4 papers
Detecting changes in the mean of spatial random fields on a regular grid
Sheila Görz, Roland Fried
We propose statistical procedures for detecting changes in the mean of spatial random fields observed on regular grids. The proposed framework provides a general approach to change…
Parameter Estimation and Seasonal Modification of the Fractional Poisson Process with Application to Vorticity Extremes over the North Atlantic
Merle Mendel, Roland Fried
The fractional Poisson process (FPP) generalizes the standard Poisson process by replacing exponentially distributed return times with Mittag-Leffler distributed ones with an extra…
Probabilistic Time Series Forecasting of Residential Loads -- A Copula Approach
Marco Jeschke, Timm Faulwasser, Roland Fried
Predicting the time series of future evolutions of renewable injections and demands is of utmost importance for the operation of power systems. However, the current state of the ar…
Nonparametric directional variogram estimation in the presence of outlier blocks
Jana Gierse, Roland Fried
This paper proposes robust estimators of the variogram, a statistical tool that is commonly used in geostatistics to capture the spatial dependence structure of data. The new estim…