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researcher

O. Grothe

11 papers hereh-index 15807 citations48 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author5
  • middle author4
  • last author1

Across the 11 of 11 papers where every author was matched, so the position is known.

fields
  • stat.ME3
  • econ.EM2
  • stat.CO2
  • cs.LG1
  • econ.GN1
  • q-fin.ST1

identity via Semantic Scholar / OpenAlex

activity
20102023
most citedFrom point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting

42 citations · 59 across the 9 of their papers we have counts for

collaborators
Showing 2012 · stat.MEShow all

1 paper · 2 filters

stat.ME2012

A higher order correlation unscented Kalman filter

Oliver Grothe

Many nonlinear extensions of the Kalman filter, e.g., the extended and the unscented Kalman filter, reduce the state densities to Gaussian densities. This approximation gives suffi…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.