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Journal Articles Journal of the Royal Statistical Society: Series C Applied Statistics Year : 2010

Simultaneous confidence bands in curve prediction applied to load curves

Sophie Bercu
  • Function : Author
Jean-Claude Fort
Pierre Lé
  • Function : Author

Abstract

Considering the problem of predicting the whole annual load curve of some Electricité de France (EDF) customers from easily available explanatory variables, we derived simultaneous confidence bands for this prediction. The methodology developed, that can be applied to numerous problems, uses results on the maximum of Gaussian sequences. The paper ends with the applicatiuion to EDF's problem.
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Dates and versions

hal-00644155 , version 1 (24-11-2011)

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Jean-Marc Azaïs, Sophie Bercu, Jean-Claude Fort, Agnes Lagnoux, Pierre Lé. Simultaneous confidence bands in curve prediction applied to load curves. Journal of the Royal Statistical Society: Series C Applied Statistics, 2010, 59 (5), pp.889-904. ⟨10.1111/j.1467-9876.2010.00727.x⟩. ⟨hal-00644155⟩
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