Statistical monitoring of spatio-temporal processes (A04)

• Subject Area: Statistics and Econometrics ; Mathematics
• Term: since 2024
• Project identifier: Deutsche Forschungsgemeinschaft (DFG) - Project number 520388526

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