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Manfred Deistler

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<media 27668 - pdf-link>Short Bio </media>

<media 27672 - pdf-link>Publications</media>

ET Interview

Farewell Lecture

ETSAST

TISS Business Card

Research

Theory and Methods

  • Identification of (multivariate) ARMA and state space systems: Structure theory, estimation procedures.
  • Modeling high dimensional time series by generalized linear dynamic factor models.
  • Singular AR Systems and Yule-Walker estimators.
  • Identifiability and estimation of linear systems from mixed frequency data, extended Yule-Walker equations, asymptotic distributions. Blocking.

Applications

 

  • Analysis of EEG-data (electroencephalogram data): Focus detection of epileptic seizures from ECoG's, EEG and Alzheimer
  • Forecasting for supply chain management systems
    Analysis of sales data 
  • Analysis and forecasting for financial time series
  • Forecasting of electricity demand and electricity prices