joseph.de-vilmarest [at] vikingconseil.fr
2022. I founded Viking Conseil to extend my PhD work and build adaptive forecasting models that are able to adapt to an increasingly unstable world. The objective of Viking Conseil is to continue research in order to apply our solution in the industry.
2019 - 2022. I obtained my PhD in Statistics under an industrial contract (CIFRE). I worked jointly at the LPSM, Sorbonne Université under the supervision of Olivier Wintenberger and at EDF R&D under the supervision of Yannig Goude and Thi Thu Huong Hoang. I defended on June 22, 2022, my PhD manuscript is available here, and my defense slides here.
I received the male thesis prize of Think Smartgrids, as well as the Marie-Jeanne Laurent-Duhamel thesis prize of the Société Française de Statistiques.
2015 - 2019. I graduated from the École Normale Supérieure and got a Master Degree from the École Normale Supérieure Paris-Saclay in mathematics and machine learning (MVA).
I am mostly interested in time series forecasting and the application I consider in particular is electricity load forecasting. I consider adaptive methods that are able to learn regime changes in the time series, focusing in particular on state-space representations. Indeed, state-space models capture very well the evolution of the electricity demand; in particular, they perform well in the context of abrupt regime changes.