Publicaciones

Full chronological list

1. Alonso, A.M., Nogales, F.J and Ruiz, C. (2020) A Single Scalable LSTM Model for Short-Term Forecasting of Massive Electricity Time Series, Energies, 13 (20), 5328.Open Access.

2. Alonso, A.M., Nogales, F.J and Ruiz, C. (2020) Hierarchical Clustering for Smart Meter Electricity Loads Based on Quantile Autocovariances, IEEE Transactions on Smart Grid, 11 (5), 4522-4530. (Preprint; ArXiv)

3. Ugaz, W., Alonso, A.M. and Sánchez, I. (2020) Adaptive EWMA-S² Control Charts with Adaptive Smoothing Parameter, Quality Engineering, 33 (1), 100-112. (Preprint, WP-UC3M)

4. Alonso, A.M., Galeano, P. and Peña, D. (2020) A Robust Procedure to Build Dynamic Factor Models with Cluster Structure, Journal of Econometrics, 216 (1), 35-52. (Preprint)

· Matlab codes.

5. Alonso, A.M. and Peña, D. (2019) Clustering time series by linear dependency, Statistics and Computing, 29 (4), 655-676. (Preprint)

· Matlab codes.

6. Avagyan, V., Alonso, A.M. and Nogales, F.J. (2018) D-trace estimation of a precision matrix using adaptive Lasso penalties, Advances in Data Analysis and Classification, 12 (2), 425–447. (Preprint, WP-UC3M)

7. Alonso, A.M., Bastos, G. and García-Martos, C. (2018) Bias correction for time series factor models, Journal of Statistical Computation and Simulation, 88 (8), 1576-1602. (Preprint, WP-UC3M)

8. Alonso, A.M., Simon de Blas, C., García, A.E., Ciprían, M., Correas, T., Maestre, R. and Peinado, L. (2018) Forecasting short financial time series, Electronic Journal of Applied Statistics, 11 (1), 42-57. Open Access.

9. Ugaz, W., Sánchez, I. and Alonso, A.M. (2017) Adaptive EWMA Control Charts with Time-Varying Smoothing Parameter, International Journal of Advanced Manufacturing Technology, 93, (9–12), 3847–3858. (Preprint, WP-UC3M)

10. Avagyan, V., Alonso, A.M. and Nogales, F.J. (2017) Improving the Graphical Lasso Estimation for the Precision Matrix Through Roots of the Sample Covariance Matrix, Journal of Computational and Graphical Statistics, 26 (4), 865-872. (Preprint, WP-UC3M)

11. D’Urso, P., Maharaj, E.A. and Alonso, A.M. (2017) Fuzzy Clustering of Time Series using Extremes, Fuzzy Sets and Systems, 318, 56–79. (Preprint)

12. Alonso, A.M., Bastos, G. and García-Martos, C. (2016) Electricity Price Forecasting by Averaging Dynamic Factor Models, Energies, 9 (8), 600, pp 1-21. Open Access

13. Barbosa, S., Gouveia, S., Scotto, M. and Alonso, A.M. (2016) Wavelet-based Clustering of Sea Level Records, Mathematical Geosciences, 48 (2), 149-162.

14. Maharaj, E.A., Alonso, A.M. and D’Urso, P. (2015) Clustering Seasonal Time Series Using Extreme Value Analysis: An Application to Spanish Temperature Time Series, Communications in Statistics – Case Studies and Data Analysis, 1 (4), 175-191.(Preprint)

15. Alonso, A.M., Pérez, R.H. and Silva, E. (2015) Forecasting Mortality Rates: Mexico 2001-2010, Communications in Statistics – Case Studies and Data Analysis, 1 (1), 22-38. (Preprint)

· Companion material.

16. Gouveia, S., Scotto, M., Monteiro, A. and Alonso, A.M. (2015) Wavelets-based Clustering of Air Quality Monitoring Sites, Environmental Monitoring and Assessment, 187 (11), 1-14.

17. Alonso, A.M., Casado, D., Lopez-Pintado, S. and Romo, J. (2014) Robust Functional Classification for Time Series, Journal of Classification, 31, 325-350. (Preprint, WP-UC3M)

· Companion material.

18. Marron, J.S. and Alonso, A.M. (2014) Overview of object oriented data analysis, Biometrical Journal, 56, 732–753.

19. Alonso, A.M., de Zea Bermudez, P. and Scotto, M. (2014) Comparing Generalized Pareto models fitted to extreme observations: An application to the largest temperatures in Spain, Stochastic Environmental Research and Risk Assessment, 28, 1221-1233. (Preprint)

20. Maharaj, E.A. and Alonso, A.M. (2014) Discriminant analysis of multivariate time series: Application to diagnosis based on ECG signals, Computational Statistics and Data Analysis, 70, 67-87. (Preprint, WP-UC3M)

· Companion material.

21. Alonso, A.M., Peña, D. and Rodríguez, J. (2013) Predicción de clusters de series temporales demográficas, MedULA, 22 (1), 25-28.

22. Alonso, A.M., Quintas, S. and Sipols, A.E. (2013) A Single-Index Model procedure for interpolation intervals in Time Series, Computational Statistics, 28 (4), 1463-1484.

23. Scotto, M.G., Barbosa, S. and Alonso, A.M. (2013) Extreme-based Clustering of Environmental Time Series, Boletín de Estadística e Investigación Operativa, 29 (2), 92-102.

24. Monteiro, A., Carvalho, A., Ribeiro, I., Scotto, M., Barbosa, S., Alonso, A.M., Baldasano, J.M., Pay, M.T., Miranda, A.I. and Borrego, C. (2012) Trends in ozone concentrations in the Iberian peninsula by quantile regression and clustering, Atmospheric Environment, 56, 184-193.

25. Alonso, A.M., Casado, D., and Romo, J. (2012) Supervised Classification for Functional Data: A Weighted Distance Approach, Computational Statistics and Data Analysis, 56 (7), 2334-2346. (WP-UC3M)

26. Barbosa, S., Scotto, M.G. and Alonso, A.M. (2011) Summarising changes in air temperature over central Europe by quantile regression and clustering, Natural Hazards and Earth System Sciences, 11 (12), 3227-3233.

27. Scotto, M., Barbosa, S. and Alonso, A.M. (2011) Extreme value and cluster analysis of European daily temperature series, Journal of Applied Statistics, 38 (12), 2793-2804.

28. Alonso, A.M., García-Martos, C., Rodríguez, J. and Sánchez, M.J. (2011) Seasonal Dynamic Factor Analysis and Bootstrap Inference: Application to Electricity Market Forecasting, Technometrics, 53 (2), 137–151. (WP-UC3M)

29. Scotto, M.; Alonso, A.M. and Barbosa, S. (2010) Clustering time series of sea levels: an extreme value approach, Journal of Waterway, Port, Coastal, and Ocean Engineering, 136 (4), 215-225.

30. Vilar-Fernández, J.A., Alonso, A.M. and Vilar-Fernández, J.M. (2010) Nonlinear time series clustering based on nonparametric forecast densities, Computational Statistics and Data Analysis, 54 (11), 2850-2865.

31. Scotto, M.; Barbosa, S. and Alonso, A.M. (2010) Model-Based Clustering of Extreme Sea Level Heights (Chapter 14 of Sea Level Rise, Coastal Engineering, Shorelines and Tides, Nova Science Publishers, New York, ISBN: 978-1-61728-655-1.

32. Scotto, M.G., Barbosa, S.M. and Alonso, A.M. (2009). Clustering time series measurements of Baltic sea-level. Proceedings of the XVI Conference of the Portuguese Statistical Society, 625-632.

33. Scotto, M.; Barbosa, S. and Alonso, A.M. (2009) Model-based clustering of Baltic sea-level, Applied Ocean Research, 31 (1), 4-11.

34. Alonso, A.M. and Sipols, A.E. (2008) A time series bootstrap procedure for interpolation intervals, Computational Statistics and Data Analysis, 52 (4), 1792-1805.

35. Alonso, A.M. (2008) Predicción de tablas de mortalidad dinámicas mediante un procedimiento bootstrap, Editorial MAPFRE, Madrid. ISBN 978-84-9844-101-7.

36. Maharaj, E.A. and Alonso, A.M. (2007) Discrimination of locally stationary time series using wavelets, Computational Statistics and Data Analysis, 52 (2), 879-895.

· Companion material.

37. Alonso, A.M., García-Martos, C., Rodríguez, J. and Sánchez, M.J. (2007) Predicción del consumo de agua mediante la obtención de factores comunes inobservados, Actas del Simposio de Inteligencia Computacional, SICO’2007, ed I. Rojas-Ruiz and H. Pomares-Cintas, 440-446.

38. Alonso, A.M., Peña, D. and Rodríguez, J. (2007) Forecasting the Spanish mortality rates, Proceedings of the 22nd International Workshop on Statistical Modelling, ed. J. del Castillo, A. Espinal and P. Puig, 60-64.

39. Alonso, A.M., Casado, D., López-Pintado, S. and Romo, J. (2007) Time series classification based on functional depth, Proceedings of the 22nd International Workshop on Statistical Modelling, ed. J. del Castillo, A. Espinal and P. Puig, 56-59.

40. Alonso, A.M., Berrendero, J.R., Hernández, A. and Justel, A. (2006) Time series clustering based on forecast densities, Computational Statistics and Data Analysis, 51 (2), 762-766.

41. Alonso, A.M. and Maharaj, E.A. (2006) Comparison of time series using subsampling, Computational Statistics and Data Analysis, 50 (10), 2589-2599.

42. Alonso, A.M. (2006) Cluster analysis in epidemiological data (Matlab), Journal of Modern Applied Statistical Methods, 5 (1), 273-280.

43. Alonso, A.M., Peña, D. and Romo, J. (2006) Introducing model uncertainty by blockwise bootstrap, Statistical Papers, 47 (2), 167-179. (WP-UC3M)

44. Maharaj, E.A. and Alonso, A.M. (2006) Discriminant analysis of time series using wavelets, Proceedings in Computational Statistics 2006, ed. A. Rizzi and M. Vichi, 893-900.

45. Alonso, A.M. and Romo, J. (2005) Forecast of the expected non-epidemic morbidity of acute diseases using resampling methods, Journal of Applied Statistics, 32 (3), 281-295. (WP-UC3M)

46. Isidoro, A., Casado, E., Redondo, A., Acebo, P., Espinosa, E., Alonso, A.M., Cejas, P., Hardisson, D., Fresno, J.A., Belda, C., González, M. and Cuezva, J.M. (2005) Breast carcinomas fulfill the Warburg hypothesis and provide metabolic marker of cancer prognosis, Carcinogenesis, 26 (12), 2095-2104.

47. Alonso, A.M. and García, A.E. (2005) A time series bootstrap procedure for interpolation intervals, Actas del International Seminar on Nonparametric Inference 2005, 122-125.

48. Alonso, A.M. (2004) A Fortran routine for sieve bootstrap prediction intervals, Journal of Modern Applied Statistical Methods, 3 (1), 239-249. Open Access

49. Alonso, A.M., Peña, D. and Romo, J. (2004) Introducing model uncertainty in time series bootstrap, Statistica Sinica, 14 (1), 155-174. (WP-UC3M)

50. Gonzalez, A., Muñoz-Espín, D., Alonso, A.M., Punzón, C. and M. Izquierdo (2004) Parent phenotype and age dependence, on rat glioma tumor rejection. Journal of Neuro-Oncology, 70, 29-34.

51. Cuezva, J.M., Chen, G., Alonso, A.M., Isidoro, A., Misek, D.E., Hanash^,S.M. and Beer, D.G. (2004) The bioenergetic signature of lung adenocarcinomas is a molecular marker of cancer diagnosis and prognosis, Carcinogenesis, 25 (7), 1157-1163.

52. Alonso, A.M. and Comas, T.P. (2004) Número monográfico sobre diseños de estudios epidemiológicos, Pediátrika, 24 (2).

· Editorial: Clasificación de los estudios epidemiológicos, 9-10.

· Mediciones en Epidemiología. Medidas de frecuencia, de asociación y de impacto potencial, 11-18.

· Diseño y análisis de estudios de prevalencia, 19-25.

· Diseño y análisis de estudios de cohortes, 26-33.

· Diseño y análisis de estudios de casos y controles, 34-40.

53. Alonso, A.M., Peña, D. and Romo, J. (2003) Resampling time series by missing values techniques, Annals of the Institute of Statistical Mathematics, 55 (4), 765-796. (WP-UC3M)

54. Alonso, A.M. and Cuevas, A. (2003) On smoothed bootstrap for density functionals, Journal of Nonparametric Statistics, 15 (4-5), 467-477.

55. Alonso, A.M., Peña, D. and Romo, J. (2003) On sieve bootstrap prediction intervals, Statistics & Probability Letters, 65 (1), 13-20.

56. Alonso, A.M. and Maharaj, E.A. (2003) Comparación de series temporales mediante subsampling, Actas del XXVII Congreso Nacional de Estadística e Investigación Operativa, (8 pp.).

57. Alonso, A.M., Peña, D. and Romo, J. (2002) Forecasting time series with sieve bootstrap, Journal of Statistical Planning and Inference, 100 (1), 1-11. (WP-UC3M)

58. Alonso, A.M., Aguirre, A. and González, E. (2002) Forecast of the expected non-epidemic morbidity of acute diseases, Biometrical Letters, 39 (2), 53-61.

59. Alonso, A.M., Peña, D. and Romo, J. (2002) Una revisión de los métodos de remuestreo en series temporales, Estadística Española, 44 (150), 133-159.

60. Alonso, A.M. (2002) Un ejemplo de bootstrap suavizado, Lecturas Matemáticas, 23, 11-24.

61. Alonso, A.M., Peña, D. and Romo, J. (2002) Missing values resampling for time series, Proceedings in Computational Statistics 2002, ed. W. Härdle and B. Rönz, 461-466.

62. Alonso, A.M. (2001) Intervalos de confianza bootstrap para indicadores en regresión logística, MedULA, 10 (1-4), 11-20.

63. Alonso, A.M., Peña, D. and Romo, J. (2001) Incertidumbre del modelo y sieve bootstrap, Actas del XXVI Congreso Nacional de Estadística e Investigación Operativa, (12 pp.).

64. Alonso, A.M., Peña, D. and Romo, J. (2000) Sieve bootstrap prediction intervals, Proceedings in Computational Statistics 2000, ed. J.G. Bethlehem and P.G.M. van der Heijden, 181-186.

65. Martínez, R., Alonso, A.M., Díaz, J.C., Comas, T.P. and Castañeda, J.O. (1999) VIGILA: un instrumento para la vigilancia epidemiológica de enfermedades transmisibles, Revista Cubana de Medicina Tropical, 51 (1), 38-45.

66. Alonso, A.M. (1996) Evaluación estadística de pruebas diagnósticas, Cuadernos de Bioestadística and sus Aplicaciones Informáticas, 14 (1), 91-104.

67. de la Cruz, A.M., de Rojas, V., Delgado, J., Alonso, A.M. and Finlay, C.M. (1996) Conocimientos de la población sobre cólera, Revista Cubana de Medicina Tropical, 48 (3), 184-187.

68. Rico, O., Pereira, C. and Alonso, A.M. (1995) Estudios epidemiológicos para la evaluación de la efectividad de VAMENG-BC en diferentes poblaciones cubanas, MedULA, 4 (1/4), 45-50.

69. Rico, O., Jiménez, R., Pereira, C. and Alonso, A.M. (1995) La estacionalidad de la enfermedad meningocócica en menores de 1 año, Revista Cubana de Medicina Tropical, 47 (2), 108-112.

70. Rico, O., Pereira, C. and Alonso, A.M. (1995) Eficacia postlicenciamiento de VAMENGOC-BC en menores de 6 años en Holguín, Cuba. Primer año de observación, Revista Cubana de Medicina Tropical, 47 (1), 59 -64.

71. González, E., Armas, L. and Alonso, A.M. (1994) Tuberculosis in the Republic of Cuba: its possible elimination, Tubercle and Lung Disease, 75 (3), 188-194.

72. Alonso, A.M. (1994) Evaluation of the Cuban vaccination campaing against disease caused by Neisseria meningitidis B using time series models, MedULA, 3 (1/2), 18-19.

73. Aguirre, A. and Alonso, A.M. (1993) Pronóstico de niveles de endemia de enfermedades diarreicas agudas en Cuba, Revista Cubana de Medicina Tropical, 45 (2), 111-117.

74. Alonso, A.M. and Olivares, P. (1992) Modelos aleatorios de compartimentos para la evolución de pacientes afectados de SIDA, Revista Investigación Operacional, 13 (3), 253-259.