Modeling and Stochastic Learning for Forecasting in High Dimensions / Lecture Notes in Statistics Bd.217 (PDF)

Anestis Antoniadis is Emeritus Professor at the Department of Applied Mathematics (Laboratoire Jean Kuntzmann), University Joseph Fourier, Grenoble and is also honorary research associate at the Department of Statistical Sciences, University of Cape Town, South Africa. His research interests include wavelet theory, nonparametric function estimation, abstract inference of stochastic processes, statistical pattern recognition, and statistical methodology in meteorology and crystallography. He is a Fellow of the American Statistical Association and of the Institute of Mathematical Statistics and an elected member of the ISI. He has delivered the 2012 Laplace Memorial Lecture in Statistics at the 8th World Congress in Probability and Statistics. Xavier Brossat is a senior research Engineer at Electricity de France in the Department Optimisation, Risks and Statistics for Energy Market within the Research and Development Division. He has participated in several big projects including themes such as Automatic Command of Production Network System and also very short load curve forecasting models. In particular he has participated with several academic and industrial colleagues in developing and adapting methods such as mixtures and aggregation of experts and functional times series prediction to the context of electrical forecasts. He is one of the main organizer of the WIPFOR conference series. Jean-Michel Poggi is Professor of Statistics at University of Paris Descartes and at University Paris-Sud Orsay in France. His main research areas are tree-based methods for classification and regression, nonparametric time series forecasting, wavelet methods and applied statistical modeling in energy and environment fields. His publications combine theoretical and practical contributions together with industrial applications and software development. He is Associate Editor of three journals: Journal of Statistical Software, CSBIGS and Journal de la SFdS. From 2011 to 2013 he was