FR1.SC3.5
Koopman Ensembles for Probabilistic Time Series Forecasting
Anthony Frion, Lucas Drumetz, IMT Atlantique, France; Guillaume Tochon, EPITA, France; Mauro Dalla Mura, Grenoble INP, France; Abdedjalil Aïssa El Bey, IMT Atlantique, France
Session:
FR1.SC3: Bayesian and Data Driven Statistical Signal Processing Lecture
Track:
TMTSP - Theoretical and Methodological Trends in Signal Processing
Location:
Saint Clair 3
Presentation Time:
Fri, 30 Aug, 11:50 - 12:10 France Time (UTC +1)
Session Chair:
Barbara Pascal, Nantes Université, École Centrale Nantes, CNRS
Presentation
Discussion
Resources
No resources available.
Session FR1.SC3
FR1.SC3.1: Auxiliary Particle Filtering with Variational Inference for Jump Markov Systems with Unknown Measurement Noise Covariance
Cheng Cheng, Northwestern Polytechnical University, China; Sinan Yildirim, Sabanci University, Turkey; Jean-Yves Tourneret, University of Toulouse, France
FR1.SC3.2: Longitudinal Cross-Temporal Dynamics in Foreign Exchange via Bayesian Multifractal Analysis
Herwig Wendt, CNRS - INPT, France; Patrice Abry, CNRS - ENSL, France; Yannick Malevergne Malevergne, Paris 1 Pantheon-Sorbonne, France; Marc Senneret, Gerald Perrin, Vivienne Investissement, France; Stephane Jaffard, CNRS, Universit\'{e} Paris-Est, France
FR1.SC3.3: ROBUST HYPERSPHERE FITTING FROM NOISY DATA USING GIBBS SAMPLING
Younes Boutiyarzist, University of Toulouse, TéSA, France; Julien Lesouple, University of Toulouse, ENAC, France; Jean-Yves Tourneret, University of Toulouse, ENSEEIHT/IRIT/TéSA, France
FR1.SC3.4: ONLINE BAYESIAN ADAPTIVE SAMPLING FOR NONLINEAR MODEL: APPLICATION TO PLANT PHENOTYPING
Félix Mercier, Université d'Angers, LARIS, UMR INRAe IRHS, France; Nizar Bouhlel, Angelina El Ghaziri, Institut Agro, Univ Angers, INRAE, IRHS, SFR QuaSaV, France; David Rousseau, Université d'Angers, LARIS, UMR INRAe IRHS, France
FR1.SC3.5: Koopman Ensembles for Probabilistic Time Series Forecasting
Anthony Frion, Lucas Drumetz, IMT Atlantique, France; Guillaume Tochon, EPITA, France; Mauro Dalla Mura, Grenoble INP, France; Abdedjalil Aïssa El Bey, IMT Atlantique, France
FR1.SC3.6: Towards a Perfect Reconstruction Theory
Olivier Rioul, Télécom Paris, Institut Polytechnique de Paris, France; Antoine Souloumiac, Commissariat à l'énergie atomique - Université Paris Saclay, France