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1 to 50 of 108 results
  • Comments on: space-time wind speed forecasting for improved power system dispatch

     Muñoz Gracia, Maria del Pilar
    Test
    Date of publication: 2014-02-27
    Journal article

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  • Geographical differences in whooping cough in Catalonia, Spain, from 1990 to 2010

     Crespo, Inma; Soldevila, Núria; Muñoz Gracia, Maria del Pilar; Godoy, Pere; Carmona, Gloria; Domínguez, Angela
    BMC public health
    Date of publication: 2014-03
    Journal article

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  • Improving electricity market price forecasting with factor models for the optimal generation bid

     Muñoz Gracia, Maria del Pilar; Corchero García, Cristina; Heredia Cervera, Fco. Javier
    International statistical review
    Date of publication: 2013-08
    Journal article

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    In liberalized electricity markets, the electricity generation companies usually manage their production by developing hourly bids that are sent to the day-ahead market. As the prices at which the energy will be purchased are unknown until the end of the bidding process, forecasting of spot prices has become an essential element in electricity management strategies. In this article, we apply forecasting factor models to the market framework in Spain and Portugal and study their performance. Although their goodness of fit is similar to that of autoregressive integrated moving average models, they are easier to implement. The second part of the paper uses the spot-price forecasting model to generate inputs for a stochastic programming model, which is then used to determine the company's optimal generation bid. The resulting optimal bidding curves are presented and analyzed in the context of the Iberian day-ahead electricity market.

  • Non linear statistical models to improve wind power forecasts

     Muñoz Gracia, Maria del Pilar; Sanchez Espigares, Jose Antonio; Márquez, M. Dolores
    Session of the International Statistical Institute
    Presentation's date: 2013-08-29
    Presentation of work at congresses

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  • Particle filtering estimation for linear and nonlinear state-space models

     Acosta Argueta, Lesly Maria
    Defense's date: 2013-11-29
    Universitat Politècnica de Catalunya
    Theses

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  • EDUCALAB, Laboratorio de Semantic Behavioral Targeting

     Muñoz Gracia, Maria del Pilar
    Participation in a competitive project

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    IT or not to be: the impact of Moodle in the education of developing countries  Open access

     Garcia Almiñana, Jordi; Somé, Michel; Ayguade Parra, Eduard; Cabre Garcia, Jose Maria; Casañ Guerrero, Maria Jose; Frigola Bourlon, Manel; Galanis ., Nikolaos; Garcia-cervigon Gutierrez, Manuel; Guerrero Zapata, Manel; Muñoz Gracia, Maria del Pilar
    Moodle Research Conference
    Presentation's date: 2012-09-15
    Presentation of work at congresses

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    E-learning environments, such as Moodle, provide a technology that fosters the improvement of the educational system in developed countries, where education is traditionally performed with relatively high standards of quality. A large number of case studies and research have been conducted to demonstrate how e-learning technologies can be applied to improve both training and learning processes. However, these technologies have not been proved efficient when applied to developing countries. The challenges that must be addressed in developing countries, both technological and societal, are much more complex and the possible solution margins are more constrained than those existing in the context where these technologies have been created. In this paper we show how Moodle can be used to improve the quality of education in developing countries and, even more important, how can be used to turn the educational system more sustainable and effective in the long-term. We describe our experience in implementing a programming course in Moodle for the Higher School of Informatics at the Université Polytechnique de Bobo-Dioulasso, in Burkina Faso (West Africa), joining efforts with local professors in designing and implementing the learning system. The case example has been designed having in mind a number of contextual problems: lack of lecturers, excessive teaching hours per lecturer, massive classes, and curricula organization and stability, among others. We finally discuss how the teaching effort is reduced, the students’ knowledge and capacity improves, and the institutional academic model can be guaranteed with the proposal. For this reason, we claim that information technologies in developing countries are a cost-effective way to guarantee the objectives originally defined in the academic curricula and, therefore, deal with the problem of the education.

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    Un análisis de los posibles determinantes de la asimetría de las fluctuaciones cíclicas entre los nuevos miembros de la UE y la zona EURO  Open access

     Sala Ríos, Mercè; Torres Solé, Teresa; Márquez Cebrián, Dolores; Muñoz Gracia, Maria del Pilar
    Revista de Economía Mundial
    Date of publication: 2012
    Journal article

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    El trabajo analiza las fluctuaciones cíclicas de los nuevos miembros de la UE (PECES) en relación con las de la zona euro. El principal objetivo es averiguar si en las etapas iniciales de la liberalización del comercio e integración europea (2004-2006) los mejores resultados en la correlación de los ciclos entre los PECES y la zona euro se corresponden con los mejores resultados en las variables que según la literatura, muestran una relación más robusta con la simetría de las perturbaciones sobre la producción. Los resultados muestran que en general, la sincronización en los ciclos viene unida a una mayor intensidad comercial, especialmente de carácter intra-industrial, una menor especialización productiva, y una mayor coordinación en las principales políticas macroeconómicas.

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    The impact of immigration and vaccination in reducing the incidence of hepatitis B in Catalonia (Spain)  Open access

     Oviedo de La Fuente, Manuel; Muñoz Gracia, Maria del Pilar; Carmona, Gloria; Borras, Eva; Batalla, Joan; Soldevila, Nuria; Domínguez, Angela
    BMC public health
    Date of publication: 2012-08-06
    Journal article

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    Background: The Hepatitis B virus (HBV) infection is a major cause of liver disease and liver cancer worldwide according to the World Health Organization. Following acute HBV infection, 1-5% of infected healthy adults and up to 90% of infected infants become chronic carriers and have an increased risk of cirrhosis and primary hepatocellular carcinoma. The aim of this study was to investigate the relationship between the reduction in acute hepatitis B incidence and the universal vaccination programme in preadolescents in Catalonia (Spain), taking population changes into account, and to construct a model to forecast the future incidence of cases that permits the best preventive strategy to be adopted. Methods: Reported acute hepatitis B incidence in Catalonia according to age, gender, vaccination coverage, percentage of immigrants and the year of report of cases was analysed. A statistical analysis was made using three models: generalized linear models (GLM) with Poisson or negative binomial distribution and a generalized additive model (GAM). Results: The higher the vaccination coverage, the lower the reported incidence of hepatitis B (p <0.01). In groups with vaccination coverage¿>¿70%, the reduction in incidence was 2-fold higher than in groups with a coverage <70% (p <0.01). The increase in incidence was significantly-higher in groups with a high percentage of immigrants and more than 15% (p <0.01) in immigrant males of working age (19-49¿years). Conclusions: The results of the adjusted models in this study confirm that the global incidence of hepatitis B has declined in Catalonia after the introduction of the universal preadolescent vaccination programme, but the incidence increased in male immigrants of working age. Given the potential severity of hepatitis B for the health of individuals and for the community, universal vaccination programmes should continue and programmes in risk groups, especially immigrants, should be strengthened.

    Background The Hepatitis B virus (HBV) infection is a major cause of liver disease and liver cancer worldwide according to the World Health Organization. Following acute HBV infection, 1-5% of infected healthy adults and up to 90% of infected infants become chronic carriers and have an increased risk of cirrhosis and primary hepatocellular carcinoma. The aim of this study was to investigate the relationship between the reduction in acute hepatitis B incidence and the universal vaccination programme in preadolescents in Catalonia (Spain), taking population changes into account, and to construct a model to forecast the future incidence of cases that permits the best preventive strategy to be adopted. Methods Reported acute hepatitis B incidence in Catalonia according to age, gender, vaccination coverage, percentage of immigrants and the year of report of cases was analysed. A statistical analysis was made using three models: generalized linear models (GLM) with Poisson or negative binomial distribution and a generalized additive model (GAM). Results The higher the vaccination coverage, the lower the reported incidence of hepatitis B (p <0.01). In groups with vaccination coverage > 70%, the reduction in incidence was 2-fold higher than in groups with a coverage <70% (p <0.01). The increase in incidence was significantly-higher in groups with a high percentage of immigrants and more than 15% (p <0.01) in immigrant males of working age (19-49 years). Conclusions The results of the adjusted models in this study confirm that the global incidence of hepatitis B has declined in Catalonia after the introduction of the universal preadolescent vaccination programme, but the incidence increased in male immigrants of working age. Given the potential severity of hepatitis B for the health of individuals and for the community, universal vaccination programmes should continue and programmes in risk groups, especially immigrants, should be strengthened.

  • Effectiveness of measles vaccination for control of exposed children

     Barrabeig, Irene; Rovira, Ariadna; Rius, Cristina; Muñoz Gracia, Maria del Pilar; Soldevila, Nuria; Batalla, Joan; Domínguez, Àngela
    Pediatric infectious disease journal
    Date of publication: 2011-01
    Journal article

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    The effectiveness of measles vaccine for postexposure prophylaxis at educational centers was investigated. A total of 166 children who shared the classroom with 10 confirmed cases during the infectious period of cases were studied. Of total susceptible exposed children, 72% (54/75) were vaccinated and 25 contracted measles. Vaccine effectiveness in children vaccinated within 72 hours of exposure was 90.5% (95% confidence interval, 34%–99%).

  • MMR vaccine effectiveness in an outbreak that involved day-care and primary schools

     Barrabeig, Irene; Rovira, Ariadna; Muñoz Gracia, Maria del Pilar; Batalla, Joan; Rius, Cristina; Sanchez Espigares, Jose Antonio; Domínguez García, Ángela
    Vaccine
    Date of publication: 2011-09-03
    Journal article

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  • EDUCALAB, Laboratorio de Semantic Behavioral Targeting

     Muñoz Gracia, Maria del Pilar
    Participation in a competitive project

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  • Influenza vaccine coverage, influenza-associated morbidity and all-cause mortality in Catalonia (Spain)

     Muñoz Gracia, Maria del Pilar; Soldevila, Nuria; Martínez, Anna; Carmona, Glòria; Batalla, Joan; Acosta Argueta, Lesly Maria; Domínguez, Àngela
    Vaccine
    Date of publication: 2011-05-26
    Journal article

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    The objective of this work was to study the behaviour of influenza with respect to morbidity and allcause mortality in Catalonia, and their association with influenza vaccination coverage. The study was carried out over 13 influenza seasons, from epidemiological week 40 of 1994 to week 20 of 2007, and included confirmed cases of influenza and all-cause mortality. Two generalized linear models were fitted: influenza-associated morbidity was modelled by Poisson regression and all-cause mortality by negative binomial regression. The seasonal component was modelled with the periodic function formed by the sum of the sinus and cosines. Expected influenza mortality during periods of influenza virus circulation was estimated by Poisson regression and its confidence intervals using the Bootstrap approach. Vaccination coverage was associated with a reduction in influenza-associated morbidity (p < 0.001), but not with a reduction in all-cause mortality (p = 0.149). In the case of influenza-associated morbidity, an increase of 5% in vaccination coverage represented a reduction of 3% in the incidence rate of influenza. There was a positive association between influenza-associated morbidity and all-cause mortality. Excess mortality attributable to influenza epidemics was estimated as 34.4 (95% CI: 28.4–40.8) weekly deaths. In conclusion, all-cause mortality is a good indicator of influenza surveillance and vaccination coverage is associated with a reduction in influenza-associated morbidity but not with all-cause mortality.

  • Artificial neural networks applied to forecasting time series

     Montaño Moreno, Juan José; Palmer Pol, Alfonso; Muñoz Gracia, Maria del Pilar
    Psicothema
    Date of publication: 2011
    Journal article

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    This study offers a description and comparison of the main models of Artificial Neural Networks (ANN) which have proved to be useful in time series forecasting, and also a standard procedure for the practical application of ANN in this type of task. The Multilayer Perceptron (MLP), Radial Base Function (RBF), Generalized Regression Neural Network (GRNN), and Recurrent Neural Network (RNN) models are analyzed. With this aim in mind, we use a time series made up of 244 time points. A comparative study establishes that the error made by the four neural network models analyzed is less than 10%. In accordance with the interpretation criteria of this performance, it can be concluded that the neural network models show a close fit regarding their forecasting capacity. The model with the best performance is the RBF, followed by the RNN and MLP. The GRNN model is the one with the worst performance. Finally, we analyze the advantages and limitations of ANN, the possible solutions to these limitations, and provide an orientation towards future research. Redes neuronales artificiales aplicadas a la previsión de series temporales. El presente estudio ofrece una descripción y una comparación de los principales modelos de Redes Neuronales Artificiales (RNA) que han demostrado ser de utilidad en la previsión de series temporales, así como un procedimiento estándar para la aplicación práctica de las RNA en este tipo de tareas. Se analizan los modelos Perceptrón Multicapa (MLP), Funciones de Base Radial (RBF), Red Neuronal de Regresión Generalizada (GRNN) y Redes Neuronales Recurrentes (RNN). Para ello, se ha utilizado una serie temporal compuesta por 244 puntos temporales. El estudio comparativo establece que el error cometido por los cuatro modelos de red analizados es inferior al 10%. De acuerdo con los criterios de interpretación de este desempeño, se puede concluir que los modelos de red presentan un alto ajuste en su capacidad de previsión. El modelo con mejor rendimiento es el RBF, seguido del RNN y MLP. El modelo GRNN es el que presenta peor rendimiento. Finalmente, se analizan las ventajas y limitaciones de las RNA, las posibles soluciones a tales limitaciones, así como una orientación de las líneas de investigación futuras.

  • ¿Existe relación entre los mercados de bonos y acciones en la Eurozona?

     Márquez Cebrian, M. Dolores; Muñoz Gracia, Maria del Pilar; Soriano, Pilar
    Congreso Nacional de Estadística e Investigación Operativa
    Presentation's date: 2010-09
    Presentation of work at congresses

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    A web-based learning tool improves student performance in statistics: a randomized masked trial  Open access

     Gonzalez Alastrue, Jose Antonio; Jover, Lluís; Cobo Valeri, Erik; Muñoz Gracia, Maria del Pilar
    Computers and education
    Date of publication: 2010-03
    Journal article

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    Background: e-status is a web-based tool able to generate different statistical exercises and to provide immediate feedback to students’ answers. Although the use of Information and Communication Technologies (ICTs) is becoming widespread in undergraduate education, there are few experimental studies evaluating its effects on learning. Method: All of the students (121) from an introductory course for statistics in dentistry were randomly assigned to use the tool with one of two 6-problem sets, known as types A and B. The primary endpoint was the grade difference obtained in the final exam, composed of two blocks of questions related to types A and B. The exam evaluator was masked to the intervention group. Results: We found that the effect of e-status on the student grade was an improvement of 0.48 points(95% CI:0.10-0.86) on a ten-point scale. Among the 94 students who actually employed e-status, the effect size was 0.63 (95% CI: 0.17-1.10). Conclusions: It is feasible to formally assess the learning effect of an innovative tool. Providing e-status exercises to students has a direct effect on learning numerical operations related to statistics. Further effects on higher cognitive levels still have to be explored.

  • La desregulación eléctrica y la utilización de instrumentos derivados para la redistribución del riesgo: Caso Mexicano.  Open access

     Reyes Cisneros, María Elena
    Defense's date: 2010-06-18
    Department of Business Administration, Universitat Politècnica de Catalunya
    Theses

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    Esta tesis ha surgido por la confluencia de dos factores. Por un lado, mi interés en los mercados financieros y en especial por los más innovadores, como pueden ser los de derivados y, por otro, la liberalización y la consiguiente implementación de mercados en el sector eléctrico. Para estudiar los mercados eléctricos que se han ido creando internacionalmente, ha sido necesario adentrarnos en la estructura del sector, antes y después de la liberalización, lo que fue una labor difícil, dada la complejidad de estos peculiares mercados. Así mismo, se estudió el proceso liberalizador seguido en los países desarrollados, observándose que, en general, han pasado de unos monopolios verticalmente integrados, a una estructura en la que se configuran dos mercados: uno al por mayor (wholesale) y otro al por menor (retail). En esta nueva estructura permanecen dos monopolios naturales: el de transporte y el de distribución, administrados por entes reguladores con posibilidad de acceso de los distintos participantes en los mercados, mediante el pago de unas tarifas o peajes. Prácticamente todos los países analizados han comenzado por implementar, primero el mercado wholesale y, posteriormente, el retail. El crear de inicio un mercado y aplazar el establecimiento del otro, es dudoso que sea un acierto, no obstante, son los mercados wholesale los que proporcionan más datos y más estudios para debatir. Si bien la reestructuración del sector eléctrico se pensó para darle una mayor eficiencia, también trajo riesgos tales como la extrema volatilidad en los precios; la misma que según experiencias internacionales, se ha cubierto o, mejor dicho, redistribuido, con instrumentos financieros derivados.La electricidad, única por sus características, tiene que ser suministrada al instante, es decir no se puede almacenar, una particularidad que provoca que los generadores produzcan a su máxima capacidad en momentos punta, causando un aumento sustancial en los precios. Así pues, este riesgo ahora tiene que ser asumido por los participantes del mercado: los generadores querrán asegurar un precio que cubra sus costes de producción y los suministradores, por su parte, buscarán cubrir un precio que asegure un precio de venta. La mayoría de los países estudiados en esta tesis, primero han liberalizado el sector eléctrico y, posteriormente, han creado un mercado de instrumentos derivados sobre sus precios, con un gran número de participantes, lo que ha provocado que se redistribuya el riesgo, es decir, que existan algunos participantes menos adversos al riesgo que quieran asumirlo y, a su vez, otros menos adversos que asuman posiciones contrarias. Siendo la electricidad un elemento indispensable en una economía y para la subsistencia actual, es importante que sus precios se mantengan al alcance de los usuarios finales. Los instrumentos derivados han venido a dar confianza y certeza en los precios, la misma que hace que cualquier mercado financiero funcione eficientemente.La gran mayoría de artículos en revistas especializadas han reconocido que la introducción de instrumentos derivados podría disminuir la volatilidad de los precios spot. La creación reciente del mercado de futuros de la península Ibérica ha hecho posible que participáramos e hiciéramos nuestra aportación en este tema. Así, utilizando técnicas de procesos estocásticos para calcular la volatilidad de los precios spot, y el análisis estadístico de regresión, se llega a la conclusión de que, en principio, en el caso español, la implementación del mercado de futuros ha disminuido la volatilidad de los precios spot.Finalmente, y como una parte trascendental de esta investigación, se analiza el sector eléctrico de México -uno de los pocos países de la OCDE que no ha optado por una liberalización-: un sector ineficiente para el que como aportación, se establecen aquí -tras un análisis exhaustivo de experiencias internacionales exitosas-, una serie de propuestas para una posible desregulación y posterior aplicación de instrumentos derivados eléctricos en el existente mercado de derivados MexDer.

  • SISTEMA DE PREVISION ESPACIO-TEMPORAL PARA LA GENERACION DE ENERGIA EOLICA

     Oviedo de La Fuente, Manuel; Sanchez Espigares, Jose Antonio; Muñoz Gracia, Maria del Pilar
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    Cobertura vacunal de gripe y evolución de la morbilidad declarada y la mortalidad por todas las causas en Cataluña  Open access

     Muñoz Gracia, Maria del Pilar; Soldevila, N.; Martínez, A.; Carmona, G.; Batalla, J; Acosta Argueta, Lesly Maria; Domínguez, A.
    Gaceta sanitaria
    Date of publication: 2010-10
    Journal article

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    Tuberculosis en Barcelona: modelo predictivo basado en series temporales  Open access

     Muñoz Gracia, Maria del Pilar; ORCAU PALAU, ANGELS; Caylà, Joan A
    Revista española de salud pública
    Date of publication: 2009-10-09
    Journal article

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    La tuberculosis (TB) a escala mundial sigue ocasionando cada año millones de casos nuevos y de muertes. La Organización Mundial de la Salud (OMS) ha estimado recientemente que en el 2007 se registraron 9.273.000 casos (incidencia de 139/100.000 habitantes) y 1.772.000 muertes atribuibles a esta vieja enfermedad, y en el año precedente la cifra absoluta fue ligeramente inferior (9.240.000 casos) mientras que la incidencia fue algo superior (140/100.000), por lo que se hace difícil precisar si hay declive o no. El objetivo de este trabajo es aplicar modelos predictivos a la TB, diferenciando entre población autóctona e inmigrante, en una ciudad en la que ha sido posible determinar el número anual de casos desde 1987. Se ha ajustado una tendencia segmentada también denominada regresión discontinua a tramos (piecewise regression o segmented regression) a las series de casos nuevos en la población autóctona e inmigrante de Barcelona. La evolución de esta enfermedad es radicalmente diferente; mientras que en la población autóctona presenta una tendencia a la baja, coincidiendo con el descenso de nuevos de casos de SIDA, en la población inmigrante, la tendencia es al alza. La estimación de nuevos casos para el años 2009 ha sido de 168 (IC 95% 109-227) y en la población inmigrante de de 227 (IC 95%, 180- 275.

  • Efficiency in the design of clinical trials with ordinal scales

     Torres, Juan Vicente; Cortés, Jordi; Gonzalez Alastrue, Jose Antonio; Muñoz Gracia, Maria del Pilar; Sánchez, Josep Anton; Secades Ruiz, Julio José; Cobo Valeri, Erik
    Conferencia Española de Biometría
    Presentation's date: 2009-09
    Presentation of work at congresses

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    The most popular statistical methods for analyzing ordinal data are reviewed in this work. Theoretical results are compared to empirical results by means of simulations. It is shown how the efficiency of the trial can be considerably improved if the statistical analysis controls the intrasubject variability

  • Evaluación de las intervenciones preventivas frente a enfermedades transmisibles. Un enfoque interdisciplinar

     Muñoz Gracia, Maria del Pilar
    Centro de Investigación Biomédica en red de Epidemiología y Salud Pública (CIBERESP)
    Presentation's date: 2009-06-18
    Presentation of work at congresses

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    Improving electricity market price scenarios by means of forecasting factor models  Open access

     Muñoz Gracia, Maria del Pilar; Corchero García, Cristina; Heredia Cervera, Fco. Javier
    Date: 2009-06
    Report

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    In liberalized electricity markets, generation Companies must build an hourly bid that is sent to the market operator. The price at which the energy will be paid is unknown during the bidding process and has to be forecast. In this work we apply forecasting factor models to this framework and study its suitability.

  • Are electricity prices affected by Exchange rates? The Spanish case

     Muñoz Gracia, Maria del Pilar; Dickey, David A.
    Energy economics
    Date of publication: 2009-11
    Journal article

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  • Are the markets influenced by the frequency and the long relationships?

     Márquez, M. Dolores; Muñoz Gracia, Maria del Pilar
    International Conference on Computational Statistics
    Presentation's date: 2008-08-28
    Presentation of work at congresses

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  • ESTADISTICA PER A ENGINYERS INFORMATICS

     Gonzalez Alastrue, Jose Antonio; Cobo Valeri, Erik; Muñoz Gracia, Maria del Pilar; Marti Recober, Manuel
    Date of publication: 2008-11
    Book

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  • Estadística per a enginyers informàtics

     Cobo Valeri, Erik; Gonzalez Alastrue, Jose Antonio; Marti Recober, Manuel; Muñoz Gracia, Maria del Pilar
    Date of publication: 2008
    Book

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  • A statistical model to estimate the impact of a hepatitis A vaccination programme

     Oviedo de La Fuente, Manuel; Muñoz Gracia, Maria del Pilar; Domínguez, Angela; Borras, Eva; Carmona, Gloria
    Vaccine
    Date of publication: 2008-11-11
    Journal article

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  • Volatilities in Tunisian stock markets and MENA stock markets: a perspective in the future?

     Muñoz Gracia, Maria del Pilar; Noomene, Rouhia
    Congreso Nacional de Estadística e Investigación Operativa y Jornadas de Estadística Pública
    Presentation's date: 2007-09
    Presentation of work at congresses

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  • Are stock market returns globalized?

     Muñoz Gracia, Maria del Pilar; Márquez, M. Dolores
    Congreso Nacional de Estadística e Investigación Operativa y Jornadas de Estadística Pública
    Presentation's date: 2007-09
    Presentation of work at congresses

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  • Covariates of stochastic volatility in electricity prices

     Muñoz Gracia, Maria del Pilar; Bunn, DW
    International Symposium on Business and Industrial Statistics
    Presentation's date: 2007-08
    Presentation of work at congresses

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  • Relationship of volatility returns with the new economy and globalization

     Muñoz Gracia, Maria del Pilar; Márquez, M. Dolores
    Session of the International Statistical Institute
    Presentation's date: 2007-08
    Presentation of work at congresses

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  • Benchmark study of some particle filters variants in a nonlinear, non-Gaussian framework: application to stochastic volatility model parameters estimation

     Muñoz Gracia, Maria del Pilar
    Fith Workshop on Bayesian Inference in Stochastic Processes
    Presentation's date: 2007-06-14
    Presentation of work at congresses

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  • Analysis of integrated and cointegrated time series with r (book review)

     Muñoz Gracia, Maria del Pilar
    SORT: statistics and operations research transactions
    Date of publication: 2007
    Journal article

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  • Bioestadística para no estadísticos: bases para interpretar un estudio científico

     Cobo Valeri, Erik; Muñoz Gracia, Maria del Pilar; Gonzalez Alastrue, Jose Antonio; Corchero García, Cristina; Bigorra, Joan; Miras, Francesc; Selva, Albert; Videla, Sebastià
    Date of publication: 2007-09
    Book

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  • Forecasting volatility by means of Threshold models

     Muñoz Gracia, Maria del Pilar; Marquez, M D; Acosta Argueta, Lesly Maria
    Journal of forecasting
    Date of publication: 2007-08
    Journal article

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  • Time-series analysis of meningococcal disease in Catalonia

     Dominguez, A; Muñoz Gracia, Maria del Pilar; Cardenosa, N; MARTINEZ, A; Cayla, J
    Annals of epidemiology
    Date of publication: 2007-09
    Journal article

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  • Time series analysis of meningococcal disease in Catalonia

     Domínguez, A; Muñoz Gracia, Maria del Pilar; Cardeñosa, N; Martínez, A; Caylà, J; meningococcal disease study group, and the
    Annals of epidemiology
    Date of publication: 2007-06-11
    Journal article

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  • Desarrollo y aplicación de nuevas tecnologías para la formación universitaria

     Gonzalez Alastrue, Jose Antonio; Cobo Valeri, Erik; Marti Recober, Manuel; Muñoz Gracia, Maria del Pilar
    Teoría de la educación. Educación y cultura en la sociedad de la información ¿ TESI
    Date of publication: 2006-03
    Journal article

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  • Non experimental evaluation of a computer assisted tool

     Cobo Valeri, Erik; Gonzalez Alastrue, Jose Antonio; Muñoz Gracia, Maria del Pilar; Dieguez, José Manuel; Piñeiro, Martiño
    International Conference on Teaching Statistics
    Presentation's date: 2006-07
    Presentation of work at congresses

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  • Formal assessment of an innovative web-based tool designed to improve student performance in statistics

     Gonzalez Alastrue, Jose Antonio; Jover, Lluís; Cobo Valeri, Erik; Muñoz Gracia, Maria del Pilar
    International Conference on Teaching Statistics
    Presentation's date: 2006-07
    Presentation of work at congresses

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  • Access to the full text
    Threshold volatility models: forecasting performance  Open access

     Marquez, M. D.; Muñoz Gracia, Maria del Pilar; Marti, Manuel; Acosta Argueta, Lesly Maria
    COMPSTAT International Conference on Computational Statistics
    Presentation's date: 2006-09
    Presentation of work at congresses

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    The aim of this paper is to compare the forecasting performance of competing volatility models, in order to capture the asymmetric effect in the volatility. We focus on examining the relative out-of-sample forecasting ability of the models (SETAR-TGARCH and SETAR-THSV), which contain the introduction of regimes based on thresholds in the mean equation and volatility equation, compared to the GARCH model and SV model. For each model, we consider two cases: Gaussian and t-Student measurement noise distribution. An important problem when evaluating the predictive ability of volatility models is that the “true” underlying process is not observable and thus a proxy must be defined for the unobservable volatility. To attain our proposal, the proxy volatility measure and the loss function must also be decided to ensure a correct ranking of models. Our empirical application suggests the following results: when time series include leverage effects on the mean, the introduction of threshold in the mean and variance equations produces more accurate predictions. If the leverage in the mean is not important, then the SVt is flexible enough to beat the threshold models.

  • Centro de Investigación Biomedica en Red. CIBER: Epidemiología y Salud Pública

     Muñoz Gracia, Maria del Pilar
    Participation in a competitive project

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  • e-status: an Automatic Web-Based Problem generator-Applications to Statistics

     Gonzalez Alastrue, Jose Antonio; Muñoz Gracia, Maria del Pilar
    Computer applications in engineering education
    Date of publication: 2006-08
    Journal article

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  • Estimated incidence of hepatitis A virus infection in Catalonia

     Oviedo de la Fuente, Manuel; Munoz, M P; Muñoz Gracia, Maria del Pilar; Dominguez, A; Carmona, G
    Annals of epidemiology
    Date of publication: 2006-11
    Journal article

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  • Access to the full text
    Threshold volatility models: forecasting performance  Open access

     Márquez, M. Dolores; Muñoz Gracia, Maria del Pilar; Marti Recober, Manuel; Acosta Argueta, Lesly Maria
    COMPTSTAT 2006-Procedeeings in Computational Statistics
    Date of publication: 2006
    Journal article

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    The aim of this paper is to compare the forecasting performance of competing volatility models, in order to capture the asymmetric effect in the volatility. We focus on examining the relative out-of-sample forecasting ability of the models (SETAR-TGARCH and SETAR-THSV), which contain the introduction of regimes based on thresholds in the mean equation and volatility equation, compared to the GARCH model and SV model. For each model, we consider two cases: Gaussian and t-Student measurement noise distribution. An important problem when evaluating the predictive ability of volatility models is that the “true” underlying process is not observable and thus a proxy must be defined for the unobservable volatility. To attain our proposal, the proxy volatility measure and the loss function must also be decided to ensure a correct ranking of models. Our empirical application suggests the following results: when time series include leverage effects on the mean, the introduction of threshold in the mean and variance equations produces more accurate predictions. If the leverage in the mean is not important, then the SVt is flexible enough to beat the threshold models.

  • e-status: entorno web para la generación y resolución de problemas

     Gonzalez Alastrue, Jose Antonio; Muñoz Gracia, Maria del Pilar; Cobo Valeri, Erik; Marti Recober, Manuel
    Jornada d'Innovació Docent UPC
    Presentation of work at congresses

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  • Desarrollo y aplicación de nuevas tecnologías para la formación universitaria

     Gonzalez Alastrue, Jose Antonio; Cobo Valeri, Erik; Marti Recober, Manuel; Muñoz Gracia, Maria del Pilar
    II Jornadas internacionales de innovación universitaria. El reto de la convergencia europea.
    Presentation of work at congresses

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  • A walk through non linear models in financial series

     Muñoz Gracia, Maria del Pilar
    3rd world conference on Computational Statistics & Data Analysis
    Presentation's date: 2005-10-28
    Presentation of work at congresses

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