14 citations · 15 across the 3 of their papers we have counts for
3 papers
Enhancing reliability in prediction intervals using point forecasters: Heteroscedastic Quantile Regression and Width-Adaptive Conformal Inference
Carlos Sebastián, Carlos E. González-Guillén, Jesús Juan
Constructing prediction intervals for time series forecasting is challenging, particularly when practitioners rely solely on point forecasts. While previous research has focused on…
An adaptive standardisation methodology for Day-Ahead electricity price forecasting
Carlos Sebastián, Carlos E. González-Guillén, Jesús Juan
The study of Day-Ahead prices in the electricity market is one of the most popular problems in time series forecasting. Previous research has focused on employing increasingly comp…
A feature selection method based on Shapley values robust to concept shift in regression
Carlos Sebastián, Carlos E. González-Guillén
Feature selection is one of the most relevant processes in any methodology for creating a statistical learning model. Usually, existing algorithms establish some criterion to selec…