ao.Univ.Prof. Dr. Wolfgang Scherrer

Technische Universität Wien and Institute for Advanced Studies (IHS)


Research Interests

Forecasts of electricity demand; Subspace Methods using state space representations; Errors-in-variables models; Identification of linear dynamic Systems

Publications (selection)

  • D. Bauer, M. Deistler, W. Scherrer:
    "Consistency and asymptotic normality of some subspace algorithms for systems without observed inputs"; Automatica, 35 (1999), S. 1243 - 1254.
  • G. Bauer, M Deistler, W Scherrer:
    "Time series models for short term forecast of ozone"; Environmetrics, 12 (2001), 2; S. 117 - 130.
  • A. Dahlen, W. Scherrer:
    "The relation of the CCA subspace method to a balanced reduction of an autoregressive model"; Journal of Econometrics, 118 (2004), S. 293 - 312.


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