Forecasting methods for spatio-temporal data: robust evaluation and inference (A06)

Forecasting methods for spatio-temporal data: robust evaluation and inference develops forecasting methods and forecast evaluation tools with a focus on panel data with a particular emphasis on robustness. It will develop forecasting methods and tools for testing forecast rationality and forecasting superiority, which take the effects of parameter estimation into account. The long-term goal are inferential comparison tools for general classes of prediction methods for spatio-temporal 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. Matei Demetrescu, since 7/2024; Professor Dr. Christoph Hanck, since 7/2024