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Stéphane Dellacherie

Publications and source records attributed to Stéphane Dellacherie.

2 recordsLinked to original sources

An augmented Lagrangian algorithm for constrained nonlinear least-squares

We present an algorithm for solving nonlinear least-squares problems subject to a mix of nonlinear and linear constraints. The nonlinear constraints are handled by reformulating the objective as the augmented Lagrangian function while linear constraints are handled directly. Each iteration consists of approximately solving a linearly constrained problem by means of a gradient projection technique. Our approach also involves a structured approximation of the augmented Lagrangian Hessian. We show global convergence of the method and assess the performance through numerical experiments.

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Causal Feature Selection for Weather-Driven Residential Load Forecasting

Weather is a dominant external driver of residential electricity demand, but adding many meteorological covariates can inflate model complexity and may even impair accuracy. Selecting appropriate exogenous features is non-trivial and calls for a principled selection framework, given the direct operational implications for day-to-day planning and reliability. This work investigates whether causal feature selection can retain the most informative weather drivers while improving parsimony and robustness for short-term load forecasting. We present a case study on Southern Ontario with two open-source datasets: (i) IESO hourly electricity consumption by Forward Sortation Areas; (ii) ERA5 weather reanalysis data. We compare different feature selection regimes (no feature selection, non-causal selection, PCMCI-causal selection) on city-level forecasting with three different time series forecasting models: GRU, TCN, PatchTST. In the feature analysis, non-causal selection prioritizes radiation and moisture variables that show correlational dependence, whereas PCMCI-causal selection emphasizes more direct thermal drivers and prunes the indirect covariates. We detail the evaluation pipeline and report diagnostics on prediction accuracy and extreme-weather robustness, positioning causal feature selection as a practical complement to modern forecasters when integrating weather into residential load forecasting.

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