Workshop 

New stochastic forecasting methods for individual temporal
series in energy context



WorkshopEDFINRIA

April 5, 2012
Institut Henri Poincaré, Paris, Amphithéâtre Hermite



GOAL


This workshop is devoted to new stochastic forecasting methods for individual temporal series in energy context. The purpose is to bring together researchers and industrial professionals, interested in the advances in this area.

This workshop is linked to the deployment by EDF of the new Automated Metering Meter called Linky. At the end of the deployment, EDF would have to manage 35 billions AMM in France. This is a major issue for EDF that will have the possibility to collect the individual load curves which could be used to improve the management of the distribution network.

To anticipate this new context, EDF in relation with academic partners wants to investigate new stochastic methods to forecast individual customers load curves. Both theoretical and practical issues will be considered.



PROGRAM

9h00-9h30
Participants welcoming

9h30-10h
Sophie Bercu
EDF R&D
Introduction of the workshop

Stéphane Andrieux
Scientific Director of
EDF R&D
 New challenges of the load forecasting for Smart Grids

10h-10h45
Simon Wood
Bath University
Adapting Generalized additive modelling methods for short term grid load prediction

10h45-11h
Coffee break

11h-11h45
Anne Philippe
Université de Nantes
Hierarchical Bayesian modelling of the electricity load


11h45-12h30
Frédéric Proïa
INRIA de Bordeaux
Individual load forecasting by SARIMAX modelisation

12h30-14h
Lunch at IHP



14h-14h45
Anestis Antoniadis
Université Joseph Fourier, Grenoble
Wavelet methods for continuous-time prediction by means of Markov switching autoregressive Hilbert space processes

14h45-15h30
James Taylor
Oxford
University
Short-term load forecasting with exponentially weighted methods

15h30-16h
Coffee break

16h-16h45
Jean-Michel Loubes
Université de Toulouse
Statistical analysis of shape invariant models for curves

16h45-17h30
Serge Farges and Christophe Périard
Météo France
Weather forecasting : differents ways to reach local forecast

17h30-18h
Pierre Lé
EDF R&D
Conclusions and Perspectives
Presentation of the internal meeting at EDF Clamart





Registration

Registration are closed !!

In order to access to IHP, follow the link
http://www.ihp.fr/fr/acces

Organisation committee

Sophie Bercu et Pierre Lé, EDF R&D,
Bernard Bercu et Frédéric Proïa, IMB et INRIA de Bordeaux.

Mathematics in Industry

SMAI is organising tuesday 10 April at IHP a workshop entitled Innovation énergétique et Mathématiques

For more information, follow the link http://smai.emath.fr/congres/journees/ER/index.php