Modeling and Stochastic Learning for Forecasting in High Dimensions

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...

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Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Antoniadis, Anestis (Editor), Poggi, Jean-Michel (Editor), Brossat, Xavier (Editor)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
Series:Lecture Notes in Statistics, 217
Subjects:
Online Access:Full Text via HEAL-Link
Description
Summary: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 Electricité 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.
Physical Description:X, 339 p. 105 illus., 49 illus. in color. online resource.
ISBN:9783319187327
ISSN:0930-0325 ;