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Modeling and Stochastic Learning for Forecasting in High Dimensions (Paperback, 2015 ed.)
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Modeling and Stochastic Learning for Forecasting in High Dimensions (Paperback, 2015 ed.)
Series: Lecture Notes in Statistics, 217
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The chapters in this volume stress the need for advances in
theoretical understanding to go hand-in-hand with the widespread
practical application of forecasting in industry. Forecasting and
time series prediction have enjoyed considerable attention over the
last few decades, fostered by impressive advances in observational
capabilities and measurement procedures. On June 5-7, 2013, an
international Workshop on Industry Practices for Forecasting was
held in Paris, France, organized and supported by the OSIRIS
Department of Electricite de France Research and Development
Division. In keeping with tradition, both theoretical statistical
results and practical contributions on this active field of
statistical research and on forecasting issues in a rapidly
evolving industrial environment are presented. The volume reflects
the broad spectrum of the conference, including 16 articles
contributed by specialists in various areas. The material compiled
is broad in scope and ranges from new findings on forecasting in
industry and in time series, on nonparametric and functional
methods and on on-line machine learning for forecasting, to the
latest developments in tools for high dimension and complex data
analysis.
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