3 papers
eess.SY2025
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…
stat.ME2023
Intervention analysis for integer-valued autoregressive models
Xanthi Pedeli, Roland Fried
We study the problem of intervention effects generating various types of outliers in an integer-valued autoregressive model with Poisson innovations. We concentrate on outliers whi…
math.ST2016
Robust change-point detection in panel data
Alexander Dürre, Roland Fried
In panel data we observe a usually high number N of individuals over a time period T. Even if T is large one often assumes stability of the model over time. We propose a nonparamet…