Search Results for author: Malo Huard

Found 3 papers, 0 papers with code

Hierarchical robust aggregation of sales forecasts at aggregated levels in e-commerce, based on exponential smoothing and Holt's linear trend method

no code implementations5 Jun 2020 Malo Huard, Rémy Garnier, Gilles Stoltz

We revisit the interest of classical statistical techniques for sales forecasting like exponential smoothing and extensions thereof (as Holt's linear trend method).

Learning Theory

Online Hierarchical Forecasting for Power Consumption Data

no code implementations1 Mar 2020 Margaux Brégère, Malo Huard

Our approach consists in three steps: feature generation, aggregation and projection.

Additive models Time Series +1

Uniform regret bounds over $R^d$ for the sequential linear regression problem with the square loss

no code implementations29 May 2018 Pierre Gaillard, Sébastien Gerchinovitz, Malo Huard, Gilles Stoltz

In the case of sequentially revealed features, we also derive an asymptotic regret bound of $d B^2 \ln T$ for any individual sequence of features and bounded observations.

regression

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