Publicaciones

Working papers

· Alonso, A.M., Peña, D. and Rodríguez, J. (2005) Proyecciones de la población española.

· Alonso, A.M., Peña, D. and Rodríguez, J. (2005) Proyecciones de demanda de educación en España y en Europa.

· Alonso, A.M., Peña, D. and Rodríguez, J. (2007) Proyecciones de demanda de educación en España, Fundación BBVA.

· Alonso, A.M., Peña, D. and Rodríguez, J. (2008) A methodology for population projections: An application to Spain.

· Alonso, A.M., Casado, D., López-Pintado, S. and Romo, J. (2008) A functional data based method for time series classification.

· Alonso, A.M., García, Ana, and Quintas, S. (2010) A Single Index Model procedure for interpolation intervals in time series, Universidad Rey Juan Carlos.

· Maharaj, E.A. and Alonso, A.M. (2012) Discriminant analysis of multivariate time series using wavelets.

· Avagyan, V., Alonso, A.M. and Nogales, F.J. (2014) Improving the graphical lasso estimation for the precision matrix through roots ot the sample convariance matrix.

· Avagyan, V., Alonso, A.M. and Nogales, F.J. (2015) D-trace Precision Matrix Estimation Using Adaptive Lasso Penalties.

· Ugaz, W., Alonso, A.M. and Sánchez, I. (2017) Monitoring variance by EWMA charts with time varying smoothing parameter.

· Alonso, A.M., Bastos, G. and García-Martos, C. (2017) Electricity prices forecasting by averaging dynamic factor models.

· Alonso, A.M., Bastos, G. and García-Martos, C. (2017) BIAS correction for dynamic factor models.

Books

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

· 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.

Papers by subject areas

Mathematics/Statistics

· 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.

· 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)

· 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)

· 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)

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

· 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)

· 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)

· 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.

· 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)

· 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)

· 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)

· 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

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

· 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)

· 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)

· 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.

· 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)

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

· 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)

· 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)

· 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.

· 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.

· 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.

· 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.

· 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.

· 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.

· 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.

· 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.

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

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

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

· 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.

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

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

· 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.

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

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

· 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.

· 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.

· 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.

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

· 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.

Computer Science

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

§ Matlab codes.

· 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.

· 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.

§ Companion material.

· 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.

· 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.

· 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.

· 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.

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

Engineering

· 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.

· 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)

· 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.

· 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.

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

· 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.

§ Companion material.

· 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.

· 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.

· 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 Systems Sciences, 11 (12), 3227-3233.

· 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, 36 (4), 215-225.

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

· 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.

· 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.

· 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.

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

Medicine

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

· 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.

§ Companion material.

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

· 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.

· 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.

· 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.

· 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.

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

· 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.

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

· 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.

· 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.

· 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.

· 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.

· 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.

· 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.

· 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.

Papers in Proceedings

· 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, pp. 625-632

· 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.

· 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.

· 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.

· 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.

· 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.

· 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.).

· 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.

· 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.).

· Alonso, A.M., Peña, D. and Romo, J. (2000) Técnicas de remuestreo y datos omitidos, Actas del XXV Congreso Nacional de Estadística e Investigación Operativa, 705-706.

· 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.

· Comas, T.P., Díaz, J.C. and Alonso, A.M. (1995) A computer system for epidemiological surveillance, Medinfo, 8 Pt 1, 482.