This paper looks at projections for the Spanish population by sex and age for the period of 2005 to 2050. These were carried out using forecasts for birth and mortality rates, and migration. These rates are calculated using two main sources of information. First, a multivariate time series model...

We propose using the integrated periodogram to classify time series. The method assigns a new element to the group minimizing the distance from the integrated periodogram of the element to the group mean of integrated periodograms. Local computation of these periodograms allows the application...

This paper discusses the building process and models used by Red Eléctrica de España (REE), the Spanish system operator, in short-term electricity load forecasting. REE's forecasting system consists of one daily model and 24 hourly models with a common structure. There are two types of...

In analyzing ECG data, the main aim is to differentiate between the signal patterns of those of healthy subjects and those of individuals with specific heart conditions. We propose an approach for classifying multivariate ECG signals based on discriminant and wavelet analyzes. For this purpose...

In order to perform real-time business cycle inferences and forecasts of GDP growth rates in the euro area, we use an extension of the Markov-switching dynamic factor models that accounts for the features of the day-to-day monitoring of economic developments, such as ragged edges, mixed...