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Aggregation of experts to forecast time-series

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Experts aggregation for air quality forecasting

Joint work with Jean-Michel Poggi and Bruno Portier


This project gathers public material of a contract with AirNormand, located in Normandie (France). This institute is in charge of monitoring and forecasting the air quality in its region. Private parts (intermediate reports, custom code) were stripped.

Several forecasting models are available, but it is difficult to choose one and discard the others, because the performances vary significantly over time. Therefore, the main goal of our study is to experiment several rules of experts (sequential) aggregation, and compare the performances against individual forecasters and some oracles.


The final report may be found at this location

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