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

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

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