Zobrazeno 1 - 10
of 45
pro vyhledávání: '"Juan M. Vilar"'
Publikováno v:
International Journal of Electrical Power & Energy Systems, Vol 162, Iss , Pp 110244- (2024)
The aim of this paper is to compute one-day-ahead prediction regions for daily curves of electricity demand and price. Three model-based procedures to construct general prediction regions are proposed, all of them using bootstrap algorithms. The firs
Externí odkaz:
https://doaj.org/article/056d3fc2fabd41c08f9974ed824240e1
Publikováno v:
Mathematics, Vol 10, Iss 9, p 1523 (2022)
For a fixed time, t, and a horizon time, b, the probability of default (PD) measures the probability that an obligor, that has paid his/her credit until time t, runs into arrears not later that time t+b. This probability is one of the most crucial el
Externí odkaz:
https://doaj.org/article/23ad9427fed84126aac099ee34cefd50
Publikováno v:
Proceedings, Vol 54, Iss 1, p 55 (2020)
In this work a doubly smoothed probability of default (PD) estimator is proposed based on a smoothed version of the survival Beran’s estimator. The asymptotic properties of both the smoothed survival and PD estimators are proved and their behaviour
Externí odkaz:
https://doaj.org/article/5270b79938e54981bddda4219cfcdcb0
Publikováno v:
Journal of Nonparametric Statistics. 34:1063-1090
Publikováno v:
Construction and Building Materials. 190:326-341
This research applied accelerated bridge construction techniques to the Northern Mexico City Elevated Urban Toll Road. To this end, an 18-m precast combined pile-cap and column element was monitored during production. The recorded high internal tempe
Statistical validation of new maturity functions for high-strength self-consolidating concrete mixes
Publikováno v:
Construction and Building Materials. 168:931-945
A research project was performed to characterize both the setting and hardening of three high-strength self-consolidating concrete mixes used in the production of precast combined pile-cap and column elements (column footings) of the Elevated Highway
Publikováno v:
International Journal of Electrical Power & Energy Systems. 96:457-472
This paper provides two procedures to obtain prediction intervals for electricity demand and price based on functional data. The proposed procedures are related to one day ahead pointwise forecast. In particular, the first method uses a nonparametric
Publikováno v:
IEEE Access, Vol 6, Pp 9603-9613 (2018)
This paper presents an application of functional additive models in the context of electricity demand and price prediction. Data from the Spanish electricity market are used to obtain the pointwise predictions. Also prediction intervals, based on a b
Publikováno v:
TEST. 27:659-679
This paper deals with the semi-functional partial linear regression model $$Y={{\varvec{X}}}^\mathrm{T}{\varvec{\beta }}+m({\varvec{\chi }})+\varepsilon $$ under $$\alpha $$ -mixing conditions. $${\varvec{\beta }} \in \mathbb {R}^{p}$$ and $$m(\cdot