Joseph de Vilmarest

France Développement Conseil (France) — France

Engineering · Physical Sciences

4h-index149citations29works0.12yr avg
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Research Topics

Energy Load and Power Forecasting(15), Forecasting Techniques and Applications(8), Advanced Bandit Algorithms Research(7), Optimization and Search Problems(5), Smart Grid Energy Management(4)

Publications29 total

Assessing Extrapolation of Peaks Over Thresholds with Martingale Testing
ArXiv.org·2025Open Access
Sliding-Window Signatures for Time Series: Application to Electricity Demand Forecasting
arXiv (Cornell University)·2025Open Access
Robust Estimation for Linear State-Space Models with Stochastic Covariates
SPIRE - Sciences Po Institutional REpository·2025Open Access
Online convex optimization for survival analysis: an adaptive and stochastic approach
Statistical Papers·2025Open Access
An adaptive volatility method for probabilistic forecasting and its application to the M6 financial forecasting competition
International Journal of Forecasting·2024· 1 citedOpen Access
Viking: variational Bayesian variance tracking
Statistical Inference for Stochastic Processes·2024Open Access
Adaptive time series forecasting with markovian variance switching
arXiv (Cornell University)·2024Open Access
Online Learning Approach for Survival Analysis
arXiv (Cornell University)·2024Open Access
Frugal day-ahead forecasting of multiple local electricity loads by aggregating adaptive models
Scientific Reports·2023· 4 citedOpen Access
Adaptive Probabilistic Forecasting of Electricity (Net-)Load
IEEE Transactions on Power Systems·2023· 19 citedOpen Access
An adaptive volatility method for probabilistic forecasting and its application to the M6 financial forecasting competition
arXiv (Cornell University)·2023· 2 citedOpen Access
Frugal day-ahead forecasting of multiple local electricity loads by aggregating adaptive models
arXiv (Cornell University)·2023Open Access
Supplementary materials for "Adaptive Probabilistic Forecasting of Electricity (Net-)Load"
Zenodo (CERN European Organization for Nuclear Research)·2022· 1 citedOpen Access
Supplementary materials for "Adaptive Probabilistic Forecasting of Electricity (Net-)Load"
Zenodo (CERN European Organization for Nuclear Research)·2022Open Access
Supplementary materials for "Adaptive Probabilistic Forecasting of Electricity (Net-)Load"
2022· 1 citedOpen Access
State-space models for time series forecasting. Application to the electricity markets.
HAL (Le Centre pour la Communication Scientifique Directe)·2022Open Access
Modeles espace-etat pour la prevision de series temporelles. Application aux marches electriques
theses.fr (ABES)·2022Open Access
State-Space Models for Online Post-Covid Electricity Load Forecasting Competition
IEEE Open Access Journal of Power and Energy·2022· 21 citedOpen Access
State-Space Models Win the IEEE DataPort Competition on Post-covid Day-ahead Electricity Load Forecasting
HAL (Le Centre pour la Communication Scientifique Directe)·2021Open Access
State-Space Models Win the IEEE DataPort Competition on Post-covid Day-ahead Electricity Load Forecasting
arXiv (Cornell University)·2021· 3 citedOpen Access
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Frequent Co-authors

Yannig Goude(10), Olivier Wintenberger(7), Olivier Wintenberger(6), Nicklas Werge(5), Jethro Browell(4), Matteo Fasiolo(4), David Obst(3), G. Lambert(2), Bachir Hamrouche(2), Camila Fernández(2), Pierre Gaillard(2), Baptiste Abélès(1), Olivier Wintemberger(1), Jean-Luc Mahoromeza(1), Adeline Fermanian(1), Nina Drobac(1), Margaux Brégère(1)