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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 ... -
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 ... -
Metric Tools for Sensitivity Analysis with Applications to Neural Networks
Pizarroso Gonzalo, Jaime; Alfaya Sánchez, David; Portela González, José; Muñoz San Roque, AntonioA medida que los modelos de aprendizaje automático se consideran para tomar decisiones autónomas con un impacto social significativo, la necesidad de comprender cómo funcionan estos modelos aumenta rápidamente. La Inteligencia ...