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Modelling cross-dependencies between Spain’s regional tourism markets with an extension of the Gaussian process regression model
dc.contributor.author | Claveria, Oscar |
dc.contributor.author | Monte Moreno, Enrique |
dc.contributor.author | Torra Porras, Salvador |
dc.contributor.other | Universitat Politècnica de Catalunya. Departament de Teoria del Senyal i Comunicacions |
dc.date.accessioned | 2016-09-16T17:51:13Z |
dc.date.available | 2016-09-16T17:51:13Z |
dc.date.issued | 2016-08-16 |
dc.identifier.citation | Claveria, O., Monte, E., Torra Porras, S. Modelling cross-dependencies between Spain’s regional tourism markets with an extension of the Gaussian process regression model. "Series-Journal of the Spanish Economic Association", 16 Agost 2016, vol. 7, núm. 3, p. 341-357. |
dc.identifier.issn | 1869-4187 |
dc.identifier.uri | http://hdl.handle.net/2117/90005 |
dc.description.abstract | This study presents an extension of the Gaussian process regression model for multiple-input multiple-output forecasting. This approach allows modelling the cross-dependencies between a given set of input variables and generating a vectorial prediction. Making use of the existing correlations in international tourism demand to all seventeen regions of Spain, the performance of the proposed model is assessed in a multiple-step-ahead forecasting comparison. The results of the experiment in a multivariate setting show that the Gaussian process regression model significantly improves the forecasting accuracy of a multi-layer perceptron neural network used as a benchmark. The results reveal that incorporating the connections between different markets in the modelling process may prove very useful to refine predictions at a regional level. |
dc.format.extent | 17 p. |
dc.language.iso | eng |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
dc.subject | Àrees temàtiques de la UPC::Informàtica::Intel·ligència artificial::Aprenentatge automàtic |
dc.subject | Àrees temàtiques de la UPC::Enginyeria de la telecomunicació::Telemàtica i xarxes d'ordinadors |
dc.subject.lcsh | Machine learning |
dc.subject.lcsh | MIMO systems |
dc.subject.other | Machine learning |
dc.subject.other | Gaussian process regression |
dc.subject.other | Neural networks |
dc.subject.other | Multiple-input multiple-output (MIMO) |
dc.subject.other | Economic forecasting |
dc.subject.other | Tourism demand |
dc.title | Modelling cross-dependencies between Spain’s regional tourism markets with an extension of the Gaussian process regression model |
dc.type | Article |
dc.subject.lemac | Aprenentatge automàtic |
dc.subject.lemac | Sistemes MIMO |
dc.contributor.group | Universitat Politècnica de Catalunya. VEU - Grup de Tractament de la Parla |
dc.identifier.doi | 10.1007/s13209-016-0144-7 |
dc.description.peerreviewed | Peer Reviewed |
dc.relation.publisherversion | http://link.springer.com/journal/13209 |
dc.rights.access | Open Access |
local.identifier.drac | 18822087 |
dc.description.version | Postprint (author's final draft) |
local.citation.author | Claveria, O.; Monte, E.; Torra Porras, S. |
local.citation.publicationName | Series-Journal of the Spanish Economic Association |
local.citation.volume | 7 |
local.citation.number | 3 |
local.citation.startingPage | 341 |
local.citation.endingPage | 357 |
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