The data shown for the Universidad Carlos III de Madrid are partial, as they are intended to answer 2 questions:

  • Who is researching a specific topic?
  • What is an expert, group or particular department researching?

The search results will adhere to the following limits: active Researchers at Carlos III University of Madrid, Projects since 2006 and Publications, Theses, Patents and Software since 2008.

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Author profile at the institutional portal

Alonso Fernandez, Andres Modesto amalonso@est-econ.uc3m.es

Estadística / Universidad Carlos III de Madrid

Publications

Open Access

Cophenetic-based fuzzy clustering of time series by linear dependency

  • Alonso Fernandez, Andres Modesto
  • D'urso, Pierpaolo
  • Gamboa Pinilla, Diana Carolina
  • Guerrero Lozano, Vanesa

INTERNATIONAL JOURNAL OF APPROXIMATE REASONING (p. 114-136) - 10/2021

https://doi.org/10.1016/j.ijar.2021.07.006 View at source

  • EISSN 1873-4731
  • ISSN 0888-613X

Adaptive EWMA-S2 control charts with adaptive smoothing parameter

  • Ugaz, Willy
  • Alonso Fernandez, Andres Modesto
  • Sanchez Rodriguez-morcillo, Ismael

Quality Engineering (p. 100-112) - 7/2020

https://doi.org/10.1080/08982112.2020.1776326 View at source

  • EISSN 1532-4222
  • ISSN 0898-2112
Open Access

A robust procedure to build dynamic factor models with cluster structure

  • Alonso Fernandez, Andres Modesto
  • Galeano San Miguel, Pedro
  • Peña Sanchez De Rivera, Daniel

Journal of Econometrics (p. 35-52) - 5/2020

https://doi.org/10.1016/j.jeconom.2020.01.004 View at source

  • EISSN 1872-6895
  • ISSN 0304-4076
Open Access

Hierarchical clustering for smart meter electricity loads based on quantile autocovariances

  • Alonso Fernandez, Andres Modesto
  • Nogales Martin, Francisco Javier
  • Ruiz Mora, Carlos

IEEE Transactions on Smart Grid (p. 4522-4530) - 5/2020

https://doi.org/10.1109/tsg.2020.2991316 View at source

  • EISSN 1949-3061
  • ISSN 1949-3053
Open Access

A Single Scalable LSTM Model for Short-Term Forecasting of Massive Electricity Time Series

  • Alonso Fernandez, Andres Modesto
  • Nogales Martin, Francisco Javier
  • Ruiz Mora, Carlos

Energies (Energies) (p. 5328) - 10/2020

https://doi.org/10.3390/en13205328 View at source

  • EISSN 1996-1073
  • ISSN 1996-1073
Open Access

Clustering time series by linear dependency

  • Alonso Fernandez, Andres Modesto
  • Peña Sanchez De Rivera, Daniel

STATISTICS AND COMPUTING (p. 655-676) - 7/2019

10.1007/s11222-018-9830-6 View at source

  • EISSN 1573-1375
  • ISSN 0960-3174
Open Access

D-trace estimation of a precision matrix using adaptive Lasso penalties

  • Avagyan, Vahe
  • Alonso Fernandez, Andres Modesto
  • Nogales Martin, Francisco Javier

Advances in Data Analysis and Classification (p. 425-447) - 6/2018

https://doi.org/10.1007/s11634-016-0272-8 View at source

  • EISSN 1862-5355
  • ISSN 1862-5347

Bias correction for time series factor models

  • Alonso, Andres M.
  • Bastos, Guadalupe
  • Garcia-Martos, Carolina;

Journal Of Statistical Computation And Simulation (p. 1576-1602) - 24/5/2018

10.1080/00949655.2018.1442467 View at source

  • EISSN 1563-5163
  • ISSN 0094-9655

Forecasting financial short time series

  • Alonso Fernandez, Andres Modesto
  • Simon De Blas, Clara
  • Garcia, Ana Elizabeth

Electronic Journal of Applied Statistical Analysis (Electronic Journal of Applied Statistical Analysis) (p. 42-57) - 1/4/2018

10.1285/i20705948v11n1p42 View at source

  • ISSN 20705948

Fuzzy clustering of time series using extremes

  • D'urso, Pierpaolo
  • Maharaj, Elizabeth A.
  • Alonso Fernandez, Andres Modesto

FUZZY SETS AND SYSTEMS (p. 56-79) - 7/2017

https://doi.org/10.1016/j.fss.2016.10.006 View at source

  • EISSN 1872-6801
  • ISSN 0165-0114

Predicción de tablas de mortalidad dinámicas mediante un procedimiento bootstrap

  • Alonso Fernandez, Andres Modesto

2008

Editor: Fundacion MAPFRE

  • ISBN 978-84-9844-101-7

Model-Based Clustering of Extreme Sea Level Heights. In: Sea Level Rise, Coastal Engineering, Shorelines and Tides

  • Gonzalez Scotto, Manuel
  • Barbosa, Susana M.
  • Alonso Fernandez, Andres Modesto

Sea Level Rise, Coastal Engineering, Shorelines and Tides (p. 277-294) - 1/2011

Editor: NOVA SCIENCE PUBLISHERS INC

  • ISBN 978-1-61728-655-1
Open Access

Modelling multiple seasonalities of NO2 hourly pollution levels

  • Ávila, Matías Luis
  • Alonso Fernandez, Andres Modesto
  • Peña Sanchez De Rivera, Daniel

XVIII Congreso de Biometría CEBMADRID (p. 57) - 2022

  • ISBN 978-84-16829-70-5

Predicción y clasificación basada en distancias parcialmente observadas: aplicaciones al mercado eléctrico

  • Alonso Fernandez, Andres Modesto

Análisis económico y Big Data - 2020

Clustering time series by dependence measures

  • Alonso Fernandez, Andres Modesto
  • Peña Sanchez De Rivera, Daniel

VI Jornada de Estadística UAM - 2017

A procedure for clustering time series

  • Alonso Fernandez, Andres Modesto
  • Peña Sanchez De Rivera, Daniel

9th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2016) - 2016

Comparing generalized pareto models fitted to extreme observation: an application to the largest temperatures in Spain

  • Alonso Fernandez, Andres Modesto
  • Bermudez, Patricia De Zea
  • Scotto, Manuel G

6rd International Conference of the ERCIM Working Group on Computing & Statistics (p. 1221-1233) - 7/2013

https://doi.org/10.1007/s00477-013-0809-8 View at source

  • EISSN 1436-3259
  • ISSN 1436-3240

Robust Functional Classification for Time Series

  • Romo Urroz, Juan
  • Alonso Fernandez, Andres Modesto
  • Casado De Lucas, David
  • Lopez Pintado, Sara

XXXIII Congreso Nacional de Estadística e Investigación Operativa y de las VII Jornadas de Estadística Pública - 2012

Model Averaging in Dynamic Factor Models: An Application to Electricity Prices Forecasting

  • Guadalupe Bastos
  • Andrés M. Alonso
  • García Martos, Carolina

Proceedings Cfe'12 (p. 0-0) - 1/12/2012

Time Series Classification

  • Romo Urroz, Juan
  • Alonso Fernandez, Andres Modesto
  • Lopez, Sara
  • Casado De Lucas, David

8th Scientific Meeting of the CLAssification and Data Analysis Group of the Italian Statistical Society, CLADAG 2011 - 2011

Clasificación de series temporales mediante análisis de datos funcionales: una aplicación en Geología

  • Alonso Fernandez, Andres Modesto
  • Casado De Lucas, David
  • Romo Urroz, Juan
  • Lopez Pintado, Sara

XXXII Congreso Nacional de Estadística e Investigación Operativa. VI Jornadas de Estadística Pública (SEIO 2010) (p. 72-72) - 2010

  • ISBN 978-84-693-6152-8

A Functional Data Approach for Discrimination of Times Series

  • Alonso Fernandez, Andres Modesto
  • Casado De Lucas, David
  • Lopez Pintado, Sara
  • Romo Urroz, Juan

18th International Conference on Computational Statistics (COMPSTAT 08) - 2008

Editor: Physica-Verlag

  • ISBN 978-3-7908-2083-6

Clustering and forecasting of day-ahead electricity supply curves using a market-based distance

  • Li, Zehang
  • Alonso Fernandez, Andres Modesto
  • Elias, Antonio
  • Morales, Juan M.

International Journal of Electrical Power and Energy Systems - 7/2024

Editor: UNIVERSIDAD CARLOS III DE MADRID

https://doi.org/10.1016/j.ijepes.2024.109977 View at source

Open Access

BIAS correction for dynamic factor models

  • Alonso Fernandez, Andres Modesto
  • Bastos, Guadalupe
  • Garcia Martos, Carolina

2017

Open Access

Monitoring variance by EWMA charts with time varying smoothing parameter

  • Ugaz Sanchez, Willy Ericson
  • Alonso Fernandez, Andres Modesto
  • Sánchez, Ismael

2016

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

D-trace Precision Matrix Estimation Using Adaptive Lasso Penalties

  • Avagyan, Vahe
  • Alonso Fernandez, Andres Modesto
  • Nogales Martin, Francisco Javier

2015

Open Access

Discriminant analysis of multivariate time series using wavelets

  • Maharaj, Elizabeth Ann
  • Alonso Fernandez, Andres Modesto

2012

Editor: Universidad Carlos III de Madrid. Departamento de Estadística

Classification of Functional Data: A Weighted Distance Approach

  • Alonso Fernandez, Andres Modesto
  • Casado De Lucas, David
  • Romo Urroz, Juan

2009

Editor: UNIVERSIDAD CARLOS III DE MADRID

A Functional Data Based Method for Time Series Classification

  • Alonso Fernandez, Andres Modesto
  • Casado De Lucas, David
  • Lopez Pintado, Sara
  • Romo Urroz, Juan

2008

Editor: UNIVERSIDAD CARLOS III DE MADRID

A Methodology for Population Projections: An Application to Spain

  • Alonso, Andrés M., Peña, D., Rodríguez, J.

Statistics And Econometrics Series - 1/9/2008

Editor: UNIVERSIDAD CARLOS III DE MADRID

This researcher has no technical reports.

Asesoramiento metodológico e implementación de modelos de Ciencia de Datos en el ámbito del proyecto denominado Sistema de predicción autónomo de gestión operativa y comercial para el sector de la distribución

  • Nogales Martin, Francisco Javier
  • Alonso Fernandez, Andres Modesto
  • Ruiz Mora, Carlos

Period: 11-06-2024 - 10-06-2025

Type of funding: Regional

Funding entity: TELYNET SA

PID2022-138114NB-I00 - Modelización de dependencias en altas dimensiones. - HI-DEMO

  • Wiper, Michael Peter
  • Ausin Olivera, Maria Concepcion
  • Garcia Sipols, Ana Elizabeth
  • Galeano San Miguel, Pedro
  • Alonso Fernandez, Andres Modesto
  • Strzalkowska-kominiak, Ewa

Period: 01-09-2023 - 31-08-2026

Type of funding: National

Funding entity: AGENCIA ESTATAL DE INVESTIGACION (AEI)

SOLUCIÓN MACHINE LEARNING PARA EL DISEÑO DE ESTRATEGIAS DE VENTA

  • Nogales Martin, Francisco Javier
  • Alonso Fernandez, Andres Modesto

Period: 26-06-2020 - 27-12-2021

Type of funding: National

Funding entity: TELYNET SA

PID2019-108311GB-I00 - Procedimientos estadísticos computacionales para datos dinámicos con estructura de dependencia compleja y aplicaciones

  • Galeano San Miguel, Pedro
  • Alonso Fernandez, Andres Modesto
  • Garcia Sipols, Ana Elizabeth
  • Wiper, Michael Peter
  • Ausin Olivera, Maria Concepcion

Period: 01-06-2020 - 31-05-2023

Type of funding: National

Funding entity: AGENCIA ESTATAL DE INVESTIGACION (AEI)

ZEROGASPAIN-CM-UC3M - Plan de contingencia para eliminar el gas natural del sistema eléctrico español: ¿Pueden las centrales termosolares sustituir a las centrales de ciclo combinado en los próximos años?

  • Ruiz Mora, Carlos
  • Gonzalez Gomez, Pedro Angel
  • Santana Santana, Domingo Jose
  • Nogales Martin, Francisco Javier
  • Alonso Fernandez, Andres Modesto
  • Fernandez Torrijos, Maria
  • Rodriguez Reviejo, Tomas
  • Sanchez Rocha, Patricia
... View more Collapse

Period: 01-01-2020 - 31-03-2022

Type of funding: Regional

Funding entity: CAM. CONSEJERÍA DE EDUCACIÓN E INVESTIGACION

Creación de un área sobre Big Data en economía y finanzas en Funcas

  • Peña Sanchez De Rivera, Daniel
  • Prieto Fernandez, Francisco Javier
  • Galeano San Miguel, Pedro
  • Alonso Fernandez, Andres Modesto

Period: 01-12-2020 - 30-11-2021

Type of funding: Regional

Funding entity: FUNDACIÓN DE LOS BANCOS Y CAJAS DE CECA (FUNCAS)

PROYECTO FLEXENER

  • ALONSO ARRIBAS, ELISA (Participante)
  • GARCIA CABRERA, MARIA JOSE (Participante)
  • CALDERON LILLO, GONZALO (Participante)
  • GOMEZ GIL DE SAN VICENTE, IGOR (Participante)
  • DEL CAMPO JIMÉNEZ, GUILLERMO (Participante)
  • GARCIA MATILLA, GONZALO (Participante)
  • MASCARAQUE GRECIANO, LAURA (Participante)
  • SAAVEDRA DARRIBA, EDGAR (Participante)
  • OLLOQUI BUJÁN, JORGE (Participante)
  • SANTAMARIA GALDON, MARIA ASUNCION (Investigador principal (IP))
... View more Collapse

Period: 01-10-2020 - 31-12-2022

Type of funding: National

Funding entity: BALANTIA CONSULTORES, S.L.

Predicción de demanda eléctrica desagregada y generación renovable distribuida en "Smart Grids".

  • Ruiz Mora, Carlos
  • Nogales Martin, Francisco Javier
  • Alonso Fernandez, Andres Modesto

Period: 01-09-2017 - 01-09-2018

Type of funding: National

Funding entity: FUNDACIÓN IBERDROLA ESPAÑA

Desarrollo de un novedoso sistema de gestión inteligente de eficiencia energética

  • Martinez Fernandez, Paloma
  • Gonzalez Carrasco, Israel

Period: 16-01-2017 - 15-10-2017

Type of funding: Regional

Funding entity: AICOX SOLUCIONES S.A.

ECO2015-66593-P - "Big data" y datos complejos en Empresa y Finanzas

  • Peña Sanchez De Rivera, Daniel
  • Romo Urroz, Juan
  • Muñoz Garcia, Alberto
  • Garcia Sipols, Ana Elizabeth
  • Senra Diaz, Eva
  • Wiper, Michael Peter
  • Ausin Olivera, Maria Concepcion
  • Romera Ayllon, Maria Rosario
  • Galeano San Miguel, Pedro
  • Lillo Rodriguez, Rosa Elvira
  • Velilla Cerdan, Santiago
  • Niño Mora, Jose
  • Cascos Fernandez, Ignacio
  • Alonso Fernandez, Andres Modesto
  • Jimenez Recaredo, Raul Jose
  • Cabras, Stefano
  • Arribas Gil, Ana
  • Martin Apaolaza, Nirian
  • Aguilera Morillo, Maria Del Carmen
... View more Collapse

Period: 01-01-2016 - 31-12-2019

Type of funding: National

Funding entity: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL

New estimation methods for high dimensional inverse covariance matrices

  • Alonso Fernandez, Andres Modesto
  • Avagyan, Vahe
  • Nogales Martin, Francisco Javier

Reading date: 18-02-2016

Gráficos de control EWMA adaptativos con parámetro de suavizado variable en el tiempo.

  • Alonso Fernandez, Andres Modesto
  • Ugaz Sanchez, Willy Ericson
  • Sanchez Rodriguez-morcillo, Ismael

Reading date: 19-12-2016

Reading institution: CAMPUS DE LEGANES

Contributions to Time Series Factor Modeling: Model Averaging and Bias Correction

  • Alonso Fernandez, Andres Modesto
  • Bastos, Guadalupe

1/1/2017

Reading date: 12-05-2017

Classification Techniques for Time Series and Functional Data

  • Rodriguez Puerta, Julio (Autor o Coautor)
  • Berrendero Diaz, Jose Ramon (Autor o Coautor)
  • Andrés M Alonso Fernández (Director)
  • Juan José Romo Urroz (Director) Doctorando: David Casado de Lucas

1/1/2010

Reading date: 12-07-2010

This researcher has no patents or software licenses.

Last data update: 12/1/24 8:58 AM