Koen Mahieu

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Multivariate time series may contain outliers of different types. In presence of such outliers, applying standard multivariate time series techniques becomes unreliable. A robust version of multivariate exponential smoothing is proposed. The method is affine equivariant, and involves the selection of a smoothing parameter matrix by minimizing a robust loss(More)
This article presents a control chart for time series data, based on the one-step-ahead forecast errors of the Holt-Winters forecasting method. We use robust techniques to prevent that outliers affect the estimation of the control limits of the chart. Moreover, robustness is important to maintain the reliability of the control chart after the occurrence of(More)
Wednesday 14 th October (Young Statisticians Afternoon) 13h30 Registration and welcome 14h00 Contributed talks young statisticians-Gordon Gudendorf (U.C.Louvain) Nonparametric estimation of multivariate extreme value copulas-Koen Mahieu (K.U.Leuven) Maxbias Curves for Multivariate Regression Estimators-Girma Minalu (U.Hasselt) Estimating the impact of(More)
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