Výsledky vyhledávání - "Sebastian, Carlos"

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Enhancing reliability in prediction intervals using point forecasters: Heteroscedastic Quantile Regression and Width-Adaptive Conformal Inference

Autor: Sebastián, Carlos, González-Guillén, Carlos E., Juan, Jesús

Building prediction intervals for time series forecasting problems presents a complex challenge, particularly when relying solely on point predictors, a common scenario for practitioners in the industry. While research has primarily focused on achiev

Externí odkaz: http://arxiv.org/abs/2406.14904

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An adaptive standardisation methodology for Day-Ahead electricity price forecasting

Autor: Sebastián, Carlos, González-Guillén, Carlos E., Juan, Jesús

The study of Day-Ahead prices in the electricity market is one of the most popular problems in time series forecasting. Previous research has focused on employing increasingly complex learning algorithms to capture the sophisticated dynamics of the m

Externí odkaz: http://arxiv.org/abs/2311.02610

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A feature selection method based on Shapley values robust to concept shift in regression

Autor: Sebastián, Carlos, González-Guillén, Carlos E.

Feature selection is one of the most relevant processes in any methodology for creating a statistical learning model. Usually, existing algorithms establish some criterion to select the most influential variables, discarding those that do not contrib

Externí odkaz: http://arxiv.org/abs/2304.14774

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