Statistical monitoring of spatio-temporal processes (A04)

Statistical monitoring of spatio-temporal processes develops methodology for online monitoring in spatio-temporal models and timely detection of structural alterations. It develops robust procedures, considers tail behavior in form of, e.g., extreme quantiles and investigates high-dimensional scenarios with many variables. The long-term goal is the development of robust monitoring tools for various classes of nonlinear spatio-temporal processes and for high-dimensional mixed-frequency data.

DFG Programme CRC/Transregios

Subproject of TRR 391:  Spatio-temporal Statistics for the Transition of Energy and Transport

Applicant Institution Technische Universität Dortmund

Project Heads Professor Dr. Roland Fried, since 7/2024; Professor Vasyl Golosnoy, since 7/2024