I am a PhD student in machine learning and statistics at Analyse Geométrie Modelisation (CREST) in Cergy-Poontoise University.
My PhD Thesis is a collaboration between a company, CDiscount, based in Bordeaux, and the laboratory. My main research topics consists in the application of time series methods for the prediction of long-term demand for different products. More specifically, i am interested in method to perform multi-time series forecasting, both from a theoritical or a practical point of vue. Current method of interest :
2019 P. Alquier , K. Bertin, P. Doukhan, R. Garnier, High dimensional VAR with low rank transition in Statistics and Computing. Pdf.
2020 R. Garnier Modelisation of competition between time series submitted in Annals of Operation Research Preprint .
2019 R. Garnier , A. Belletoile A multi-series framework for demand forecasts in E-commerce at APIA 2019. Preprint