Dr Matteo Fasiolo
PhD
Current positions
Senior Lecturer
School of Mathematics
Contact
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Research interests
I mainly work on Generalized Additive Models, particularly in the context of electricity demand forecasting applications. See https://mfasiolo.github.io for more details.
Publications
Recent publications
01/03/2024Adaptive probabilistic forecasting of electricity (net-) load
IEEE Transactions on Power Systems
Additive covariance matrix models
Journal of the American Statistical Association
Daily peak electrical load forecasting with a multi-resolution approach
International Journal of Forecasting
Robust neural posterior estimation and statistical model criticism
Additive stacking for disaggregate electricity demand forecasting
Annals of Applied Statistics
Related people
Professor Nicholas Howden
Professor of Water and Environmental Engineering
School of Civil, Aerospace and Design Engineering
Professor Mark Beaumont
Professor of Statistics
School of Biological Sciences
Dr Valentina Noacco
Honorary Research Fellow
School of Civil, Aerospace and Design Engineering
Dr Dan Ward
Postdoctoral Research Associate
School of Mathematics