{"id":32647,"date":"1997-01-01T00:00:00","date_gmt":"1997-01-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/errores-de-prediccion-en-series-temporales-univariantes\/"},"modified":"1997-01-01T00:00:00","modified_gmt":"1997-01-01T00:00:00","slug":"errores-de-prediccion-en-series-temporales-univariantes","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/matematicas\/errores-de-prediccion-en-series-temporales-univariantes\/","title":{"rendered":"Errores de prediccion en series temporales univariantes."},"content":{"rendered":"<h2>Tesis doctoral de <strong>  Sanchez Rodriguez Morcillo Ismael <\/strong><\/h2>\n<p>En este trabajo se desarrollan dos aspectos relacionados con la deteccion de raices unitarias en series temporales univalentes . En primer lugar, se analizan las consecuencias en prediccion de considerar que existe raiz unitaria cuando el proceso es estacionario. En segundo lugar, se proponen nuevos contrastes de raices unitarias basados en errores de prediccion multihorizonte.  la investigacion se fundamenta en la estrecha relacion que existe entre las raices unitarias y la evolucion de una serie en el largo plazo. Es en el largo plazo donde mas diferencias existe entre una serie estacionaria y otra con raiz unitaria. Por tanto, la deteccion incorrecta de una raiz unitaria tendra consecuencias mas graves a largo plazo que a corto plazo. Asimismo, el largo plazo de una serie contiene informacion relevante que permite detectar la presencia de raices unitarias.  el autor demuestra que si un proceso autorregresivo estacionario tiene una raiz proxima al circulo uniad, el modelo sobrediferenciado genera predicciones con menor error cuadratico medio de prediccion que el modelo estacionario correctamente especificado. A partir de estos analisis se obtienen dos conclusiones: 1) para predecir es mejor sobrediferenciar, que infradiferenciar; 2) la baja potencia de los contrastes raices unitarias en la proximidad al circulo unidad no constituye un problema si el objetivo es la prediccion.  finalmente se analiza la deteccion de raices unitarias y se proponen tres tipos de contrastes basados en errores de prediccion.  el trabajo se acompa\u00f1a por amplias referencias bibliograficas y tablas demostrativas.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Errores de prediccion en series temporales univariantes.<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Errores de prediccion en series temporales univariantes. <\/li>\n<li><strong>Autor:<\/strong>\u00a0  Sanchez Rodriguez Morcillo Ismael <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Carlos III de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 01\/01\/1997<\/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>Daniel Pe\u00f1a S\u00e1nchez De Rivera<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: Antoni Espasa Terrades <\/li>\n<li>Agustin Maravall (vocal)<\/li>\n<li>Alberto Luce\u00f1o (vocal)<\/li>\n<li>Juan Ruiz Jes\u00fas (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Sanchez Rodriguez Morcillo Ismael En este trabajo se desarrollan dos aspectos relacionados con la deteccion de raices [&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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