The olive oil assessment involves the use of a standardized sensory analysis according to the "panel test" method. However, there is an important interest to design novel strategies based on the use of Gas Chromatography (GC) coupled to mass spectrometry (MS), or ion mobility spectrometry (IMS) together with a chemometric data treatment for olive oil classification. It is an essential task in an attempt to get the most robust model over time and, both to avoid fraud in the price and to know whether it is suitable for consumption or not. The aim of this paper is to combine chemical techniques and Deep Learning approaches to automatically classify olive oil samples from two different harvests in their three corresponding classes: extra virgin olive oil (EVOO), virgin olive oil (VOO), and lampante olive oil (LOO). Our Deep Learning model is built with 701 samples, which were obtained from two olive oil campaigns (2014-2015 and 2015-2016). The data from the two harvests are built from the selection of specific olive oil markers from the whole spectral fingerprint obtained with GC-IMS method. In order to obtain the best results we have configured the parameters of our model according to the nature of the data. The results obtained show that a deep learning approach applied to data obtained from chemical instrumental techniques is a good method when classifying oil samples in their corresponding categories, with higher success rates than those obtained in previous works.

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The importance of electricity in people’s daily lives has made it an indispensable commodity in society. In electricity market, the price of electricity is the most important factor for each of those involved in it, therefore, the prediction of the electricity price has been an essential and very important task for all the agents involved in the purchase and sale of this good. The main problem within the electricity market is that prediction is an arduous and difficult task, due to the large number of factors involved, the non-linearity, non-seasonality and volatility of the price over time. Data Science methods have proven to be a great tool to capture these difficulties and to be able to give a reliable prediction using only price data, i.e., taking the problem from an univariate point of view in order to help market agents. In this work, we have made a comparison among known models in the literature, focusing on Deep Learning architectures by making an extensive tuning of parameters using data from the Spanish electricity market. Three different time periods have been used in order to carry out an extensive comparison among them. The results obtained have shown, on the one hand, that Deep Learning models are quite effective in predicting the price of electricity and, on the other hand, that the different time periods and their particular characteristics directly influence the final results of the models.

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