Institut d'études avancées (IEA)

PREDICTION OF TIME SERIES AND NON STATIONARY TIME SERIES

Maison des sciences économiques (Paris 13ème), 10,11 février 2012

Programme

February 10 th

February 11 th

 

9:30-10:15

Dragi Anevski

Lund

Isotonic regression for time series

10:50-11:35

Emilie Muzereau

GDF SUEZ / CEEME

Markov regime switching model for the gas price seasonality

11:40-12:10

Alain Célisse

ENS

Kernel change-point detection

12:15-13:00

Yannig Goude

EDF

Combining Forecasts for Short Term Load Forecasting

14:30-15:15

Rainer Dahlhaus

Heidelberg

Approximations and Expansions for Locally Stationary Processes

15:20-16:05

Herold Dehling

Bochum

Nonparametric Change-Point Tests for Long-Range Dependent Data

16:10-17:05

William Kengne

Paris 1

A test for parameter change in general causal models