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Forecasting functional time series with a new Hilbertian ARMAX model: application to electricity price forecasting
Portela González, José; Muñoz San Roque, Antonio; Alonso Pérez, EstrellaFunctional time series are the realization of stochastic processes where each observation is a continuous function defined on a finite interval. Forecasting these high dimensional time series requires models that operate ... -
Forecasting oil prices with non-linear dynamic regression modeling
Moreno Alonso, Pedro; Figuerola Ferretti Garrigues, Isabel Catalina; Muñoz San Roque, Antonio (2024-05-01)The recent energy crisis has renewed interest in forecasting crude oil prices. This paper focuses on identifying the main drivers determining the evolution of crude oil prices and proposes a statistical learning forecasting ... -
Forecasting residual demand curves of the day-ahead electricity market with a Hilbertian ARMAX model
Portela González, José; Muñoz San Roque, Antonio; Alonso Pérez, EstrellaThe offering or bidding strategy of an agent operating in a day-ahead electricity market may be optimized by modeling the competitive behavior of its competitors. This can be done using residual demand curves. For every ... -
Forecasting residual demand time series in electricity markets: a functional approach
Portela González, José; Muñoz San Roque, Antonio; Alonso Pérez, Estrella (European Regional Section of the IASC (Ginebra, Suiza), 19/08/2014)A new forecasting method for functional time series is proposed. The new model has been tested with the residual demand curves of the Spanish day-ahead electricity market and compared with other functional reference models. ... -
Functional prediction for the residual demand in electricity spot markets
Aneiros Pérez, Germán; Vilar-Fernández, Juan M.; Cao Abad, Ricardo; Muñoz San Roque, Antonio (2013-11-01)This paper deals with the prediction of residual demand curves in electricity spot markets, as a tool for optimizing bidding strategies in the short-term. Two functional models are formulated and empirically compared with ... -
Functional prediction for the residual demand in electricity spot markets
Aneiros Pérez, Germán; Cao Abad, Ricardo; Vilar-Fernández, Juan M.; Muñoz San Roque, Antonio (Physica-Verlag HD (Heidelberg, Alemania), 2011-06-17) -
Functional time series identification and diagnosis by means of autocorrelation analysis
Mestre Marcos, Guillermo; Portela González, José; Rice, Gregory; Muñoz San Roque, Antonio; Alonso Pérez, EstrellaQuantifying the serial correlation across lags is a crucial step in the identification and diagnosis of a model for scalar time series, where the autocorrelation and partial autocorrelation functions of the time series are ... -
Functional time series identification and diagnosis by means of autocorrelation analysis
Mestre Marcos, Guillermo; Portela González, José; Rice, Gregory; Muñoz San Roque, Antonio; Alonso Pérez, Estrella (Sociedad de Estadística e Investigación Operativa; Universitat Politècnica de València (Alcoy, España), 03/09/2019)Quantifying the serial correlation across lags is a crucial step in the identification and diagnosis of a model for scalar time series, where the autocorrelation and partial autocorrelation functions of the time series are ... -
Functional time series identification and diagnosis by means of autocorrelation analysis
Mestre Marcos, Guillermo; Portela González, José; Rice, Gregory; Muñoz San Roque, Antonio; Alonso Pérez, EstrellaQuantifying the serial correlation across lags is a crucial step in the identification and diagnosis of a model for scalar time series, where the autocorrelation and partial autocorrelation functions of the time series are ... -
Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis
Mestre Marcos, Guillermo; Portela González, José; Rice, Gregory; Muñoz San Roque, Antonio; Alonso Pérez, Estrella (2021-03-01)Quantifying the serial correlation across time lags is a crucial step in the identification and diagnosis of a time series model. Simple and partial autocorrelation functions of the time series are the most widely used ... -
Fundamentos matemáticos del análisis de datos
Cano Casanova, Santiago; Muñoz San Roque, Antonio; Portela González, José; San Segundo Barahona, Fernando; Sanchez Rebollo, Cristina (31/08/2019) -
Fundamentos Matemáticos del Análisis de Datos +OC
Cano Casanova, Santiago; Muñoz San Roque, Antonio; Portela González, José; San Segundo Barahona, Fernando; Sánchez Rebollo, Cristina (02/09/2019) -
Hilbertian ARMA model for forecasting functional time series
Portela González, José; Muñoz San Roque, Antonio; Alonso Pérez, Estrella (ERCIM Working Group on Computational and Methodological Statistics; Universidad de Sevilla; Queen Ma (Londres, Reino Unido), 12/12/2015)A new forecasting method for functional time series is proposed. This model attempts to generalize the standard scalar ARMA time series model to the $L^2$ Hilbert space in order to forecast functional time series. A ... -
Hybrid model-based fault detection and diagnosis for the axial flow compressor of a combined-cycle power plant
García Matos, Jesús Ángel; Sanz Bobi, Miguel Ángel; Muñoz San Roque, Antonio; Sola Rosique, Antonio (2013-05-01)This technical brief is focused on the research area of fault detection and diagnosis in a complex thermodynamical system: in this case, an axial flow compressor. Its main contribution is a new approach which combines a ... -
iMLP: Applying multi-layer perceptrons to interval-valued data
Muñoz San Roque, Antonio; Maté Jiménez, Carlos; Arroyo Gallardo, Javier; Sarabia Viejo, Angel Antonio (2007-04-01)Interval-valued data offer a valuable way of representing the available information in complex problems where uncertainty, inaccuracy or variability must be taken into account. In addition, the combination of Interval ... -
Intelligent system for a remote diagnosis of a photovoltaic solar power plant
Sanz Bobi, Miguel Ángel; Muñoz San Roque, Antonio; de Marcos Peirotén, Álvaro; Bada Olarán, Manuel (01/06/2012)Usually small and mid-sized photovoltaic solar power plants are located in rural areas and typically they operate unattended. Some technicians are in charge of the supervision of these plants and, if an alarm is automatically ... -
ISPMAT: sistema inteligente de mantenimiento predictivo aplicado a trenes
Sanz Bobi, Miguel Ángel; Palacios Hielscher, Rafael; Muñoz San Roque, Antonio; García-Escudero, Antonio; Pérez Alonso, Marcelo; Matesanz, Ángel Luis (2003-07-01) -
Machine learning
Mestre Marcos, Guillermo; Muñoz San Roque, Antonio; Portela González, José (10/01/2018) -
Machine learning
López López, Álvaro Jesús; Muñoz San Roque, Antonio; Portela González, José (19/12/2018) -
Machine Learning
Boal Martín-Larrauri, Jaime; Mestre Marcos, Guillermo; Muñoz San Roque, Antonio; Wogrin, Sonja (14/12/2020)