Pascal Bondon CV

Research Interests

My research is mainly concerned with stochastic modelling and prediction of time series. Areas of current interest include:

Teaching Duties

Contact Information

E-mail:
pascal.bondon@l2s.centralesupelec.fr
Phone:
33 (0)1 69 85 17 31
Fax:
33 (0)1 69 85 17 65
Address:
CNRS, UMR 8506
3 rue Joliot-Curie
91192 Gif-sur-Yvette Cedex
France

Selected recent publications

V. A. Reisen, E. Zambon, G. C. Franco, A. Sgrancio, F. Fajardo, P. Bondon, F. Zielgmann, and B. Abraham. Robust estimation of fractional seasonal processes: Modeling and forecasting daily average SO2 concentrations. To appear in Mathematics and Computers in Simulation, 2018.

J. B. de Souza, V. A. Reisen, G. C. Franco, M. Ispány, P. Bondon, and J. M. Santos. Generalized additive model with principal component analysis: An application to time series of respiratory disease and air pollution data. Journal of the Royal Statistical Society Series C - Applied Statistics, 2017.

I. V. M. Souza, V. A. Reisen, G. C. Franco, and P. Bondon. The estimation and testing of the cointegration order based on the frequency domain. Journal of Business & Economic Statistics, 2016.

P. Haessig, B. Multon, H. Ben Ahmed, S. Lascaud, and P. Bondon. Energy storage sizing for wind power: impact of the autocorrelation of day-ahead forecast errors. Wind Energy, 18(1):43-57, 2015.

L. Song and P. Bondon. Structural changes estimation for strongly-dependent processes. Journal of Statistical Computation and Simulation, 83(10)1783-1806, 2013.

T. Éltető, N. Hansen, C. Germain-Renaud, and P. Bondon. Scalable structural break detection. Applied Soft Computing, 12:3408-3420, 2012.

L. Song and P. Bondon. Piecewise FARIMA models for long-memory time series. Journal of Statistical Computation and Simulation, 82(9):1367-1382, 2012.

P. Bondon and N. Bahamonde. Least squares estimation of ARCH models with missing observations. Journal of Time Series Analysis, 33(6):880-891, 2012.

Q. Cheng and P. Bondon. An efficient two-stage sampling method in particle filter. IEEE Transactions on Aerospace and Electronic Systems, 48(3):2666-2672, 2012.

T. Éltető, C. Germain-Renaud, P. Bondon, and M. Sebag. Towards non-stationary grid models. Journal of Grid Computing, 9(4):423-440, 2011.

P. Bondon. Estimation of autoregressive models with epsilon-skew-normal innovations. Journal of Multivariate Analysis, 100(8):1761-1776, 2009.

W. Palma, P. Bondon, and J. Tapia. Assessing influence in gaussian long-memory models. Computational Statistics & Data Analysis, 52(9):4487-4501, 2008.

P. Bondon and W. Palma. A class of antipersistent processes. Journal of Time Series Analysis, 28(2):261-273, 2007.

P. Bondon. Influence of missing values on the prediction of a stationary time series. Journal of Time Series Analysis, 26(4):519-525, 2005.

W. Palma and P. Bondon. On the eigenstructure of generalized fractional processes. Statistics & Probability Letters, 65(2):93-101, 2003.

P. Bondon. Prediction with incomplete past of a stationary process. Stochastic Processes and their Applications, 98(1):67-76, 2002.

P. Bondon. Recursive relations for multistep prediction of a stationary time series. Journal of Time Series Analysis, 22(4):399-410, 2001.

P. Bondon. Représentation autorégressive du prédicteur à passé infini incomplet d'une série chronologique stationnaire. Comptes Rendus de l'Académie des Sciences. Série I. Mathématique, 330(10):915-920, 2000.

More Papers and Preprints