Observatorio de I+D+i UPM
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RESEARCHERS
RDI STRUCTURES
RESEARCH ACTIVITIES
INNOVATION
Investigador
Maria Jesus Sanchez Naranjo
Researcher Category
TITULAR UNIVERSIDAD
Role
ADJUNTO DIRECCIÓN E.T.S.. COORDINADOR DE PROGRAMA DE DOCTORADO.
UPM Centre
E.T.S. DE INGENIEROS INDUSTRIALES
Department:
INGENIERÍA DE ORGANIZACIÓN, ADMINISTRACIÓN DE EMPRESAS Y ESTADÍSTICA (N)
Knowledge Area
ESTADISTICA E INVESTIGACION OPERATIVA
Research Group:
Estadística computacional y Modelado estocástico
Email
mariajesus.sanchez
upm.es
Phone
910677087
Research Reports
Proyectos de I+D+i y generación de recursos
28 Proyectos de I+D+i
1: (2007)
SAS-IIF Grant to Support Research on Principles of Forecasting for Year 2006-2007: Unobserved component model for forecasting electricity prices and their volatilities
2: (2008)
Mercado y sociedad
3: (2008)
Modelo estocástico factorial en el mercado eléctrico español: predicción de precios y análisis de riesgos
4: (2009)
MODELO ESTOCASTICO FACTORIAL EN EL MERCADO ELECTRICO ESPAÑOL: PREDICCION DE PRECIOS Y ANALISIS DE RIESGOS
5: (2010)
METODOS ESTADISTICOS AVANZADOS PARA EL MODELADO Y PREDICCION DE PRECIOS EN MERCADOS ELECTRICOS LIBERALIZADOS
6: (2011)
Energía y Sociedad
7: (2011)
Estimación de la velocidad de referencia del viento para el dimensionamiento de turbinas eólicas según la norma IEC 61400 en áreas de meteorología adversa
8: (2011)
Estimación de la velocidad de referencia del viento para el dimensionamiento de turbinas eólicas según la norma IEC 61400 en áreas de meteorología adversa
9: (2011)
Métodos estadísticos avanzados para el modelado y predicción de precios en mercados eléctricos liberalizados
10: (2011)
Modelado y predicción de los mercados de energía eléctrica y de CO2 mediante modelos de componentes inobservables
11: (2011)
Predicción de la producción eólica nacional mediante análisis factorial dinámico
12: (2012)
Modelling and Forecasting Electricity and CO2 Markets through Unobserved Component Models
13: (2012)
Modelling and Forecasting Electricity and CO2 Markets through Unobserved Component Models
14: (2012)
Modelling and Forecasting Electricity and CO2 Markets through Unobserved Component Models
15: (2012)
Predicción de la producción eólica nacional con Análisis Factorial Dinámico
16: (2013)
MODELADO Y PREDICCION DE LOS MERCADOS DE ENERGIA ELECTRICA Y DE CO2....
17: (2013)
Modelling and Forecasting Electricity and CO2 Markets through Unobserved Component Models
18: (2013)
Modelling and Forecasting Electricity and CO2 Markets through Unobserved Component Models
19: (2013)
Obtención de predicciones de los precios de la energía eléctrica en el Mercado Eléctrico a corto y largo plazo
20: (2013)
Obtención de predicciones de los precios de la energía eléctrica en el Mercado Eléctrico a corto y largo plazo
21: (2014)
METODOS ESTADISTICOS AVANZADOS PARA EL MODELADO Y PREDICCION DE PRECIOS EN MERCADOS ELECTRICOS LIBERALIZADOS
22: (2014)
MODELADO Y PREDICCION DE LOS MERCADOS DE ENERGIA ELECTRICA Y DE CO2....
23: (2015)
Desarrollo y programación de funciones en MatLab para el tratamiento de datos censurados: aplicación a roturas de equipos en parques eólicos
24: (2015)
MaFEa: Modelado y Predicción de los mercados de energia electrica y de CO2 mediante modelos de componentes inobservables
25: (2015)
SERIES TEMPORALES MULTIVARIANTES CON DATOS FALTANTES: APLICACIÓN A LA MODELIZACIÓN DE LA CALIDAD DEL AIRE
26: (2017)
Energia y Sociedad
27: (2017)
MODELADO Y PREDICCION DE LOS MERCADOS DE ENERGIA ELECTRICA Y DE CO2....
28: (2018)
ASESORAMIENTO ENERGIA Y SOCIEDAD
Formación de Investigadores y Movilidad
3 Tesis Doctorales
1: (2010)
Multivariate Time Series Forecasting Using Unobserved Common Factors. Application to Electricity Prices in the Spanish Market
2: (2015)
Herramientas de gestión de compromiso para trabajadores del conocimiento
3: (2016)
HYBRID WIND-DIESEL POWER PLANT VALUATION AND OPTIMIZATION USING REAL OPTION THEORY AND DYNAMIC PROGRAMMING
Difusión de Resultados de Investigación
14 Artículos en revistas
1: (2007)
Mixed models for short-run forecasting of electricity prices: application to the Spanish market
2: (2010)
Evolution of Final Degree Projects at the Universidad Politecnica de Madrid
3: (2011)
A Diagnostic Tool Design for Cooperatives and Fair Trade Organizations
4: (2011)
Forecasting electricity prices and their volatilities using Unobserved Components
5: (2011)
Seasonal Dynamic Factor Analysis and Bootstrap Inference: Application to Electricity Market Forecasting
6: (2011)
Unobserved Component Model for Forecasting Electricity Prices and their volatilities
7: (2012)
Forecasting electricity prices by extracting dynamic common factors: application to the Iberian Market
8: (2013)
A dynamic factor model for mid-term forecasting of wind power generation
9: (2013)
Modelling and forecasting fossil fuels, CO2 and electricity prices and their volatilities
10: (2014)
Electricity Price Forecasting Accounting for Renewable Energies: Optimal Combined Forecasts
11: (2014)
Performance and Professional Skills in an Online Java Programming Course for Engineering Students
12: (2015)
Dynamic multi-stage dispatch of isolated wind?diesel power systems
13: (2015)
Electricity price forecasting accounting for renewable energies: optimal combined forecasts
14: (2018)
Design of a Model for the Analydid of Hidden Cost in Internationa Projects. Application to the Energy Sector
11 Capítulos de libros
1: (2010)
Conditionally Heteroskedastic Dynamic Factor Model for Forecasting Electricity Prices and their volatilities
2: (2013)
A dynamic factor model for mid-term forecasting of wind power generation
3: (2013)
A dynamic factor model for mid-term forecasting of wind power generation
4: (2013)
A dynamic factor model for mid-term forecasting of wind power generation
5: (2014)
Operational Issues for the Hybrid Wind-Diesel Systems: Lessons Learnt from the San Cristobal Wind Project
6: (2014)
Operational Issues for the Hybrid Wind-Diesel Systems: Lessons Learnt from the San Cristobal Wind Project
7: (2014)
Unit Commitment and Electricity Price Forecasting for Market Strategy Preparation in Interconnected Systems
8: (2015)
(forthcoming) Short-Term Forecasting of Electricity Prices Using Mixed Models
9: (2015)
Operational Issues for the Hybrid Wind-Diesel Systems: Lessons Learnt from the San Cristobal Wind Project
10: (2017)
Short-term Forecasting of Electricity Prices Using Mixed Models
11: (2017)
Short-term Forecasting of Electricity Prices Using Mixed Models
10 Conferencias invitadas en congresos
1: (2010)
Predicción de precios de energía eléctrica mediante modelos de componentes inobservables
2: (2011)
Extracting Common and Specific Dynamic Components from the vector of electricity prices in several European Power Markets
3: (2013)
A multivariate model for electricity, fossil fuels and emission allowances prices and their volatilities
4: (2013)
A multivariate model for electricity, fossil fuels and emission allowances prices and their volatilities
5: (2013)
A multivariate model for electricity, fossil fuels and emission allowances prices and their volatilities
6: (2013)
Optimal Combined Forecasts for Electricity Prices: Influence of Clean energies
7: (2013)
Optimal Combined Forecasts for Electricity Prices: Influence of Clean energies
8: (2014)
Evolution and implementation of CDIO Iniciatives at ETSII-UPM
9: (2014)
Evolution and implementation of CDIO Iniciatives at ETSII-UPM
10: (2014)
Operational Issues for the Hybrid Wind-Diesel Systems: Lessons Learnt from the San Cristobal Wind Project
2 Cursos, seminarios y tutoriales
1: (2008)
Workshop on "Unobserved Component Models and Applications to Electricity Markets"
2: (2015)
Advanced Time Series Analysis and Multivariate Statistics
1 Libros
1: (2007)
Predicción del consumo de agua mediante factores comunes inobservados
35 Ponencia en Congresos
1: (2007)
Análisis Factorial Dinámico con Estacionalidad
2: (2007)
Bootstrap procedure for Seasonal Dynamic Factor Analysis with application to electricity market forecasting
3: (2007)
New Tools for Teaching Probability and Statistics to Engineers
4: (2007)
Predicción del consumo de agua mediante factores comunes inobservados
5: (2008)
Estudio sobre la repercusión de las asignaturas de dibujo técnico en la elaboración de los planos de los proyectos fin de carrera
6: (2008)
Seasonal Dynamic Factor Analysis and Bootstrap Inference: Application to Electricity Market Forecasting
7: (2008)
Unobserved component model for forecasting electricity prices and their volatilities
8: (2009)
Conditionally Heteroskedastic Dynamic Factor Model for forecasting electricity prices and their volatilities
9: (2009)
Estimación conjunta de factores comunes y específicos en análisis factorial dinámico
10: (2009)
Joint estimation of common and specific factors in Dynamic Factor Analysis
11: (2009)
Predicción de precios de energía eléctrica utilizando la producción eólica.
12: (2009)
Seasonal Dynamic Factor Analysis and Bootstrap Inference: application to electricity market forecasting
13: (2009)
Valoración de las asignaturas de Expresión Gráfica dentro de los planos de los proyectos fin de carrera
14: (2010)
Decomposition of a vector of series into its common and specific dynamic components: application to several European power markets
15: (2011)
Forecasting Electricity Prices and their volatilities using unobserved components
16: (2012)
Decomposing a vector of series: application to the extraction of common and specific unobserved components in liberalized power markets
17: (2012)
Forecasting Electricity Prices and their volatilities using unobserved components
18: (2012)
Optimal combined forecasts for electricity prices considering renewable energies
19: (2012)
Seasonal Dynamic Factor Analysis with dynamic specific components: application to electricity market modelling and forecasting
20: (2013)
A dynamic factor model for mid-term forecasting of wind power generation
21: (2013)
A dynamic factor model for mid-term forecasting of wind power generation
22: (2013)
Modelos de componentes inobservables para la predicción de precios en mercados eléctricos liberalizados"
23: (2013)
Modelos de componentes inobservables para la predicción de precios en mercados eléctricos liberalizados"
24: (2014)
Evolution and Implementation of CDIO Initiatives at ETSII-UPM
25: (2014)
Evolution and Implementation of CDIO Initiatives at ETSII-UPM
26: (2014)
Optimal trading for wind power producers under uncertainty, using Bootstrap techniques
27: (2014)
Unit Commitment and Electricity Price Forecasting for Market Strategy Preparation in Interconnected Systems
28: (2016)
Estimation of 1-in-20 year national gas peak daily demand in some European countries
29: (2016)
Modelling And Forecasting Common And Specific Components In Multivariate Time Series
30: (2016)
Multivariate time series modeling with missing data: Application to the air quality of Madrid
31: (2017)
Design of a model for the analysis of hidden costs in international projects. Application to the energy sector
32: (2017)
Modelling and Forecasting Air Quality data with missing values via multivariate time series: Application to Madrid
33: (2017)
UNCERTAINTY QUANTIFICATION IN THE DYNAMIC RESPONSE OF ASSEMBLED STRUCTURES
34: (2018)
The Logical Framework Approach, Does its history guarantee its future?
35: (2018)
The Logical Framework approach, does its history guarantee its future?
• TOMA DE DATOS DE MEMORIAS Y CV
• UPM.ES
S2i 2020 Observatorio de investigación @ UPM con la colaboración del Consejo Social UPM
Cofinanciación del MINECO en el marco del Programa INNPACTO (IPT-020000-2010-22)
