Adaptive methods for short-term electricity load forecasting during COVID-19 lockdown in France D Obst, J De Vilmarest, Y Goude IEEE transactions on power systems 36 (5), 4754-4763, 2021 | 101 | 2021 |
State-space models for online post-covid electricity load forecasting competition J De Vilmarest, Y Goude IEEE Open Access Journal of Power and Energy 9, 192-201, 2022 | 38* | 2022 |
Adaptive probabilistic forecasting of electricity (net-) load J de Vilmarest, J Browell, M Fasiolo, Y Goude, O Wintenberger IEEE Transactions on Power Systems 39 (2), 4154-4163, 2023 | 11 | 2023 |
Stochastic online optimization using kalman recursion J De Vilmarest, O Wintenberger Journal of Machine Learning Research 22 (223), 1-55, 2021 | 9 | 2021 |
Viking: variational Bayesian variance tracking J Vilmarest, O Wintenberger Statistical Inference for Stochastic Processes 27 (3), 839-860, 2024 | 7* | 2024 |
Modèles espace-état pour la prévision de séries temporelles. Application aux marchés électriques J de Vilmarest Sorbonne université, 2022 | 3* | 2022 |
Viking: Variational bayesian variance tracking winning a post-covid day-ahead electricity load forecasting competition J de Vilmarest, Y Goude, O Wintenberger TSW-ICML2021_paper_15. pdf, 2021 | 3 | 2021 |
Frugal day-ahead forecasting of multiple local electricity loads by aggregating adaptive models G Lambert, B Hamrouche, J De Vilmarest Scientific Reports 13 (1), 15784, 2023 | 2 | 2023 |
An adaptive volatility method for probabilistic forecasting and its application to the M6 financial forecasting competition J de Vilmarest, N Werge International Journal of Forecasting, 2024 | 1 | 2024 |
Adaptive time series forecasting with markovian variance switching B Abélès, J De Vilmarest, O Wintemberger arXiv preprint arXiv:2402.14684, 2024 | | 2024 |
Online Learning Approach for Survival Analysis C Fernandez, P Gaillard, J De Vilmarest, O Wintenberger arXiv preprint arXiv:2402.05145, 2024 | | 2024 |
Logarithmic Regret for parameter-free Online Logistic Regression J De Vilmarest, O Wintenberger arXiv preprint arXiv:1902.09803, 2019 | | 2019 |
Day-ahead electricity demand forecasting: post-codid paradigm (report team 4) J de Vilmarest, Y Goude | | |