Search Results for author: Philipp Otto

Found 5 papers, 0 papers with code

Spatial and Spatiotemporal Volatility Models: A Review

no code implementations24 Aug 2023 Philipp Otto, Osman Doğan, Süleyman Taşpınar, Wolfgang Schmid, Anil K. Bera

In this paper, we aim to provide a comprehensive review of the recent literature on spatial and spatiotemporal volatility models.

Time Series

Statistical process monitoring of artificial neural networks

no code implementations15 Sep 2022 Anna Malinovskaya, Pavlo Mozharovskyi, Philipp Otto

The rapid advancement of models based on artificial intelligence demands innovative monitoring techniques which can operate in real time with low computational costs.

valid

Adaptive LASSO estimation for functional hidden dynamic geostatistical model

no code implementations10 Aug 2022 Paolo Maranzano, Philipp Otto, Alessandro Fassò

We propose a novel model selection algorithm based on a penalized maximum likelihood estimator (PMLE) for functional hidden dynamic geostatistical models (f-HDGM).

Model Selection

Statistical learning for change point and anomaly detection in graphs

no code implementations10 Nov 2020 Anna Malinovskaya, Philipp Otto, Torben Peters

Complex systems which can be represented in the form of static and dynamic graphs arise in different fields, e. g. communication, engineering and industry.

Anomaly Detection

Estimation of the spatial weighting matrix for regular lattice data -- An adaptive lasso approach with cross-sectional resampling

no code implementations6 Jan 2020 Miryam S. Merk, Philipp Otto

Spatial econometric research typically relies on the assumption that the spatial dependence structure is known in advance and is represented by a deterministic spatial weights matrix.

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