In this paper we consider the problem of short-term peak load forecasting using past heating demand data in a district-heating system. Our data-set consists of four separate periods, with 198 days in each period and 24 hourly observations in each day. We can detect both an intra-daily...

In this work we propose a novel EM method for the estimation of nonlinear nonparametric mixed-effects models, aimed at unsupervised classification. We perform simulation studies in order to evaluate the algorithm performance and we apply this new procedure to a real dataset. Copyright...

Every n-person stochastic game with a countable state space, finite action sets for the players and bounded, upper semi-continuous payoffs has an -equilibrium for every >0.

This paper discusses the problem regarding the existence of optimal or nearly optimal stationary strategies for a player engaged in a nonleavable stochastic game. It is known that, for these games, player I need not have an -optimal stationary strategy even when the state space of the game is...

We introduce a stochastic process based on nonhomogeneous Poisson processes and urn processes which can be reinforced to produce a mixture of semi-Markov processes. By working with the notion of exchangeable blocks within the process, we present a Bayesian nonparametric framework for handling...

This paper proposes a method for detecting income classes based on the change-point problem. There is an increasing demand for such a method in the literature. Computation of polarization indices requires a pre-grouping of the incomes. Similarly, indices of social exclusion and sometimes indices...

We deal with the problem of efficiently estimating a three-dimensional curve and its derivatives, starting from a discrete and noisy observation of the curve. This problem is now arising in many applicative contexts, thanks to the advent of devices that provide three-dimensional images and...