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
Papers by
subject areas
·
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.
·
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.
·
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.
·
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.
·
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.
·
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., 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)
·
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.
·
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.
·
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.
·
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.
·
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.
·
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.
·
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.
·
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.
·
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.
·
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.,
·
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
·
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.