Listar por autor "Aneiros Pérez, Germán"
Mostrando ítems 1-4 de 4
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Fast Algorithm for Impact Point Selection in Semiparametric Functional Models
Novo Díaz, Silvia; Aneiros Pérez, Germán; Vieu, Philippe (M D P I AG, 2019-07-31)[Abstract] A new sparse semiparametric functional model is proposed, which tries to incorporate the influence of two functional variables in a scalar response in a quite simple and interpretable way. One of the functional ... -
On the Use of Functional Additive Models for Electricity Demand and Price Prediction
Raña, Paula; Vilar, Juan M.; Aneiros Pérez, Germán (Institute of Electrical and Electronics Engineers Inc., 2018-02-12)[Abstract]: 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. ... -
Sparse Semi-Functional Partial Linear Single-Index Regression
Novo Díaz, Silvia; Aneiros Pérez, Germán; Vieu, Philippe (M D P I AG, 2018-09-17)[Abstract] The variable selection problem is studied in the sparse semi-functional partial linear model, with single-index type influence of the functional covariate in the response. The penalized least squares procedure ... -
Using robust FPCA to identify outliers in functional time series, with applications to the electricity market
Vilar, Juan M.; Raña, Paula; Aneiros Pérez, Germán (Institut d'Estadistica de Catalunya, 2016)[Abstract]: This study proposes two methods for detecting outliers in functional time series. Both methods take dependence in the data into account and are based on robust functional principal component analysis. One method ...