{"id":73,"date":"2015-06-14T14:39:17","date_gmt":"2015-06-14T14:39:17","guid":{"rendered":"https:\/\/diegopedregaluclm.wordpress.com\/?page_id=73"},"modified":"2022-12-09T11:56:17","modified_gmt":"2022-12-09T10:56:17","slug":"journal-papers","status":"publish","type":"page","link":"https:\/\/blog.uclm.es\/diegopedregal\/journal-papers\/","title":{"rendered":"Journal papers"},"content":{"rendered":"
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  1. Pedregal, D.J. (2022), Automatic Identification and Forecasting of Structural Unobserved Components Models with UComp<\/a>, Journal of Statistical Software, 103, 1-33.<\/li>\n
  2. Proietti, T. Pedregal, D.J. (2022), Seasonality in High Frequency Time Series<\/a>, Decision Support SystemsEconometrics & Statistics, in press.<\/li>\n
  3. Fotios, P., Pedregal, D.J. et al. (2022), Forecasting: theory and practice, <\/a>, International Journal of Forecasting, 38, 705-871.<\/li>\n
  4. Pedregal, D.J. (2021), New algorithms for automatic modelling and forecasting of decision support systems<\/a>, Decision Support Systems, 148, 113585.<\/li>\n
  5. Pedregal, D.J., Trapero, J.R. (2021), Adjusted combination of moving averages: A forecasting system for medium-term solar irradiance<\/a>, Applied Energy, 298, 117155.<\/li>\n
  6. Puig-Gamero, M., Trapero, J.R., Pedregal, D.J., S\u00e1nchez, P., Sanchez-Silva, L. (2021), Impact of the forecast price on economic results for methanol production from olive waste<\/a>, Fuel, 295, 120631.<\/li>\n
  7. Pedregal, D.J. (2020), Forecasting uranium prices: Some empirical results<\/a>, Nuclear Engineering and Technology, 52, 1334-1339.<\/li>\n
  8. Pedregal, D.J. (2019), Time series analysis and forecasting with ECOTOOL<\/a>, PLOS ONE, 14(10): e0221238.<\/li>\n
  9. Pedregal, D.J. (2019), State Space modeling for practitioners<\/a>, Foresight, Issue 54 (Summer), 21-25.<\/li>\n
  10. Castillo, J.I., Castro, M., L\u00f3pez, L., Pedregal, D.J. (2019), From legislation to compliance: The power of traffic law enforcement for the case study of Spain<\/a>, Transport Policy, 75, 1-9.<\/li>\n
  11. Villegas, M.A., Pedregal, D.J. (2019), Automatic selection of Unobserved Components models for supply chain forecasting<\/a>, International Journal of Forecasting, 35, 157-169.<\/li>\n
  12. Villegas, M.A., Pedregal, D.J. (2018),\u00a0SSpace: A toolbox for State Space modelling, Journal of Statistical Software, 87-5,1-26.<\/a><\/li>\n
  13. Villegas, M.A., Pedregal, D.J. (2018),\u00a0Supply chain decision support systems based on a novel hierarchical forecasting approach<\/a>, Decision Support Systems, 114, 29-36.<\/li>\n
  14. Castillo, J.I., Castro, M.\u00a0, L\u00f3pez, L., Pedregal, D.J., Garrido, J.M. (2018), High Speed Rail: Fast tracking tourism in the EU?<\/a>, Annals of Tourism Research, 71, 64-66.<\/li>\n
  15. Villegas, M.A., Pedregal, D.J., Trapero, J.R. (2018), A support vector machine for model selection in demand forecasting applications<\/a>, Computers & Industrial Engineering, 121, 1-7.<\/li>\n
  16. Castillo, J.I., Pedregal, D.J., Gonz\u00e1lez, F., Castro, M. (2017), Legal reform and the devolution of the Spanish port system: an econometric assessment<\/a>, Utilities Policy, 50, 73-82.<\/li>\n
  17. Castillo, J.I., Castro, M.,\u00a0L\u00f3pez, L., Pedregal, D.J. (2017), Measuring the LCC effect on charter airlines in the Spanish airport system<\/a>, Journal of Air Transport Management, 65, 110-117.<\/li>\n
  18. Trapero, J.R., Pedregal, D.J. (2016), A novel time-varying bullwhip effect metric: An application to promotional sales<\/a>, International Journal of Production Economics, 182, 465-471.<\/li>\n
  19. Castillo-Manzano J.I., Pedregal, D.J., Pozo-Barajas, R. (2016),\u00a0\u2018An econometric evaluation of the management of large-scale transport infrastructure in Spain during the great recession: Lessons for infrastructure bubbles<\/a>\u2019,\u00a0Economic Modelling, 53, 302-313.<\/li>\n
  20. Amo-Salas, M., L\u00f3pez-Fidalgo, J., Pedregal, D.J. (2015), \u2018Experimental designs for Autoregressive Models Applied to Industrial Maintenance<\/a>\u2019, Reliability Engineering & System Safety, 133, 87-94.<\/li>\n
  21. Garc\u00eda, F.P., Pedregal, D.J., Roberts, C. (2015), ‘New Methods for the Condition monitoring of Level Crossings<\/a>‘, International Journal of Systems Science, 46, 878-884.<\/li>\n
  22. Pedregal, D.J., P\u00e9rez, J.J., S\u00e1nchez, A.J., (2014), \u2018A toolkit to strengthen government budget surveillance<\/a>\u2019, Review of Public Economics, 211, 117-146<\/li>\n
  23. Paredes, J., Pedregal, D.J., P\u00e9rez, J.J. (2014), \u2018Fiscal policy analysis in the Euro area: expanding the toolkit<\/a>\u2019, Journal of Policy Modeling, 36, 800-823.<\/li>\n
  24. Castillo, J.I., Castro, M., Pedregal, D.J., (2014), \u2018Temporary speed limit changes: An econometric estimation of the effects of the Spanish Energy Efficiency and Saving Plan<\/a>\u2019, Economic Modelling, 44, 568-576.<\/li>\n
  25. Castillo, J.I., Castro, M., Pedregal, D.J., (2014), \u2018The trend towards convergence in road accident fatality rates in Europe: the contributions of non-economic variables<\/a>\u2019, Transport Policy, 35, 229-240.<\/li>\n
  26. Castillo, J.I., L\u00f3pez, L., Gonz\u00e1lez, F., M. Pedregal, D.J., (2013), \u2018An econometric analysis of the Spanish fresh fish market<\/a>\u2019, ICES Journal of Marine Science, 71, 628-635<\/li>\n
  27. Castillo, J.I., L\u00f3pez, L., Marchena, M. Pedregal, D.J., (2013), \u2018How much does water consumption drop when each household takes charge of its own consumption? The case of the city of Seville<\/a>‘, Applied Economics, 45, 4465-4473.<\/li>\n
  28. Trapero, J.R., Pedregal, D.J., Fildes, R., Kourentzes, N. (2013), Analysis of judgmental adjustments in the presence of promotions<\/a>, International Journal of Forecasting, 29, 234-243.<\/li>\n
  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<\/a>, RESS, 110, 14-21.<\/li>\n
  30. Fern\u00e1ndez, L., Pedregal, D.J., P\u00e9rez, J.J. (2012), ‘Monitoring Sub-central Government Spending in Spain<\/a>‘, Review of Public Economics, 77-104.<\/li>\n
  31. Castillo, J.I., L\u00f3pez, L., Pedregal, D.J. (2012), ‘What role will hubs play in the LCC point-to-point connections era? The Spanish experience<\/a>‘, Journal of Transport Geography, 24, 262-270.<\/li>\n
  32. Castillo, J.I., Pedregal, D.J., Pozo, R. (2012), ‘Assessing fear of flying after a plane crash. The \u00abRainman\u00bb effect – Myth or reality?<\/a>‘, Journal of Air Transport Management, 20, 20-22.<\/li>\n
  33. Castillo, J.I., L\u00f3pez, 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<\/a>‘, Journal of Transport Economics and Policy, 46, 1-17.<\/li>\n
  34. Castillo, J.I., Pedregal, D.J. (2012), ‘How many lives can bloody and shocking road safety advertising save? the case of Spain<\/a>‘, Transportation Research Part F, 15, 174-187.<\/li>\n
  35. \n
    Pedreal, D.j., Taylor, C.J. (2012), ‘SSpace: A Flexible and General State Space Toolbox for MATLAB<\/a>‘, in Wang, L., Garnier. H. (eds.), System Identification, Enrivonmental Modelling and Contro System Design, 615-636.\u00a010.1007\/978-0-85729-974-1_30.<\/div>\n<\/li>\n
  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<\/a>‘, Journal of Safety Research, 42, 223-228.<\/li>\n
  37. Carnero, C., Pedregal, D.J. (2011), \u2018Forecasting turbine problems by means of the state space framework<\/a>\u2019, Journal of Loss Prevention in the Process Industries, 24, 432-439.<\/li>\n
  38. Leal, T., Pedregal, D.J., P\u00e9rez, J.J. (2011), \u2018Short-term monitoring of the Spanish government balance<\/a>\u2019, Journal of the Spanish Economic Association (SERIEs), 2, 97-119.<\/li>\n
  39. Carnero, C., Pedregal, D.J. (2010), \u2018Modelling and forecasting occupational accidents of different severity levels in Spain<\/a>\u2019, Reliability Engineering and System Safety, 95, 1134-1141.<\/li>\n
  40. Castillo, JI, Castro, M, Pedregal, DJ,\u00a0 (2010), \u201cAn econometric analysis of the effects of the penalty points system driver’s license in Spain<\/a>\u201d, Accident Analysis & Prevention 42 (4): 1310-1319.<\/li>\n
  41. Garc\u00eda, F.P., Pedregal, D.J., Roberts, C. (2010), ‘Time Series methods applied to failure prediction and detection<\/a>‘, Reliability Engineering & System Safety, 95, 698-703.<\/li>\n
  42. Pedregal, D.J., Trapero, J.R. (2010), \u2018Mid-term hourly electricity forecasting based on a multi-rate approach<\/a>\u2019, Energy Conversion and Management, 51, 105-111.<\/li>\n
  43. Pedregal, D.J., P\u00e9rez, J.J. (2010), \u2018Should quarterly government finance statistics be used for fiscal surveillance in Europe?<\/a>‘, International Journal of Forecasting, 26, 794-807.<\/li>\n
  44. Onorante, L., Pedregal, D.J., P\u00e9rez, J.J., Signorini, S. (2010), \u2018The usefulness of infra-annual government cash budgetary data for fiscal forecasting in the euro area<\/a>\u2019, Journal of Policy Modeling, 32, 98-119.<\/li>\n
  45. Trapero, J.R., Pedregal, D.J. (2009), \u2018Frequency domain methods applied to forecasting electricity markets<\/a>\u2019, Energy Economics, 31, 727-735.<\/li>\n
  46. Pedregal, D.J., Deju\u00e1n, O., G\u00f3mez, N. y Tobarra, M.A. (2009), \u2018Modelling demand for crude oil products in Spain<\/a>\u2019, Energy Policy, 37, 4417-4427.<\/li>\n
  47. Pedregal, D.J., Rivas, R., Feliu, V., S\u00e1nchez, L., Linares, A. (2009), \u2018A non-linear forecasting system for the Ebro River at Zaragoza, Spain<\/a>\u2019, Environmental Modelling and Software, 24, 502-509.<\/li>\n
  48. Pedregal, D.J., Carnero, C. (2009), \u2018Vibration analysis diagnostics by continuous-time models: A case study<\/a>\u2019, Reliability Engineering and System Safety, 94, 244-253.<\/li>\n
  49. Pedregal, D.J., Garc\u00eda, F.P., Roberts, C. (2009), \u2018An algorithmic approach for maintenance management based on advanced state space systems and harmonic regressions<\/a>\u2019, Annals of Operations Research, 166, 109-124.<\/li>\n
  50. Rivas, R., Feliu, V., S\u00e1nchez, L., Pedregal, D.J., Linares, A., Aguilar, J.V., Langarita, P. (2008), \u2018Identificaci\u00f3n del primer tramo del canal principal de riego \u00abImperial de Arag\u00f3n<\/a>\u00ab\u2019, Ingenier\u00eda hidr\u00e1ulica en M\u00e9xico, 23, 71-87.<\/li>\n
  51. Pedregal, D.J., Young, P.C. (2008), Development of improved adaptive approaches to electricity demand forecasting<\/a>, Journal of the Operational Research Society, 59, 1066-1076.<\/li>\n
  52. Garc\u00eda, F.P. and Pedregal, D. J. (2007). Applied RCM2 Algorithms Based on Statistical Methods<\/a>, International Journal of Automation and Computing, 4, 109-116.<\/li>\n
  53. Garc\u00eda, F.P., Pedregal, D.J., (2007), ‘Failure Analysis and Diagnostics for Railway Trackside Equipment<\/a>‘, Engineering Failure Analysis, 14, 1411-1426.<\/li>\n
  54. Pedregal, D.J., Trapero, J.R. (2007), \u2018Electricity Prices Forecasting by Automatic Dynamic Harmonic Regression Models<\/a>\u2019, Energy Conversion and Management, 48, 1710-1719.<\/li>\n
  55. Taylor, C.J., Pedregal, D.J., Young, P.C., Tych, W., (2007) \u2018Time series analysis and forecasting with the Captain toolbox<\/a>‘, Environmental Modelling and Software, 22, 797-814.<\/li>\n
  56. Garc\u00eda, F.P., Pedregal, D.J., Schmid, F., (2007), ‘Unobserved Components models applied to the assessment of wear in railway points: a case study<\/a>‘, European Journal of Operational Research, 176, 1703-1712.<\/li>\n
  57. Pedregal, D.J., Young, P.C. (2006), \u2018Modulated cycles, an Approach to Modelling Periodic Components from Rapidly Sampled Data<\/a>\u2019, International Journal of Forecasting, 22, 189-194.<\/li>\n
  58. Pedregal, D.J., Carnero, C. (2006), \u2018State Space Models for Condition Monitoring. A case study<\/a>\u2019, Reliability Engineering and System Safety, 91, 171-180.<\/li>\n
  59. Pedregal, D.J., Garc\u00eda, F.P., Schmid, F. (2004), \u2018RCM2<\/sup> Predictive Maintenance of Railway Systems Based on Unobserved Components Models<\/a>\u2019, Reliability Engineering and System Safety, 83, 103-110.<\/li>\n
  60. Tych, W., Pedregal, D.J., Young, P.C., Davies, J. (2002), \u2018An unobserved component model for multi-rate forecasting of telephone call demand: the design of a forecasting support system<\/a>\u2019, International Journal of Forecasting, 18, 673-695.<\/li>\n
  61. Pedregal, D.J., (2001), \u2018Book review: Tourism demand modelling and forecasting. Modern Econometric approaches, Haiyan Song and Stephen F. Witt (1999) (Elsevier Science Ltd.)<\/a>\u2019, International Journal of Forecasting, 17, 297-299.<\/li>\n
  62. Pedregal, D.J., Young, P.C. (2001), \u2018Some comments on the use and abuse of the Hodrick-Prescott Filter<\/a>\u2019, Review on Economic Cycles, II.<\/li>\n
  63. Pedregal, D.J., (2001), \u2018Analysis of Economic Cycles Using Unobserved Components Models<\/a>\u2019, Review on Economic Cycles, II.<\/li>\n
  64. Pedregal, D.J., (2001), \u2018Trend Models for the Prediction of Economic Cycles<\/a>\u2019, Review on Economic Cycles, III.<\/li>\n
  65. Young, P.C., Pedregal, D.J., Tych, W. (1999), \u2018<a href=\u00bbhttp:\/\/dx.doi.org\/10.1002\/(SICI)1099-131X(199911)18:63.0.CO;2-K\u00bb target=\u00bb_blank\u00bb rel=\u00bbnoopener noreferrer\u00bb>Dynamic Harmonic Regression\u2019, Journal of Forecasting, 18, 369-394.<\/li>\n
  66. Young, P.C., Pedregal, D.J. (1999), \u2018Recursive and En-Block Approaches to Signal Extraction<\/a>\u2019, Journal of Applied Statistics, 26, 103-128.<\/li>\n
  67. Young, P.C., Pedregal, D.J. (1999), \u2018Macro-Economic Relativity: Government Spending, Private Investment and Unemployment in the USA<\/a>\u2019, Structural Change and Economic Dynamics, 10, 359-380.<\/li>\n
  68. Young, P.C., Tych, W., Pedregal, D.J. (1998), \u2018Stochastic unobserved Component models for adaptive signal extraction and forecasting<\/a>\u2019, Proceedings of Neural Networks for Signal Processing, VIII, 234-243.<\/li>\n
  69. Young, P.C., Pedregal, D.J. (1997), \u2018COMMENTS ON THE PAPER \u201cAn analysis of the international tourism demand in Spain<\/a>\u201d’, International Journal of Forecasting,<\/em> 13, 551-556.<\/li>\n
  70. Young, P.C., Pedregal, D.J. (1996), \u2018<a href=\u00bbhttp:\/\/dx.doi.org\/10.1002\/(SICI)1099-095X(199607)7:43.3.CO;2-J\u00bb target=\u00bb_blank\u00bb rel=\u00bbnoopener noreferrer\u00bb>Recursive Fixed Interval Smoothing and the Evaluation of LIDAR Measurements: A Comment on the Paper by Holst, H\u00f6ssjer, Bj\u00f6rklund, Ragnarsson and Edner\u2019, Environmetrics, 7, 417-427.<\/li>\n
  71. Pedregal, D.J., (1996), \u2018Forecasting with STAMP\u2019, O.R. Insight, 9, No. 3, 29-32.<\/li>\n
  72. Young, P.C., Pedregal, D.J. (1996), \u2018SOFTWARE review: Bayesian analysis of time series (BATS)<\/a>\u2019, International Journal of Forecasting, 12, 429-432.<\/li>\n<\/ol>\n","protected":false},"excerpt":{"rendered":"

    Pedregal, D.J. (2022), Automatic Identification and Forecasting of Structural Unobserved Components Models with UComp, Journal of Statistical Software, 103, 1-33. Proietti, T. Pedregal, D.J. (2022), Seasonality in High Frequency Time Series, Decision Support SystemsEconometrics & Statistics, in press. Fotios, P., Pedregal, D.J. et al. (2022), Forecasting: theory and practice, , International Journal of Forecasting, 38, … <\/p>\n

    Continuar leyendo \u00abJournal papers\u00bb<\/span><\/a><\/p>\n","protected":false},"author":340,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"open","ping_status":"open","template":"","meta":{"footnotes":""},"class_list":["post-73","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/blog.uclm.es\/diegopedregal\/wp-json\/wp\/v2\/pages\/73","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blog.uclm.es\/diegopedregal\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/blog.uclm.es\/diegopedregal\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/blog.uclm.es\/diegopedregal\/wp-json\/wp\/v2\/users\/340"}],"replies":[{"embeddable":true,"href":"https:\/\/blog.uclm.es\/diegopedregal\/wp-json\/wp\/v2\/comments?post=73"}],"version-history":[{"count":1,"href":"https:\/\/blog.uclm.es\/diegopedregal\/wp-json\/wp\/v2\/pages\/73\/revisions"}],"predecessor-version":[{"id":698,"href":"https:\/\/blog.uclm.es\/diegopedregal\/wp-json\/wp\/v2\/pages\/73\/revisions\/698"}],"wp:attachment":[{"href":"https:\/\/blog.uclm.es\/diegopedregal\/wp-json\/wp\/v2\/media?parent=73"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}