Observatorio de I+D+i UPM
• ESPAÑOL
• ENGLISH
INVESTIGADORES
ESTRUCTURAS DE I+D+I
ACTIVIDAD INVESTIGADORA
INNOVACIÓN
Investigador
Maria Jesus Sanchez Naranjo
Categoría Investigador
TITULAR UNIVERSIDAD
Cargos actuales
ADJUNTO DIRECCIÓN E.T.S.. COORDINADOR DE PROGRAMA DE DOCTORADO.
Escuela UPM
E.T.S. DE INGENIEROS INDUSTRIALES
Departamento:
INGENIERÍA DE ORGANIZACIÓN, ADMINISTRACIÓN DE EMPRESAS Y ESTADÍSTICA (N)
Area Conocimiento
ESTADISTICA E INVESTIGACION OPERATIVA
Grupo de Investigación:
Estadística computacional y Modelado estocástico
Email (Directorio UPM)
mariajesus.sanchez
upm.es
Teléfono (Directorio UPM)
910677087
Datos de Memorias relacionados
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
22 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
15: (2019)
A sample-based approach to estimate the dynamic loads of components with nonlinear uncertain interfaces
16: (2019)
A sample-based approach to estimate the dynamic loads of components with nonlinear uncertain interfaces
17: (2019)
A sample.based approach to estimate the dynamic loads of components with nonlinear uncertain interfaces
18: (2019)
Anisotropic meta-models for computationally expensive simulations in nonlinear mechanics
19: (2019)
Design of a Model for the Analysis of Hidden Costs in International Projects. Application to the Energy Sector
20: (2019)
Improving the management of International Development Projects
21: (2019)
Improving the management of International Development Projects
22: (2019)
Improving the managment of international development projects
12 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
12: (2019)
Design of a Model for the Analysis of the Hidden Costs in International Projects. Application to the Energy Sector
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?
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S2i 2022 Observatorio de investigación @ UPM con la colaboración del Consejo Social UPM
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