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Listar Estadística e Investigación Operativa por autor "Olivares Nadal, Alba Victoria"
Mostrando ítems 1-7 de 7
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Artículo
A sparsity-controlled vector autoregressive model
Carrizosa Priego, Emilio José; Olivares Nadal, Alba Victoria; Ramírez Cobo, Josefa (Oxford University Press, 2017-04)Vector autoregressive (VAR) models constitute a powerful and well studied tool to analyze multivariate time series. Since ...
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Artículo
Embedding the production policy in location-allocation decisions
Carrizosa Priego, Emilio José; Olivares Nadal, Alba Victoria; Ramírez Cobo, Josefa (Springer, 2019-11-21)This paper investigates how the production policy, as well as other factors, affect the facility location-allocation ...
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Artículo
Integer constraints for enhancing interpretability in linear regression
Carrizosa Priego, Emilio José; Olivares Nadal, Alba Victoria; Ramírez Cobo, Josefa (Institut d´Estadística de Catalunya (Idescat), 2020-04-01)One of the main challenges researchers face is to identify the most relevant features in a prediction model. As a ...
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Artículo
Robust newsvendor problem with autoregressive demand
Carrizosa Priego, Emilio José; Olivares Nadal, Alba Victoria; Ramírez Cobo, Josefa (Elsevier, 2016-04)This paper explores the classic single-item newsvendor problem under a novel setting which combines temporal dependence ...
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Ponencia
Robust p-median problem with vector autoregressive demands
Carrizosa Priego, Emilio José; Olivares Nadal, Alba Victoria; Ramírez Cobo, Josefa (2015) -
Artículo
The Markovian arrival process: A statistical model for daily precipitation amounts
Ramírez Cobo, Josefa; Marzo Artigas, Xavier; Olivares Nadal, Alba Victoria; Alvarez Francoso, José; Carrizosa Priego, Emilio José; Pita López, María Fernanda (ELSEVIER SCIENCE BV, 2013-12-21)The Markovian arrival process (MAP) is a stochastic process that allows for modeling dependent and non-exponentially ...
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Artículo
Time series interpolation via global optimization of moments fitting
Carrizosa Priego, Emilio José; Olivares Nadal, Alba Victoria; Ramírez Cobo, Josefa (ELSEVIER SCIENCE BV, 2013-04-16)Most time series forecasting methods assume the series has no missing values. When missing values exist, interpolation ...