Teaching

Time series (M1-ENSTA, STA202)

Introduction to R

R for time series

Trend and seasonnalities

Exponential smoothing

Stationnary process

ARMA models

SARIMA models

consignes_projet

examen2018_ennonce

examen2018_corrige

examen2019_ennonce

examen2019_corrige

examen2020_ennonce

examen2020_corrige

Ennoncés Corrigés
TP1_ennonce.pdf TP1_corrige.R
TP2_ennonce.pdf TP2_corrige.R
TP3_ennonce.pdf TP3_corrige.R
TP4_ennonce.pdf TP4_corrige.R
TP5_ennonce.pdf TP5_corrige.R
TP6_ennonce.pdf TP6_corrige.R

TP1_data.zip

Data_cours.zip

TP5_data.zip

TP6_exercice2.txt


Sim 202

intro.pdf

manipulation_import_data.html

linear_reg.pdf

Ridge.pdf

Modelisation_non_lineaire_INTRO.pdf

CART

Random Forest

main_reg.R

Exploratory_data_analysis.R

main_selection.R

main_GAM.R


Projet Machine Learning & Forecasting

voir https://master-statml-paris-saclay.math.u-psud.fr

planning

Introduction, organisation

Build Your R Package

Data importation & cleaning with R

Rappels_Reg_Lin.pdf

ridge.pdf

GAM.pdf

GAM_practice.pdf

cart

random forest

boosting

time series

agregation

data_conso_hebdo0

data_conso_hebdo1

montsouris

cdc_conso

data_ridge0

data_ridge1

thème énoncé code R
manipulation de données, web scrapping TP1_manipulation_donnees_web_scraping.pdf TP1_manipulation_donnee.R
visualisation de données/modèles TP2_visu.pdf TP2_visu.R
régression linéaire TP3_regression.pdf TP3_regression.R
ridge TP4_a_ridge.pdf TP4_a_ridge.R
modèles additifs TP4_b_GAM.pdf TP4_gam.R GAM_advanced.R
arbes de régression TP_rf.pdf TP5_regression_tree.R
forêts aléatoires TP6_random_forest.R
séries temporelles TP7_serie_temp.R
gradient boosting machines TP8_gbm.R
agrégation d’experts TP9_aggregation.R
2018-2019 2019-2020 2020-2021 2021-2022
NYtaxis Films Bike2 Foot
Groundwaters_fluctuations Pollution Air quality Taxi
Epidemie Volatilite Elections Traffic
Crimes Immobilier_moscou Solar Dengue
Pollution_london Seisme Bike River Flood

Ecole d’hiver Dijon-Besançon

mgcv.pdf

GAM_pratique_mgcv.pdf

rf.pdf

agregation_experts_beamer.pdf