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Efficient methods for solving power system operation scheduling challenges: the thermal unit commitment problem with staircase cost and the very short-term load forecasting problem
Published 2023“…In addition, we introduced a novel method called the Analogue with Moving Av erage (AnMA) approach in very short-term load demand forecasting. AnMA exploits the seasonal characteristics of load demand time series by selecting the most correlated days. …”
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Efficient methods for solving power system operation scheduling challenges: the thermal unit commitment problem with staircase cost and the very short-term load forecasting problem
Published 2023“…In addition, we introduced a novel method called the Analogue with Moving Av erage (AnMA) approach in very short-term load demand forecasting. AnMA exploits the seasonal characteristics of load demand time series by selecting the most correlated days. …”
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Las Guerras con las Tribus Yaqui y Mayo del Estado de Sonora
Published 2015Subjects: “…Mayos-Guerras…”
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Value at Risk (VaR) in uncertainty: Analysis with parametric method and Black & Scholes simulations (Valor en Riesgo (VaR) en incertidumbre: Análisis con el método paramétrico y simulaciones con Black & Scholes)
Published 2014“…Abstract: VaR is the most accepted risk measure worldwide and the leading reference in any risk management assessment. …”
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Antimycobacterial Activity of Constituents from Foeniculum vulgare Var. Dulce Grown in Mexico
Published 2012“…Bioassay guided fractionation of an antimycobacterial extract of Foeniculum vulgare var dulce (Apiaceae) led to the isolation and characterization of 5-hydroxyfuranocoumarin. …”
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El fruto de Opuntia oligacantha var. Ulapa, fuente potencial de fitoquímicos
Published 2023Get full text
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Análisis del VaR en crisis y estabilidad: El caso de México y Argentina
Published 2008“…Se explican las principales inconvenientes del VaR como métrica de medición de riesgo.…”
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Mecanismo de acción de la oncotoxina de Bacillus thuringiensis var.thuringiensis
Published 1998Get full text
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Estimación del VaR mediante un modelo condicional multivariado bajo la hipótesis α-estable sub-Gaussiana: A conditional approach to VaR with multivariate α-stable sub-Gaussian distributions
Published 2018“…A conditional approach to VaR with multivariate α-stable sub-Gaussian distributions: Estimación del VaR mediante un modelo condicional multivariado bajo la hipótesis α-estable sub-Gaussiana…”
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