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Working Papers

Articles

2010
- García-Ascanio, C. and Maté, C. (2010). ?Electric Power Demand Forecasting using Interval Time Series. A Comparison between VAR and iMLP?. Energy Policy, vol. 38, issue 2, 715-725.
2009
- J. Arroyo, C. Maté, "Forecasting histogram time series with k-nearest neighbours methods", International Journal of Forecasting. vol. 25, no. 1, pp. 192-207, Enero 2009.
  doi:10.1016/j.ijforecast.2008.07.003
2008
- C. Maté, L. Fernández-Butragueño, "El cambio de ciclo económico actual. Una aproximación desde las relaciones gráficas de volatilidad en los mercados", Anales de Mecánica y Electricidad. vol. LXXXV, no. VI, pp. 56-59, Noviembre 2008.
2007
- A. Muñoz, C. Maté, J. Arroyo, A. Sarabia, "iMLP: Applying Multi-Layer Perceptrons to Interval-Valued Data", Neural Processing Letters. vol. 25, no. 2, pp. 157-169, Abril 2007.

Book Review

C. Maté, "Book Review: Svetlozar, T. Rachev, John S.J. Hsu, B.S. Bagasheva and F.J. Fabozzi , Bayesian Methods in Finance, John Wiley and Sons, USA (2008) ISBN 978-0-471-92083-0 (hardcover), $95, 329 pages", International Journal of Forecasting. vol. 25, no. 3, pp. 632-634, Julio 2009.
C. Maté, "Bayesian statistics and marketing", Interfaces. vol. 37, no. 3, pp. 302-303, Junio 2007.

Conferences Participation

2009
- Autores: C. Maté
  Título: "Forecasting symbolic data"
  Conferencia: Workshop in Symbolic Data Analysis,
  Publicación: Abstracts of the Workshop
  Ciudad: Wienerwaldhof, Austria
  Fecha: 18-20 Octubre 2009
- Authors: G. González-Rivera, J. Arroyo, C. Maté
  Title: "Forecasting with Interval and Histogram Data. Some Financial Applications"
  - Conference 1: Congress of the European Economic Association and the Econometric Society European meeting (EEA-ESEM)
    Publicación: Web de la Conferencia
    Ciudad: Barcelona
    Fecha: 23-27 August 2009
  - Conference 2: National Bureau of Economic Research -National Science Foundation Time Series Conference
    Publicación: Web de UC Davis
    Ciudad: Davis, CA, U.S.A
    Fecha: 11-12 September 2009
- Authors: R. Espínola, J. Arroyo, C. Maté
  Title: "Forecasting Methods for Interval Time Series: Some Financial Applications"
  Conference: 29th International Symposium on Forecasting
  Publication: ISF2009.
  City: Hong Kong, China
  Date: 21-24 Junio 2009
- Authors: J. Morales, C. Maté
  Title: "New insights in inflation forecasting using Bayesian model averaging"
  Conference: 29th International Symposium on Forecasting
  Publication: ISF2009
  City: Hong Kong, China
  Date: 21-24 Junio 2009
- Authors: C. Maté
  Title: "Forecasting interval valued inflation rates"
  Conference: 29th International Symposium on Forecasting
  Publication: ISF2009.
  City: Hong Kong, China
  Date: 21-24 Junio 2009
2008
- Authors: J. Arroyo, C. Maté
  Title: "Forecasting time series of observed distributions with smoothing methods based on the barycentric histrogram"
  Conference: 8th International FLINS Conference on Computational Intelligence in Decision and Control
  City: Madrid, España
  Date: 21-24 Septiembre 2008
- Authors: C. Maté
  Title: "A Nonparametric Bayesian approach to forecast combination"
  Conference: 28th International Symposium on Forecasting
  Publication: ISF2008
  City: Nice, Francia
  Date: 22-25 Junio 2008
2007
- Authors: A. Muñoz, C. Maté, A. Sarabia, J. Arroyo
  Title: "Advances in forecasting interval-valued time series with Multilayer Perceptrons. Application to eletricity price intervals in energy markets"
  Conference: 27th International Symposium on Forecasting.
  City: New York, EE.UU.
  Date: 24-27 Junio 2007
- Authors: Maté, C.,González-Rivera,G.
  Title: A principal component analysis (PCA) approach to forecast histogram-valued time series (HTS). Applications to expected returns in stock indexes.
  Conference: ISF 2007 (International Society of Forecasting).
  Publication: Abstracts of the Congress.
  City: New York, USA.
  Date: 24-27, Junio, 2007.
- Authors: Arroyo, J.; Muñoz, A.; Maté, C. y Sarabia, A.
  Title: Exponential smoothing methods for interval time series.
  Conference: ESTSP'07: First European Symposium on Time Series Prediction (TSP).
  Publication: Proceedings.
  City: Otaniemi, Espoo (Finland).
  Date: 7- 9, Febrero, 2007.
2006
- Authors: Sarabia, A.; Maté, C.; Caro, R.; Tapia, J.
  Title: Uso de gráficos de cajas borrosos para controlar el final de una aplicación del método Delphi.
  Conference: ESTYLF 2006 XIII Congreso Español sobre Tecnologías y Lógica Fuzzy.
  Publication: Actas, p. 211-216.
  City: Ciudad Real, Spain.
  Date: 20- 22, September, 2006.
- Authors: Maté, C; Arroyo, J.
  Title: Descriptive statistics for boxplot variables.
  Conference: COMPSTAT 2006: 17th Conference of International Association for Statistical Computing and International.
  Federation of Classification Societies 2006 Conference: Data Science and Classification.
  Publication: COMPSTAT 2006. Proceedings in Computational Statistics. Rizzi, A.; Vichi, M. Physica-Verlag. Springer
  City: Rome, Italy .
  Date: 28, August- 1,September, 2006.
- Authors: Arroyo, J.; Maté, C.
  Title: Introducing interval time series: accuracy measures.
  Conference: COMPSTAT 2006: 17th Conference of International Association for Statistical Computing and International.
  Federation of Classification Societies 2006 Conference: Data Science and Classification.
  Publication: COMPSTAT 2006. Proceedings in Computational Statistics. Rizzi, A.; Vichi, M. Physica-Verlag. Springer
  City: Rome, Italy .
  Date: 28, August- 1,September, 2006.
- Authors: Arroyo, J.; Maté, C.; Muñoz, Antonio.
  Title: Hierarchical clustering for boxplot variables.
  Conference: International Federation of Classification Societies 2006 Conference: Data Science and Classification.
  Publication: Data Science and Classification. Series: Studies in Classification, Data Analysis, and Knowledge Organization. Batagelj, V.; Bock, H.-H.; Ferligoj, A.; ?iberna, A.c. Springer.
  City: Ljubljana, Eslovenia .
  Date: 25- 29, July, 2006.
- Authors: Maté, C.; Arroyo, J. ; Muñoz, A.; Sarabia, A.
  Title: Smoothing methods for histogram-valued time series.
  Conference: The 26th International Symposium on Forecasting ? IIF (International Institute of Forecasters).
  Publication: Abstracts of the Congress.
  City: Santander, Spain.
  Date: 10- 12, June, 2006.

Doctoral Dissertations

As part of this project, Javier Arroyo developed his thesis under the direction of Prof. Carlos Maté. (Como parte de este proyecto, Javier Arroyó realizó su tesis bajo la dirección del Prof. Carlos Maté)
Arroyo,J.,2008. Métodos de predicción para series temporales de intervalos e histogramas. Ph.D. thesis, Universidad Pontificia Comillas.

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