• 3462 Citations
  • 22 h-Index
1993 …2020
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Fingerprint Fingerprint is based on mining the text of the experts' scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

Time series Mathematics
Sequential Monte Carlo Mathematics
Fading channels Engineering & Materials Science
Sequential Monte Carlo Methods Mathematics
Autoregressive Model Mathematics
Time Series Analysis Mathematics
Variable Selection Mathematics
Nonlinear Time Series Analysis Mathematics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Projects 2008 2020

Tensors
Time series
Economics
Time series analysis
Finance
Risk assessment
National security
Information retrieval
Medicine
Statistical methods
Time series
Time series analysis
Statistics
Students
Meteorology
fracture network
environmental impact
statistical analysis
modeling
hydraulics
Time Series Analysis
Time series
Functional Analysis
Functional Data Analysis
Functional Model

Research Output 1993 2019

1 Citation (Scopus)

A Nonparametric Bayesian Framework for Short-Term Wind Power Probabilistic Forecast

Xie, W., Zhang, P., Chen, R. & Zhou, Z., Jan 1 2019, In : IEEE Transactions on Power Systems. 34, 1, p. 371-379 9 p., 8417899.

Research output: Contribution to journalArticle

Wind power
Smart power grids
Risk management
Random processes
Error analysis

Constrained Factor Models for High-Dimensional Matrix-Variate Time Series

Chen, E. Y., Tsay, R. S. & Chen, R., Jan 1 2019, In : Journal of the American Statistical Association.

Research output: Contribution to journalArticle

Factor Models
High-dimensional
Time series
Matrix Models
Dimension Reduction
2 Citations (Scopus)

Factor models for matrix-valued high-dimensional time series

Wang, D., Liu, X. & Chen, R., Jan 1 2019, In : Journal of Econometrics. 208, 1, p. 231-248 18 p.

Research output: Contribution to journalArticle

Finance
Economic indicators
Factor analysis
Factors
Time series models

A dynamic fusion system for fast nuclear source detection and localization with mobile sensor networks

Grelaud, A., Mitra, P., Xie, M. & Chen, R., Jan 1 2018, In : Applied Stochastic Models in Business and Industry. 34, 1, p. 4-19 16 p.

Research output: Contribution to journalArticle

Mobile Sensor Networks
Sensor networks
Wireless networks
Fusion
Fusion reactions

IGroup Learning and iDetect for Dynamic Anomaly Detection with Applications in Maritime Threat Detection

Cai, C., Chen, R., Liu, A. D., Roberts, F. & Xie, M., Dec 12 2018, 2018 IEEE International Symposium on Technologies for Homeland Security, HST 2018. Institute of Electrical and Electronics Engineers Inc., 8574162. (2018 IEEE International Symposium on Technologies for Homeland Security, HST 2018).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

threat
learning
world economy
transportation system
statistical method