Automatic Component Selection in Additive Modeling of French National Electricity Load Forecasting
DOI10.1007/978-3-319-41582-6_14zbMath1366.62055OpenAlexW2518858917MaRDI QIDQ5280089
Jean-Michel Poggi, Yannig Goude, Xavier Brossat, Anestis Antoniadis, Vincent Thouvenot
Publication date: 20 July 2017
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-41582-6_14
consistencyvariable selectionnonparametricBICload forecastinggroup Lassomultiple covariates\(P\)-splinesmulti-step estimatorsparse additive model\(B\)-splines approximationsparse high-dimensional linear additive models
Applications of statistics to economics (62P20) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric estimation (62G05)
Uses Software
Cites Work
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