Dr. Guillermo Mestre Marcos

FORMER IIT MEMBER

Current position:

Research Assistant

Research Area:

Intelligent Systems

Membership dates:

04/oct/2016 - 26/mar/2021

ORCID:

Researcher ID:

Google Scholar ID:

SCOPUS:

ResearchGate:

Guillermo_Mestre_Marcos

Experience:

Graduate Research Assistant, Instituto de Investigación Tecnológica (2016-Actualidad).

Skills:

Exploratory data analysis and development of forecasting model using R and Matlab. Development of web applications using Shiny. Scientific document preparation using LaTeX.

Current research interests:

Forecasting models for functional data. Identification and diagnosis methods for functional time series. Probabilistic modeling of functional data.

Journal Publications

G. Mestre, E.F. Sánchez-Úbeda, A. Muñoz, E. Alonso, "The arithmetic of stepwise offer curves", Energy, Vol. 239, nº. Part E, pp. 122444, January 2022. [Online: October 2021] doi: 10.1016/j.energy.2021.122444
JCR-JIF: 9,000 Q1 (2022); 10,100 Q1 (2025) - SJR: 1,989 Q1 (2022); 2,060 Q1 (2025)
G. Mestre, J. Portela, G. Rice, A. Muñoz, E. Alonso, "Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis", Computational Statistics & Data Analysis, Vol. 155, pp. 107108, March 2021. [Online: October 2020] doi: 10.1016/j.csda.2020.107108
JCR-JIF: 2,035 Q2 (2021); 1,700 Q2 (2025) - SJR: 1,016 Q1 (2021); 0,926 Q1 (2025)
R. Espejo, G. Mestre, F. Postigo Marcos, S. Lumbreras, A. Ramos, T. Huang, E. Bompard, "Exploiting graphlet decomposition to explain the structure of complex networks: the GHuST framework", Scientific Reports, Vol. 10, pp. 12884, December 2020. [Online: July 2020] doi: 10.1038/s41598-020-69795-1
JCR-JIF: 4,379 Q1 (2020); 4,900 Q1 (2025) - SJR: 1,240 Q1 (2020); 0,893 Q1 (2025)
G. Mestre, J. Portela, A. Muñoz, E. Alonso, "Forecasting hourly supply curves in the Italian day-ahead electricity market with a double-seasonal SARMAHX model", International Journal of Electrical Power & Energy Systems, Vol. 121, pp. 106083, October 2020. [Online: April 2020] doi: 10.1016/j.ijepes.2020.106083
JCR-JIF: 4,630 Q1 (2020); 5,300 Q1 (2025) - SJR: 1,050 Q1 (2020); 1,482 Q1 (2025)

show 4 journal publications

Projects

show 10 projects

Ph.D. Thesis

Developed:

G. Mestre, "Probabilistic forecasting of functional time series: application to scenario-generation of residual demand curves in electricity markets", PhD. dissertation, Comillas Pontifical University, Madrid, Spain, 2021.

show 1 Ph.D. Thesis

Conference Papers

show 3 conference papers

Books and Book Chapters

A. Muñoz, J. Portela, E.F. Sánchez-Úbeda, G. Mestre, "Analysis and forecasting of aggregate supply and demand curves in the European electricity market", in Economic forecasting and decisions with Big Data, D. Peña, et al. Ed(s). Madrid, Spain: Ed. Fundación de las Cajas de Ahorros (FUNCAS), 2024, pp. 185-224

show 1 books and book chapters

Invited Conferences and Seminars

Conference "Functional time series identification and diagnosis by means of autocorrelation analysis" 13th Workshop on Industrial Systems and Energy Technologies - JOSITE'2018. Instituto de Investigación Tecnológica. Universidad Pontificia Comillas. Madrid (Spain). May 2018.

show 1 invited conferences and seminars

Dr. Guillermo Mestre Marcos

Journal Publications

G. Mestre, E.F. Sánchez-Úbeda, A. Muñoz, E. Alonso, "The arithmetic of stepwise offer curves", Energy, Vol. 239, nº. Part E, pp. 122444, January 2022. [Online: October 2021] doi: 10.1016/j.energy.2021.122444
JCR-JIF: 9,000 Q1 (2022); 10,100 Q1 (2025) - SJR: 1,989 Q1 (2022); 2,060 Q1 (2025)

Projects

New developments and models for forecasting offer curves in the Italian Electricity Market. Carried out for Enel SpA. May/2020-Oct/2020

Modeling and forecasting of the demand for natural gas and electricity in Spain, Portugal and France. Carried out for Endesa Medios y Sistemas S.L. Jan/2020-Dec/2020

Application of machine learning models for developing an intelligent inertial position system. Carried out for Airbus Defence and Space S.A.U. Sep/2019-Dec/2019

Modeling and forecasting of the demand for natural gas and electricity in Spain and Portugal. Carried out for Enel Iberoamerica S.R.L. Jan/2019-Dec/2019

Modeling and forecasting of the demand for natural gas and electricity in Spain and Portugal. Carried out for Enel Iberoamerica S.R.L. Jun/2018-Dec/2018

Modeling and forecasting of the demand for natural gas and electricity in Spain and Portugal. Carried out for Enel Iberoamerica S.R.L. Oct/2017-Dec/2018

Short-term forecasting of competitors’ offer curves in the Italian electricity market. Carried out for Enel SpA. Sep/2017-Feb/2018

Development of tools for medium and long-term analysis and prediction of the Spanish ancillary services markets. Carried out for Endesa Medios y Sistemas S.L. Jan/2017-Dec/2017

Development of an explanatory model for the electricity energy demand of Spain and Portugal. Carried out for Enel Iberoamerica S.R.L. Sep/2016-Sep/2017

Short-term forecasting of competitors' offer curves in the Italian electricity market. Carried out for Enel. Jun/2016-Dec/2016

Ph.D. Thesis

Developed:

G. Mestre, "Probabilistic forecasting of functional time series: application to scenario-generation of residual demand curves in electricity markets", PhD. dissertation, Comillas Pontifical University, Madrid, Spain, 2021.

Conference Papers

G. Mestre, J. Portela, A. Muñoz, E. Alonso, "Probabilistic functional forecasting of Residual Demand Curves in electricity markets", presented at 13th International Ruhr Energy Conference - INREC 2024, Essen, Germany, 27-28 August 2024

G. Mestre, J. Portela, G. Rice, A. Muñoz, E. Alonso, "Functional time series identification and diagnosis by means of autocorrelation analysis", presented at XXXVIII Congreso Nacional de Estadística e Investigación Operativa - SEIO 2019, Alcoy, Spain, 03-06 September 2019, pp. 1-22

G. Mestre, J. Portela, A. Muñoz, E. Alonso, "White noise testing for functional time series. Application to model identification and diagnosis", presented at 2nd Satellite CRoNoS Workshop on Functional Data Analysis - CRoNoS FDA 2018, Iasi, Romania, 31 August - 02 September 2018

Books and Book Chapters

Invited Conferences and Seminars

Conference "Functional time series identification and diagnosis by means of autocorrelation analysis" 13th Workshop on Industrial Systems and Energy Technologies - JOSITE'2018. Instituto de Investigación Tecnológica. Universidad Pontificia Comillas. Madrid (Spain). May 2018.

Dr. Guillermo Mestre Marcos

Journal Publications

G. Mestre, E.F. Sánchez-Úbeda, A. Muñoz, E. Alonso, "The arithmetic of stepwise offer curves", Energy, Vol. 239, nº. Part E, pp. 122444, January 2022. [Online: October 2021] doi: 10.1016/j.energy.2021.122444 JCR-JIF: 9,000 Q1 (2022); 10,100 Q1 (2025) - SJR: 1,989 Q1 (2022); 2,060 Q1 (2025)

Projects

Ph.D. Thesis

Developed:

Conference Papers

Books and Book Chapters

Invited Conferences and Seminars

Conference "Functional time series identification and diagnosis by means of autocorrelation analysis" 13th Workshop on Industrial Systems and Energy Technologies - JOSITE'2018. Instituto de Investigación Tecnológica. Universidad Pontificia Comillas. Madrid (Spain). May 2018.

G. Mestre, E.F. Sánchez-Úbeda, A. Muñoz, E. Alonso, "The arithmetic of stepwise offer curves", Energy, Vol. 239, nº. Part E, pp. 122444, January 2022. [Online: October 2021] doi: 10.1016/j.energy.2021.122444
JCR-JIF: 9,000 Q1 (2022); 10,100 Q1 (2025) - SJR: 1,989 Q1 (2022); 2,060 Q1 (2025)