Named after the Goddess of the Hunt (Artemis), Artemisia was the 5th century BCE Queen of Halicarnassus, a kingdom that exists in modern-day Turkey. However, she was best known as a naval commander and ally of Xerxes, the King of Persia, in his invasion of the Greek city-states.

If you can't find her at Whiterun Bannered Mare, type in console:
help "Artemisia"
player.placeatme "id" 1
Then click on her and type:
player.placeatme 5c84d 1
setrelationshiprank player 4
disable
enable
Then, you should be able to get her to follow you.