Observatorio de I+D+i UPM
• ESPAÑOL
• ENGLISH
INVESTIGADORES
ESTRUCTURAS DE I+D+I
ACTIVIDAD INVESTIGADORA
INNOVACIÓN
Investigador
Carolina Silvia Garcia Martos
Categoría Investigador
TITULAR UNIVERSIDAD
Escuela UPM
E.T.S. DE INGENIEROS INDUSTRIALES
Departamento:
INGENIERÍA DE ORGANIZACIÓN, ADMINISTRACIÓN DE EMPRESAS Y ESTADÍSTICA
Area Conocimiento
ESTADISTICA E INVESTIGACION OPERATIVA
Grupo de Investigación:
Estadística computacional y Modelado estocástico
Email (Directorio UPM)
garcia.martos
upm.es
Teléfono (Directorio UPM)
910677083
Datos de Memorias relacionados
Proyectos de I+D+i y generación de recursos
27 Proyectos de I+D+i
1: (2007)
Unobserved component model for forecasting electricity prices and their volatilities
2: (2008)
Análisis de Experiencia Operativa de Centrales Nucleares, desarrollo y uso de indicadores de funcionamiento
3: (2008)
Mercado y sociedad
4: (2008)
Modelo estocástico factorial en el mercado eléctrico español: predicción de precios y análisis de riesgos
5: (2009)
ELABORACIÓN DE LOS INFORMES DE INDICADORES DE FUNCIONAMIENTO DE LAS CENTRALES NUCLEARES ESPAÑOLAS.
6: (2009)
MODELO ESTOCASTICO FACTORIAL EN EL MERCADO ELECTRICO ESPAÑOL: PREDICCION DE PRECIOS Y ANALISIS DE RIESGOS
7: (2010)
ELABORACIÓN DE LOS INFORMES DE INDICADORES DE FUNCIONAMIENTO DE LAS CENTRALES NUCLEARES ESPAÑOLAS.
8: (2011)
Energía y Sociedad
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: (2011)
VALIDACIÓN DE LA HERRAMIENTA INFORMÁTICA PARA EL CÁLCULO DE INDICADORES DE FUNCIONAMIENTO DE LAS CENTRALES NUCLEARES ESPAÑOLAS Y TRANSFERENCIA DE CONOCIMIENTO AL PERSONAL DEL CSN
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)
Modelling and Forecasting Electricity and CO2 Markets through Unobserved Component Models
16: (2012)
Predicción de la producción eólica nacional con Análisis Factorial Dinámico
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)
Análisis de un base de datos multivariante para la gestión de oficinas enfocado a ahorro y eficiencia energética, seguridad y confort
22: (2014)
METODOS ESTADISTICOS AVANZADOS PARA EL MODELADO Y PREDICCION DE PRECIOS EN MERCADOS ELECTRICOS LIBERALIZADOS
23: (2014)
MODELADO Y PREDICCION DE LOS MERCADOS DE ENERGIA ELECTRICA Y DE CO2....
24: (2015)
Desarrollo y programación de funciones en MatLab para el tratamiento de datos censurados: aplicación a roturas de equipos en parques eólicos
25: (2015)
SERIES TEMPORALES MULTIVARIANTES CON DATOS FALTANTES: APLICACIÓN A LA MODELIZACIÓN DE LA CALIDAD DEL AIRE
26: (2017)
MODELADO Y PREDICCION DE LOS MERCADOS DE ENERGIA ELECTRICA Y DE CO2....
27: (2018)
Tools for Enhancing and Assessing the Value of International Experience for Engineers
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: (2016)
Model Averaging in Dynamic Factor Models: application to electricity prices forecasting
3: (2017)
Contributions to time series factor modeling: model averaging and Bias correction
Difusión de Resultados de Investigación
18 Artículos en revistas
1: (2009)
Computation of uncertainty for atmospheric emission projections from key pollutant sources in Spain
2: (2011)
Forecasting electricity prices and their volatilities using Unobserved Components
3: (2011)
Seasonal Dynamic Factor Analysis and Bootstrap Inference: Application to Electricity Market Forecasting
4: (2011)
Seasonal Dynamic Factor Analysis and Bootstrap Inference: Application to Electricity Market Forecasting
5: (2011)
Unobserved Component Model for Forecasting Electricity Prices and their volatilities
6: (2012)
Forecasting electricity prices by extracting dynamic common factors: application to the Iberian Market
7: (2013)
A dynamic factor model for mid-term forecasting of wind power generation
8: (2013)
Modelling and forecasting fossil fuels, CO2 and electricity prices and their volatilities
9: (2013)
Modelling and forecasting fossil fuels, CO2 and electricity prices and their volatilities
10: (2013)
Power System Observability via Optimization
11: (2013)
Power system observability via optimization
12: (2014)
Electricity Price Forecasting Accounting for Renewable Energies: Optimal Combined Forecasts
13: (2015)
Electricity price forecasting accounting for renewable energies: optimal combined forecasts
14: (2015)
Electricity price forecasting accounting for renewable energies: optimal combined forecasts
15: (2016)
Electricity Price Forecasting by Averaging Dynamic Factor Models
16: (2018)
Bias correction for time series factor models
17: (2019)
Urban distribution centres in historical cities from the perspective of residents, retailers and carriers
18: (2019)
Urban distribution centres in historical cities from the perspective of residents, retailers and carriers
8 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: (2013)
Price Forecasting Techniques in Power Systems
6: (2014)
Unit Commitment and Electricity Price Forecasting for Market Strategy Preparation in Interconnected Systems
7: (2015)
(forthcoming) Short-Term Forecasting of Electricity Prices Using Mixed Models
8: (2017)
Short-term Forecasting of Electricity Prices Using Mixed Models
14 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: (2011)
ORGANIZER OF INVITED SESSION ON MODELLING AND FORECASTING ISSUES IN THE CURRENT CONTEXT OF POWER MARKETS
4: (2012)
Multivariate Time Series Forecasting Using Unobserved Common Factors. Application to Electricity Prices in the Spanish Market
5: (2013)
A multivariate model for electricity, fossil fuels and emission allowances prices and their volatilities
6: (2013)
A multivariate model for electricity, fossil fuels and emission allowances prices and their volatilities
7: (2013)
A multivariate model for electricity, fossil fuels and emission allowances prices and their volatilities
8: (2013)
Optimal Combined Forecasts for Electricity Prices: Influence of Clean energies
9: (2013)
Optimal Combined Forecasts for Electricity Prices: Influence of Clean energies
10: (2013)
Optimal risk management in the energy context:
11: (2013)
Optimal risk management in the energy context:
12: (2014)
Extracting common trends from scram rates of nuclear power plants using Dynamic Factor Analysis
13: (2015)
Bootstrap-based bias correction for dynamic factor models
14: (2016)
Bias Correction for Dynamic Factor Models
4 Cursos, seminarios y tutoriales
1: (2010)
Seasonal Dynamic Factor Analysis and Bootstrap Inference: Application to Electricity Market Forecasting
2: (2012)
ANÁLISIS DE TENDENCIAS PARA EL NÚMERO Y LA TASA DE SCRAM DE CENTRALES NUCLEARES
3: (2012)
On Dimensionality Reduction Techniques for Multivariate Time Series and Electricity Market Modelling and Forecasting
4: (2015)
Advanced Time Series Analysis and Multivariate Statistics
1 Informes para las AAPP o sus organismos dependientes
1: (2009)
Metodología estadística de análisis de tendencias: análisis comparativo de tres técnicas con aplicación al número de scrams
2 Otras Publicaciones
1: (2010)
Validación del nuevo soporte lógico para el programa clásico de indicadores
2: (2010)
Verificación de algoritmos para el cálculo de tendencias y significación estadística de los indicadores del Programa Clásico de Indicadores
32 Ponencia en Congresos
1: (2008)
Seasonal Dynamic Factor Analysis and Bootstrap Inference: Application to Electricity Market Forecasting
2: (2008)
Unobserved component model for forecasting electricity prices and their volatilities
3: (2009)
Conditionally Heteroskedastic Dynamic Factor Model for forecasting electricity prices and their volatilities
4: (2009)
Estimación conjunta de factores comunes y específicos en análisis factorial dinámico
5: (2009)
Estimation of Unobserved Component Models with Stochastic Variances using Simulated Maximum Likelihood
6: (2009)
Joint estimation of common and specific factors in Dynamic Factor Analysis
7: (2009)
Predicción de precios de energía eléctrica utilizando la producción eólica.
8: (2009)
Seasonal Dynamic Factor Analysis and Bootstrap Inference: application to electricity market forecasting
9: (2010)
Decomposition of a vector of series into its common and specific dynamic components: application to several European power markets
10: (2011)
Forecasting Electricity Prices and their volatilities using unobserved components
11: (2012)
Decomposing a vector of series: application to the extraction of common and specific unobserved components in liberalized power markets
12: (2012)
Forecasting Electricity Prices and their volatilities using unobserved components
13: (2012)
Model Averaging in Dynamic Factor Models: An Application to Electricity Prices Forecasting
14: (2012)
Optimal combined forecasts for electricity prices considering renewable energies
15: (2012)
Seasonal Dynamic Factor Analysis with dynamic specific components: application to electricity market modelling and forecasting
16: (2013)
A dynamic factor model for mid-term forecasting of wind power generation
17: (2013)
A dynamic factor model for mid-term forecasting of wind power generation
18: (2013)
A multivariate model for electricity, fossil fuels and emission allowances prices and their volatilities
19: (2013)
A multivariate model for electricity, fossil fuels and emission allowances prices and their volatilities
20: (2013)
Modelos de componentes inobservables para la predicción de precios en mercados eléctricos liberalizados"
21: (2013)
Modelos de componentes inobservables para la predicción de precios en mercados eléctricos liberalizados"
22: (2013)
Optimal Combined forecasts for electricity prices accounting for renewable energies
23: (2014)
Extracting common trends from scrams rates of nuclear power plants using Dynamic Factor Analysis
24: (2014)
On dimensionality Reduction Techniques for Multivariate Time Series
25: (2014)
Optimal trading for wind power producers under uncertainty, using Bootstrap techniques
26: (2014)
Unit Commitment and Electricity Price Forecasting for Market Strategy Preparation in Interconnected Systems
27: (2015)
The 'Ingenia' Initiative: A multidisciplinary set of subjects for promoting the CDIO methodology in a Master's Degree in Industrial Engineering
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: (2016)
The 'Ingenia' Initiative for Promoting CDIO at TU Madrid: Lessons Learned for Enhaced Performance
32: (2017)
Modelling and Forecasting Air Quality data with missing values via multivariate time series: Application to Madrid
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