Joseph de Vilmarest

joseph.de-vilmarest [at] vikingconseil.fr

Logo

Short bio

Research

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.

Publications

Preprints

Competitions

Communications