Journal papers

  1. Pedregal, D.J. (2022), Automatic Identification and Forecasting of Structural Unobserved Components Models with UComp, Journal of Statistical Software, 103, 1-33.
  2. Proietti, T. Pedregal, D.J. (2022), Seasonality in High Frequency Time Series, Decision Support SystemsEconometrics & Statistics, in press.
  3. Fotios, P., Pedregal, D.J. et al. (2022), Forecasting: theory and practice, , International Journal of Forecasting, 38, 705-871.
  4. Pedregal, D.J. (2021), New algorithms for automatic modelling and forecasting of decision support systems, Decision Support Systems, 148, 113585.
  5. Pedregal, D.J., Trapero, J.R. (2021), Adjusted combination of moving averages: A forecasting system for medium-term solar irradiance, Applied Energy, 298, 117155.
  6. Puig-Gamero, M., Trapero, J.R., Pedregal, D.J., Sánchez, P., Sanchez-Silva, L. (2021), Impact of the forecast price on economic results for methanol production from olive waste, Fuel, 295, 120631.
  7. Pedregal, D.J. (2020), Forecasting uranium prices: Some empirical results, Nuclear Engineering and Technology, 52, 1334-1339.
  8. Pedregal, D.J. (2019), Time series analysis and forecasting with ECOTOOL, PLOS ONE, 14(10): e0221238.
  9. Pedregal, D.J. (2019), State Space modeling for practitioners, Foresight, Issue 54 (Summer), 21-25.
  10. Castillo, J.I., Castro, M., López, L., Pedregal, D.J. (2019), From legislation to compliance: The power of traffic law enforcement for the case study of Spain, Transport Policy, 75, 1-9.
  11. Villegas, M.A., Pedregal, D.J. (2019), Automatic selection of Unobserved Components models for supply chain forecasting, International Journal of Forecasting, 35, 157-169.
  12. Villegas, M.A., Pedregal, D.J. (2018), SSpace: A toolbox for State Space modelling, Journal of Statistical Software, 87-5,1-26.
  13. Villegas, M.A., Pedregal, D.J. (2018), Supply chain decision support systems based on a novel hierarchical forecasting approach, Decision Support Systems, 114, 29-36.
  14. Castillo, J.I., Castro, M. , López, L., Pedregal, D.J., Garrido, J.M. (2018), High Speed Rail: Fast tracking tourism in the EU?, Annals of Tourism Research, 71, 64-66.
  15. Villegas, M.A., Pedregal, D.J., Trapero, J.R. (2018), A support vector machine for model selection in demand forecasting applications, Computers & Industrial Engineering, 121, 1-7.
  16. Castillo, J.I., Pedregal, D.J., González, F., Castro, M. (2017), Legal reform and the devolution of the Spanish port system: an econometric assessment, Utilities Policy, 50, 73-82.
  17. Castillo, J.I., Castro, M., López, L., Pedregal, D.J. (2017), Measuring the LCC effect on charter airlines in the Spanish airport system, Journal of Air Transport Management, 65, 110-117.
  18. Trapero, J.R., Pedregal, D.J. (2016), A novel time-varying bullwhip effect metric: An application to promotional sales, International Journal of Production Economics, 182, 465-471.
  19. Castillo-Manzano J.I., Pedregal, D.J., Pozo-Barajas, R. (2016), ‘An econometric evaluation of the management of large-scale transport infrastructure in Spain during the great recession: Lessons for infrastructure bubbles’, Economic Modelling, 53, 302-313.
  20. Amo-Salas, M., López-Fidalgo, J., Pedregal, D.J. (2015), ‘Experimental designs for Autoregressive Models Applied to Industrial Maintenance’, Reliability Engineering & System Safety, 133, 87-94.
  21. García, F.P., Pedregal, D.J., Roberts, C. (2015), ‘New Methods for the Condition monitoring of Level Crossings‘, International Journal of Systems Science, 46, 878-884.
  22. Pedregal, D.J., Pérez, J.J., Sánchez, A.J., (2014), ‘A toolkit to strengthen government budget surveillance’, Review of Public Economics, 211, 117-146
  23. Paredes, J., Pedregal, D.J., Pérez, J.J. (2014), ‘Fiscal policy analysis in the Euro area: expanding the toolkit’, Journal of Policy Modeling, 36, 800-823.
  24. Castillo, J.I., Castro, M., Pedregal, D.J., (2014), ‘Temporary speed limit changes: An econometric estimation of the effects of the Spanish Energy Efficiency and Saving Plan’, Economic Modelling, 44, 568-576.
  25. Castillo, J.I., Castro, M., Pedregal, D.J., (2014), ‘The trend towards convergence in road accident fatality rates in Europe: the contributions of non-economic variables’, Transport Policy, 35, 229-240.
  26. Castillo, J.I., López, L., González, F., M. Pedregal, D.J., (2013), ‘An econometric analysis of the Spanish fresh fish market’, ICES Journal of Marine Science, 71, 628-635
  27. Castillo, J.I., López, L., Marchena, M. Pedregal, D.J., (2013), ‘How much does water consumption drop when each household takes charge of its own consumption? The case of the city of Seville‘, Applied Economics, 45, 4465-4473.
  28. Trapero, J.R., Pedregal, D.J., Fildes, R., Kourentzes, N. (2013), Analysis of judgmental adjustments in the presence of promotions, International Journal of Forecasting, 29, 234-243.
  29. Carnero, M.C., Pedregal, D.J. (2013), Ex-ante Assessment of the Spanish Occupational Health and Safety Strategy (2007-2012) Using a State Space framework, RESS, 110, 14-21.
  30. Fernández, L., Pedregal, D.J., Pérez, J.J. (2012), ‘Monitoring Sub-central Government Spending in Spain‘, Review of Public Economics, 77-104.
  31. Castillo, J.I., López, L., Pedregal, D.J. (2012), ‘What role will hubs play in the LCC point-to-point connections era? The Spanish experience‘, Journal of Transport Geography, 24, 262-270.
  32. Castillo, J.I., Pedregal, D.J., Pozo, R. (2012), ‘Assessing fear of flying after a plane crash. The “Rainman” effect – Myth or reality?‘, Journal of Air Transport Management, 20, 20-22.
  33. Castillo, J.I., López, L., Pedregal, D.J. (2012), ‘How can the effects of the introduction of a new airline on a national airline network be measured? A time series approach for the Ryanair case in Spain‘, Journal of Transport Economics and Policy, 46, 1-17.
  34. Castillo, J.I., Pedregal, D.J. (2012), ‘How many lives can bloody and shocking road safety advertising save? the case of Spain‘, Transportation Research Part F, 15, 174-187.
  35. Pedreal, D.j., Taylor, C.J. (2012), ‘SSpace: A Flexible and General State Space Toolbox for MATLAB‘, in Wang, L., Garnier. H. (eds.), System Identification, Enrivonmental Modelling and Contro System Design, 615-636. 10.1007/978-0-85729-974-1_30.
  36. Castillo, J.I., Castro, M., Pedregal, D.J. (2011), ‘Can fear of going to jail reduce the number of road fatalities? The Spanish experience‘, Journal of Safety Research, 42, 223-228.
  37. Carnero, C., Pedregal, D.J. (2011), ‘Forecasting turbine problems by means of the state space framework’, Journal of Loss Prevention in the Process Industries, 24, 432-439.
  38. Leal, T., Pedregal, D.J., Pérez, J.J. (2011), ‘Short-term monitoring of the Spanish government balance’, Journal of the Spanish Economic Association (SERIEs), 2, 97-119.
  39. Carnero, C., Pedregal, D.J. (2010), ‘Modelling and forecasting occupational accidents of different severity levels in Spain’, Reliability Engineering and System Safety, 95, 1134-1141.
  40. Castillo, JI, Castro, M, Pedregal, DJ,  (2010), “An econometric analysis of the effects of the penalty points system driver’s license in Spain”, Accident Analysis & Prevention 42 (4): 1310-1319.
  41. García, F.P., Pedregal, D.J., Roberts, C. (2010), ‘Time Series methods applied to failure prediction and detection‘, Reliability Engineering & System Safety, 95, 698-703.
  42. Pedregal, D.J., Trapero, J.R. (2010), ‘Mid-term hourly electricity forecasting based on a multi-rate approach’, Energy Conversion and Management, 51, 105-111.
  43. Pedregal, D.J., Pérez, J.J. (2010), ‘Should quarterly government finance statistics be used for fiscal surveillance in Europe?‘, International Journal of Forecasting, 26, 794-807.
  44. Onorante, L., Pedregal, D.J., Pérez, J.J., Signorini, S. (2010), ‘The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area’, Journal of Policy Modeling, 32, 98-119.
  45. Trapero, J.R., Pedregal, D.J. (2009), ‘Frequency domain methods applied to forecasting electricity markets’, Energy Economics, 31, 727-735.
  46. Pedregal, D.J., Dejuán, O., Gómez, N. y Tobarra, M.A. (2009), ‘Modelling demand for crude oil products in Spain’, Energy Policy, 37, 4417-4427.
  47. Pedregal, D.J., Rivas, R., Feliu, V., Sánchez, L., Linares, A. (2009), ‘A non-linear forecasting system for the Ebro River at Zaragoza, Spain’, Environmental Modelling and Software, 24, 502-509.
  48. Pedregal, D.J., Carnero, C. (2009), ‘Vibration analysis diagnostics by continuous-time models: A case study’, Reliability Engineering and System Safety, 94, 244-253.
  49. Pedregal, D.J., García, F.P., Roberts, C. (2009), ‘An algorithmic approach for maintenance management based on advanced state space systems and harmonic regressions’, Annals of Operations Research, 166, 109-124.
  50. Rivas, R., Feliu, V., Sánchez, L., Pedregal, D.J., Linares, A., Aguilar, J.V., Langarita, P. (2008), ‘Identificación del primer tramo del canal principal de riego “Imperial de Aragón“’, Ingeniería hidráulica en México, 23, 71-87.
  51. Pedregal, D.J., Young, P.C. (2008), Development of improved adaptive approaches to electricity demand forecasting, Journal of the Operational Research Society, 59, 1066-1076.
  52. García, F.P. and Pedregal, D. J. (2007). Applied RCM2 Algorithms Based on Statistical Methods, International Journal of Automation and Computing, 4, 109-116.
  53. García, F.P., Pedregal, D.J., (2007), ‘Failure Analysis and Diagnostics for Railway Trackside Equipment‘, Engineering Failure Analysis, 14, 1411-1426.
  54. Pedregal, D.J., Trapero, J.R. (2007), ‘Electricity Prices Forecasting by Automatic Dynamic Harmonic Regression Models’, Energy Conversion and Management, 48, 1710-1719.
  55. Taylor, C.J., Pedregal, D.J., Young, P.C., Tych, W., (2007) ‘Time series analysis and forecasting with the Captain toolbox‘, Environmental Modelling and Software, 22, 797-814.
  56. García, F.P., Pedregal, D.J., Schmid, F., (2007), ‘Unobserved Components models applied to the assessment of wear in railway points: a case study‘, European Journal of Operational Research, 176, 1703-1712.
  57. Pedregal, D.J., Young, P.C. (2006), ‘Modulated cycles, an Approach to Modelling Periodic Components from Rapidly Sampled Data’, International Journal of Forecasting, 22, 189-194.
  58. Pedregal, D.J., Carnero, C. (2006), ‘State Space Models for Condition Monitoring. A case study’, Reliability Engineering and System Safety, 91, 171-180.
  59. Pedregal, D.J., García, F.P., Schmid, F. (2004), ‘RCM2 Predictive Maintenance of Railway Systems Based on Unobserved Components Models’, Reliability Engineering and System Safety, 83, 103-110.
  60. Tych, W., Pedregal, D.J., Young, P.C., Davies, J. (2002), ‘An unobserved component model for multi-rate forecasting of telephone call demand: the design of a forecasting support system’, International Journal of Forecasting, 18, 673-695.
  61. Pedregal, D.J., (2001), ‘Book review: Tourism demand modelling and forecasting. Modern Econometric approaches, Haiyan Song and Stephen F. Witt (1999) (Elsevier Science Ltd.)’, International Journal of Forecasting, 17, 297-299.
  62. Pedregal, D.J., Young, P.C. (2001), ‘Some comments on the use and abuse of the Hodrick-Prescott Filter’, Review on Economic Cycles, II.
  63. Pedregal, D.J., (2001), ‘Analysis of Economic Cycles Using Unobserved Components Models’, Review on Economic Cycles, II.
  64. Pedregal, D.J., (2001), ‘Trend Models for the Prediction of Economic Cycles’, Review on Economic Cycles, III.
  65. Young, P.C., Pedregal, D.J., Tych, W. (1999), ‘<a href=”http://dx.doi.org/10.1002/(SICI)1099-131X(199911)18:63.0.CO;2-K” target=”_blank” rel=”noopener noreferrer”>Dynamic Harmonic Regression’, Journal of Forecasting, 18, 369-394.
  66. Young, P.C., Pedregal, D.J. (1999), ‘Recursive and En-Block Approaches to Signal Extraction’, Journal of Applied Statistics, 26, 103-128.
  67. Young, P.C., Pedregal, D.J. (1999), ‘Macro-Economic Relativity: Government Spending, Private Investment and Unemployment in the USA’, Structural Change and Economic Dynamics, 10, 359-380.
  68. Young, P.C., Tych, W., Pedregal, D.J. (1998), ‘Stochastic unobserved Component models for adaptive signal extraction and forecasting’, Proceedings of Neural Networks for Signal Processing, VIII, 234-243.
  69. Young, P.C., Pedregal, D.J. (1997), ‘COMMENTS ON THE PAPER “An analysis of the international tourism demand in Spain”’, International Journal of Forecasting, 13, 551-556.
  70. Young, P.C., Pedregal, D.J. (1996), ‘<a href=”http://dx.doi.org/10.1002/(SICI)1099-095X(199607)7:43.3.CO;2-J” target=”_blank” rel=”noopener noreferrer”>Recursive Fixed Interval Smoothing and the Evaluation of LIDAR Measurements: A Comment on the Paper by Holst, Hössjer, Björklund, Ragnarsson and Edner’, Environmetrics, 7, 417-427.
  71. Pedregal, D.J., (1996), ‘Forecasting with STAMP’, O.R. Insight, 9, No. 3, 29-32.
  72. Young, P.C., Pedregal, D.J. (1996), ‘SOFTWARE review: Bayesian analysis of time series (BATS)’, International Journal of Forecasting, 12, 429-432.

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