Author

Joseph de Vilmarest

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Open access 2026

Robust Estimation for Linear State-Space Models With Stochastic Covariates

The Kalman Filter (KF) is used to estimate and predict state-space models. It frequently encounters uncertain covariates, such as those derived from noisy measurements of physical signals (e.g., sensor readings, weather data, etc.). Our aim is to account for their uncertainties and develop robust KF approaches when inc...

Jean-Luc Mahoromeza, Adeline Fermanian, O. Wintenberger et al. · IEEE Transactions on Signal... · 0 citations

Preprint Sep 2026

Combining Weather Forecast Aggregation and State-Space Models for Adaptive Probabilistic Electricity Load Forecasting

Accurate electricity load forecasting is essential to ensure the real-time balance between supply and demand, especially in systems increasingly influenced by weather conditions and renewable energy integration. In this paper, we propose an adaptive probabilistic forecasting framework that leverages multiple meteorolog...

Joseph de Vilmarest, Jonathan Dumas, J. Thorey · 0 citations