{"id":16391,"date":"2002-12-04T00:00:00","date_gmt":"2002-12-04T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/aplicacion-de-la-metodloga%c2%ada-box-jenkins-univariante-y-multivariante-al-mercado-electrico-turismo-y-construccion-en-espana\/"},"modified":"2002-12-04T00:00:00","modified_gmt":"2002-12-04T00:00:00","slug":"aplicacion-de-la-metodloga%c2%ada-box-jenkins-univariante-y-multivariante-al-mercado-electrico-turismo-y-construccion-en-espana","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/aplicacion-de-la-metodloga%c2%ada-box-jenkins-univariante-y-multivariante-al-mercado-electrico-turismo-y-construccion-en-espana\/","title":{"rendered":"Aplicaci\u00f3n de la metodlogia box-jenkins univariante y multivariante al mercado el\u00e9ctrico, turismo y construcci\u00f3n en espa\u00f1a"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Jos\u00e9 Parre\u00f1o Fern\u00e1ndez <\/strong><\/h2>\n<p>En esta tesis se aborda, en primer lugar, el estudio de la metodolog\u00eda box-jenkis de previsi\u00f3n de series temporales, en sus tres vertientes: univariante, funci\u00f3n de transferencia y multivariante. En segundo lugar, se aplican herramientas de data mining al an\u00e1lisis de series temporales; en concreto, t\u00e9cnicas de detecci\u00f3n y tratamiento de outliers.  despu\u00e9s del estudio metodol\u00f3gico de estas herramientas, se procede a la aplicaci\u00f3n pr\u00e1ctica, en la que obtienen previsiones para varias series temporales pertenecientes a tres sectores de la econom\u00eda espa\u00f1ola: mercado el\u00e9ctrico, sector tur\u00edstico y sector de la construcci\u00f3n. Para evaluar la calidad de las previsiones obtenidas, \u00e9stas se comparan con las obtenidas mediante otra t\u00e9cnica de previsi\u00f3n de reconocido prestigio, como son las redes neuronales artificiales.  en el estudio del mercado el\u00e9ctrico, se analizan series temporales correspondientes a precios y demandas de energ\u00eda el\u00e9ctrica: m\u00e1ximos y m\u00ednimos diarios, medios diarios y horarios.  en el an\u00e1lisis de los sectores tur\u00edstico y construcci\u00f3n, se analizan las series m\u00e1s representativas de ambos sectores, as\u00ed como ciertas variables macroecon\u00f3micas que pueden tener influencia en el comportamiento de las variables espec\u00edficas de cada sector, y que se modelizan conjuntamente con ellas.  por \u00faltimo, y con el objetivo de mejorar a\u00fan m\u00e1s la caliad de las previsiones obtenidas en los tres sectores analizados, se aplica una herramienta de data mining al an\u00e1lisis de las series estudiadas, en concreto, una t\u00e9cnica de detecci\u00f3n y tratamiento de outliers que permite mejorar los modelos encontrados.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Aplicaci\u00f3n de la metodlogia box-jenkins univariante y multivariante al mercado el\u00e9ctrico, turismo y construcci\u00f3n en espa\u00f1a<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Aplicaci\u00f3n de la metodlogia box-jenkins univariante y multivariante al mercado el\u00e9ctrico, turismo y construcci\u00f3n en espa\u00f1a <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Jos\u00e9 Parre\u00f1o Fern\u00e1ndez <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Oviedo<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 12\/04\/2002<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li> Fuente Garc\u00eda David De La<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: ces\u00e1reo Hern\u00e1ndez iglesias <\/li>\n<li>Alberto Luce\u00f1o v\u00e1zquez (vocal)<\/li>\n<li>bernardo Prida romero (vocal)<\/li>\n<li>ricardo Del olmo mart\u00ednez (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Jos\u00e9 Parre\u00f1o Fern\u00e1ndez En esta tesis se aborda, en primer lugar, el estudio de la metodolog\u00eda box-jenkis [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center 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