Thesis:
Multivariate Time Series Forecasting Using Unobserved Common Factors. Application to Electricity Prices in the Spanish Market
Multivariate Time Series Forecasting Using Unobserved Common Factors. Application to Electricity Prices in the Spanish Market
Year:2010
Research Areas
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Statistics
Information
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Abstract
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|---|---|
| Tesis Doctoral con Meción Europea | |
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International
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Si |
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Type
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Doctoral |
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Mark Rating
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Sobresaliente cum laude |
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Date
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29/06/2010 |
Participants
- Director: Maria Jesus Sanchez Naranjo (UPM)
- Director: Julio Rodríguez Puerta (Universidad Autónoma de Madrid)
- Autor: Carolina Silvia Garcia Martos (UPM)
Research Group, Departaments and Institutes related
- Creador: Grupo de Investigación: Estadística computacional y Modelado estocástico
S2i 2020 Observatorio de investigación @ UPM con la colaboración del Consejo Social UPM
Cofinanciación del MINECO en el marco del Programa INNPACTO (IPT-020000-2010-22)