{"id":88376,"date":"2001-11-01T00:00:00","date_gmt":"2001-11-01T00:00:00","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/contribuciones-al-metodo-de-regresion-armonica-dinamica-desarrollos-teoricos-y-nuevos-algoritmos\/"},"modified":"2001-11-01T00:00:00","modified_gmt":"2001-11-01T00:00:00","slug":"contribuciones-al-metodo-de-regresion-armonica-dinamica-desarrollos-teoricos-y-nuevos-algoritmos","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/ciencias-economicas\/contribuciones-al-metodo-de-regresion-armonica-dinamica-desarrollos-teoricos-y-nuevos-algoritmos\/","title":{"rendered":"Contribuciones al metodo de regresion armonica dinamica. desarrollos teoricos y nuevos algoritmos"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Marcos Bujosa Brun <\/strong><\/h2>\n<p>En esta tesis doctoral se estudia el modelo de componentes no observables dhr(dynamic harmonic regression) desarrollado por el profesor p.C. Young. en concreto, se identifican dos problemas en el algoritmo de estimaci\u00f3n de lo hiper-parametros del modelo dhr. Dichos problemas motivan el desarrollo de un nuevo algoritmo de estimaci\u00f3n. Este algoritmo es m\u00e1s rapido que el original debido a que es lineal. Se completa dicho algoritmo con un proceso simultaneo de identificaci\u00f3n del modelo dhr. La precisi\u00f3n observada en las estimaciones obtenidas con el algoritmo original y con el nuevo algoritmo son similares.  para la resoluci\u00f3n del primero de los problemas se ha extendido la transformada de fourier para poder definir un nuevo par de \u00abtransformadas de fourier extendidas\u00bb funci\u00f3n generadora de pseudo-covarianza\/pseudo-espectro para los modelos arma, y se ha derivado la representacion arma de los modelos dhr. Esta representaci\u00f3n alternativa ha permitido desarrollar un algoritmo de identificaci\u00f3n autom\u00e1tica de los modelos dhr, que constituye una novedad enro de la metodolog\u00eda dhr.  las contribuciones originales de esta tesis se pueden resumir en tres: 1) una nueva definici\u00f3n de los pseudo-espectros de los procesos arma, 2) la representaci\u00f3n de los modelos dhr como suma de procesos arma, y 3) un nuevo algoritmo de identificacion y estimacion de los modelos dhr.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Contribuciones al metodo de regresion armonica dinamica. desarrollos teoricos y nuevos algoritmos<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Contribuciones al metodo de regresion armonica dinamica. desarrollos teoricos y nuevos algoritmos <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Marcos Bujosa Brun <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Aut\u00f3noma de Madrid<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 11\/01\/2001<\/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>Antonio Garc\u00eda Ferrer<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal:  Del huyo bernat Juan <\/li>\n<li>daniel Pe\u00f1a s\u00e1nchez de rivera (vocal)<\/li>\n<li>peter Young (vocal)<\/li>\n<li>Antonio Aznar grasa (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Marcos Bujosa Brun En esta tesis doctoral se estudia el modelo de componentes no observables dhr(dynamic harmonic [&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 center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"ast-content-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"tablet":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""},"mobile":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center center","background-size":"auto","background-attachment":"scroll","background-type":"","background-media":"","overlay-type":"","overlay-color":"","overlay-gradient":""}},"footnotes":""},"categories":[82,737],"tags":[24244,23265,14614,184445,184444,184446],"class_list":["post-88376","post","type-post","status-publish","format-standard","hentry","category-ciencias-economicas","category-teoria-economica","tag-antonio-aznar-grasa","tag-antonio-garcia-ferrer","tag-daniel-pena-sanchez-de-rivera","tag-del-huyo-bernat-juan","tag-marcos-bujosa-brun","tag-peter-young"],"_links":{"self":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/88376","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/comments?post=88376"}],"version-history":[{"count":0,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/posts\/88376\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/media?parent=88376"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/categories?post=88376"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.deberes.net\/tesis\/wp-json\/wp\/v2\/tags?post=88376"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}