dimensional sparse models
• Minimax-optimal rates for sparse additive models over kernel classes via convex programming
• Model Selection and Estimation in Regression with Grouped Variables
• Nonparametric Inferences for Additive Models
• Nonparametric independence screening in sparse ultra-high-dimensional additive models
• Optimal estimation in additive regression models
• Practical variable selection for generalized additive models
• Regularization of Wavelet Approximations
• Shrinkage tuning parameter selection with a diverging number of parameters
• Sparsity in multiple kernel learning
• 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).
• Variable selection in nonparametric additive models

Cited in

(1)

• Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models

Describes a project that uses

Uses Software

• FSST
• DFOC
• FOPID
• ML
• ora_foc
• fderiv
• Ninteger
• FOMCON
• FIT
• gamair
• CRONE
• R
• Matlab

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