• 3513 Citations
  • 22 h-Index
1993 …2020
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Fingerprint Dive into the research topics where Rong Chen is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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

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Projects 2008 2020

Time series
Time series analysis
Risk assessment
National security
Information retrieval
Statistical methods
Time series
Time series analysis
fracture network
environmental impact
statistical analysis
Time Series Analysis
Time series
Functional Analysis
Functional Data Analysis
Functional Model

Research Output 1993 2019

2 Citations (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
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

Economic indicators
Factor analysis
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 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 11 2018, Proceedings of 2018 10th International Conference on Knowledge and Systems Engineering, KSE 2018. Phuong, T. M. & Nguyen, M. L. (eds.). Institute of Electrical and Electronics Engineers Inc., 8573348. (Proceedings of 2018 10th International Conference on Knowledge and Systems Engineering, KSE 2018).

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

Statistical methods
Anomaly detection
Early warning