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

\(B\)-splines approximation\(P\)-splinesBICconsistencygroup Lassoload forecastingmulti-step estimatormultiple covariatesnonparametricsparse additive modelsparse high-dimensional linear additive modelsvariable selection

Mathematics Subject Classification ID

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

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

• 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.
• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• 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 independence screening in sparse ultra-high-dimensional additive models
• Nonparametric Inferences for 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

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

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)