Time Series Smoothing by Penalized Least Squares with Applications

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This text presents some useful and easy-to-use techniques to estimate trends of time series data without imposing rigid distributional or other typeof assumptions. These techniques offer flexibility, particularly for estimating trends routinely and massively. The book provides some generalizations to the ideas embodied in the time series smoothing problem as orvinally proposed by Víctor M. Guerrero. These generalizations provide some innovative and straightforward ways to calculate trends. The data analyst can objectively choose the desired smoothness, thus enabling camparisons between trends with the same smoothness level for different sample sizes or periodicity of observation. The value added of this book is that it offers the analyst a remarkable flexibility to estimate trends.
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Chapter 1. Introduction
Chapter 2. Some basic concepts
Chapter 3. Trend estimation of univariate time series with controlled smoothness
Chapter 4. Penalized least squares first-order integrated processes with percentage of smoothness chosen by the user
Chapter 5. Empirical applications
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Ha sido Profesor e Investigador de tiempo completo en el Departamento de Estadística del ITAM desde 1990 y ocupó el cargo de Jefe del Departamento de Estadística. Obtuvo los grados de Actuario por la UNAM, así como de Maestro y Doctor en Estadística por la Universidad de Wisconsin – Madison. Es miembro del Sistema Nacional de Investigadores, con Nivel III. Durante el año 2017 se ha desempeñado como Investigador Invitado en la Dirección General Adjunta de Investigación del INEGI. Anteriormente, en el INEGI ocupó la Dirección de Modelos Econométricos Especiales y la Coordinación de Investigación. También ocupó el cargo de Jefe de Investigación Estadística en la Dirección de Investigación del Banco de México y de Director de Sistemas de Información en la Dirección General de Planeación y Programación Educativa de la SEP.
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Actuario egresado de la UNAM, Maestro en Demografía por El Colegio de México y doctor en Ingeniería Matemática con especialidad en Estadística por la Universidad Carlos III de Madrid. Se ha desarrollado profesionalmente en compañías de seguros, como asesor de proyectos de investigación en Consejos de Población y en la Secretaría de Salud; fue estadístico del CENEVAL y funcionario de Conaculta. Ha impartido cursos en Naciones Unidas (sede en México); también ha sido docente de licenciatura y posgrado en la UNAM, El Colegio de México, la Universidad Carlos III de Madrid, el ITAM y el Instituto Tecnológico de Monterrey. Fue ganador del tercer lugar del Concurso de Investigación Demográfica Gustavo Cabrera de El Colegio de México en su edición 2010. Dentro de sus publicaciones más recientes, se encuentran: Guerrero, V., Silva, E. & Gómez, N. (2014). Building Scenarios of Multiple time series that take into acount the effects of an expected intervention. Journal of Forecasting. 33. 32-46; Silva, E., Guerrero, V. & Peña, D. (2014). Suavizamiento controlado de tasas de mortalidad con p-splines: Aplicaciones para México y Reino Unido. Papeles de población. 20. 99-131.Actualmente es profesor de tiempo completo de la Universidad Anáhuac.
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