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RWTH LogoInstitut für Statistik und Wirtschaftsmathematik

Editorial Activities

Associate Editor, Sequential Analysis, since 2018
      URL: https://www.tandfonline.com/toc/lsqa20/current

Associate Editor, International Journal of Statistics: Advances in Theory and Applications, since 2016
     URL: http://www.jyotiacademicpress.org/jyotic/journalview/35/about-this-journal

Associate Editor, Applied Stochastic Models in Business and Industry, since 2015
     URL: https://onlinelibrary.wiley.com/journal/15264025
 
Guest Editor (joint with Adam Krzyzak, Concordia University): Special Issue on Recent Trends in Stochastic Models, Statistics and Their Applications, 2018, Volume 34, Issue 5, of ASMBI
 
 
Editor (joint with E. Rafajlowicz and Krzysztof Szajowski) of Stochastic Models, Statistics and Their Applications - Wroclaw, Poland, February 2015, Series: Springer Proceedings in Mathematics and Statistics, Vol 122, 490 pages, ISSN 2194-1009. Heidelberg: Springer.
 
Editor (joint with E. Rafajlowicz and O. Okhrin) of Stochastic Models, Statistics and Their Applications - Dresden, Germany 2019. Series: Springer Proceedings in Mathematics and Statistics, under preparation. Heidelberg: Springer

Memberships in Scientific Societies

DMV Fachgruppe Stochastik, Institute of Mathematical Statistics, Biometric Society, International Statistical Institute (ISI), Society of Reliability, Quality and Safety (AG Stochastische Modelle für Zuverlässigkeit, Qualität und Sicherheit).  

Selected Recent Academic Activities

Academic Duties in Scientific Societies

  • Chair (Speaker of the Society of Reliability, Quality and Safety (Arbeitsgruppe für Stochastische Modelle in Zuverlässigkeit, Qualität und Sicherheit e.V.)
  • Chair of the Section "Statistics in Natural Science and Technology" of the German Statistical Society, since 2016.
  • Chair and Organizer of the Special Interest Group 'Change-Point Analysis' of the German Statistical Society (DStatG), until 2016
 

 
Professional Duties at University (past and current)
 
  • Elected Member of the Academic Senate of RWTH Aachen University (2014-16)
  • Member of the Search Committee to select Distinguished Professors (2014)
  • Speaker of the Department of Mathematics (2010-2012)
  • Member and chair of the Fachkommission (2010-2012)
  • Guest Member of the Examination Committee Bachelor and Master on Business Administration and Engineering
  • Member of the Coordination Committee Bachelor and Master on Business Administration and Engineering
  • Member of Various Search Committees (Chair of Analysis, Chair of Stochastic Modelling and Statistics (chair), Professor for Applied Statistics)

 

Reviewing

I am reviewer for many renowned international journals such as Annals of Applied Probability, Annals of Applied Statistics, Annals of Statistics, Journal of the Royal Statistical Society, Econometric Theory, Sequential Analysis, International Journal of Neural Systems, Journal of Multivariate Analysis, Scandinavian Journal of Statistics, Journal of Statistical Planning and Inference, Transactions on Information Theory, Transactions on Pattern Analysis and Machine Intelligence, Progress in Photovoltaics.

Further, I have reviewed proposals for the Deutsche Forschungsgemeinschaft (DFG) and other grant agencies.

(Local) Organizing Committees

  • Evolution 2006
  • German Open Conference on Probability and Statistics GOCPS 2008
  • Workshop on Stochastic Models and Their Applications 2009 (chair)
  • IWSM 2011, Stanford University
  • 12th Workshop on Stochastic Models, Statistics and Their Applications 2015
  • 13th Workshop on Stochastic Models, Statistics and Their Applications 2017
  • 14th Workshop on Stochastic Models, Statistics and Their Applications 2019

Scientific Committee

  • International Work-Conference on Time Series Analysis, 2018
  • International Work-Conference on Time Series Analysis, 2017
  • 6th International Workshop in Sequential Methodologies, Rouen, 2017
  • Workshop on Stochastic Models and Their Applications 2017
  • 8th International Workshop on Simulation, Vienna, 2015
  • Workshop on Stochastic Models and Their Applications 2015
  • International Work-Conference on Time Series Analysis, 2014
  • Workshop on Stochastic Models and Their Applications 2013
  • Fourth International Workshop in Sequential Methodologies 2013, Athens (Georgia), U.S.A.
  • Workshop on Stochastic Models and Their Applications 2011
  • Workshop on Stochastic Models and Their Applications 2009 (chair)

 

Organizer

  • Session on Methods for Structural Analysis of Complex Data, IWS 2018, Barcelona, Spain.
  • Session on Change Detection in High Dimensions, IWSM 2017, Rouen, France
  • Session on Change Detection in High Dimensions, IWSM 2017, Rouen, France
  • Session on Sequential Quality Control and Applications, IWSM 2017, Rouen, France
  • DStatG-Session on Statistics in Natural Science and Technology, SMSA 2017, HU Berlin 
  • Session change-point analysis, German Statistical Association (DStatG), 'Statistische Woche' 2015, Berlin, Germany. 
    Invited Speaker: Wolfgang Schmid, European University Frankfurt Oder.
  • Session on change-point analysis, German Statistical Association (DStatG), 'Statistische Woche' 2014, Berlin, Germany. 
    Invited Speaker: Ewaryst Rafajlowicz, Wroclaw University of Technology, Poland.
  • Session on Statistical Mehods in Decision Making (joint with E. Rafajlowicz), ICAISC 2014, Zakopane, Poland.
  • Session on change-point analysis, German Statistical Association (DStatG), 'Statistische Woche' 2013, Berlin, Germany. 
    Invited Speaker: Estelle Bee Dagum, University of Bologna, Italy.
  • Session on Sensor Exploitation (joint with M. Koch, Sandia Labs, U.S.A.), IWSM 2013, Athens (Georgia), U.S.A.
  • Section, 7th Workshop on Simulation 2013, Rimini, Italy.
  • Section on change-point analysis, German Statistical Association (DStatG), 'Statistische Woche' 2012, Vienna, Austria.
    Invited Speaker: Josef G. Steinebach, University of Cologne, Germany.
  • Invited Section on change-point analysis, IWSM 2011, Stanford University, U.S.A.
  • Section on change-point analysis, German Statistical Association (DStatG), 'Statistische Woche' 2011, Leipzig, Germany.
    Invited Speaker: Edit Gombay, University of Alberta, Canada.
  • Section on change-point analysis, German Statistical Association (DStatG),  'Statistische Woche' 2010, Nürnberg, Germany.
    Invited Speaker: Nitis Mukhopadhyay, U Connecticut, U.S.A.
  • Invited Section, International St. Petersburg Workshop on Simulation 2009
  • Workshop on Stochastic Models and Their Applications 2009
  • Spring School on Time Series in Finance and Engineering 2009

 

Invited Plenary Lectures

  • 9th International Conference on Mathematical Methods for Engineering Sciences 2018, London.
  • 19th International Conference on Mathematical Methods, Computational Techniques and Intelligent Systems 2017, Barcelona, Spain.
  • 2016 International Conference on Abstract and Applied Analysis, Rome, Italy 
  • 5th International Conference on Energy Systems, Environment, Entrepreneurship and Innovations, Barcelona, 2016
  • Mathematics, Computational Science and Statistics 2015, Dubai.
  • International Conference on Mathematical, Computational and Statistical Sciences, Gdansk University of Technology, Poland, 2014.
  • International Workshop in Sequential Methodologies, on the occasion of the Wald Memorial Ceremony, Athens (Geogia), U.S.A., 2013.

 

Selected Recent and Upcoming Invited Talks

  • 2017, Quality and Productivity Reseach Conference, Storrs, U.S.A.
  • 2017, Queen Mary University of London
  • 2016, ERCIM-Statistics, Sevilla, Spain.
  • 2015, ERCIM-Statistics, London, UK.
  • 2015, Keio University, Yokohama, Japan.
  • 2015, Thomas Watson IBM Research Center, Yorktown Heights, U.S.A.
  • 2015, International Workshop in Sequential Methodologies, New York City, U.S.A.
  • 2014, Conference of the International Society of Nonparametric Statistics, Cadiz, Spain.
  • 2014, Universite catholique de Louvain la-Neuve, Belgium.
  • 2014, Seoul National University, South Korea.
  • 2013, German-Polish Joint Conference on Probability Theory and Mathematical Statistics, Torun (PL), 6 to 9 June 2013.
  • 2013, International Workshop on Intelligent Statistical Quality Control, Sydney, Australia.
  • 2012, 1st Conference of the International Society of NonParametric Statistics, Chalkidiki, Greece.
  • 2012, International Workshop in Sequential Methodologies, Rouen, France.
  • 2012, Workshop Time Series: Models, Breaks and Applications, Karlsruhe Institute of Technology (KIT), Germany.
  • 2011, IWSM 2011, Stanford University, U.S.A.
  • 2011, London School of Economics (LSE), GB.
  • 2011, World Statistics Congress of the International Statistical Institute (ISI), ISI 2011, Dublin, GB
  • 2010, Workshop on Intelligent Statistical Quality Control, Seattle, U.S.A.
  • 2010, University of Göttingen
  • 2010, Department of Probability and Mathematical Statistics, Charles University Prague.
  • 2009, University of Maastricht.
  • 2009, IWSM, Troyes, France.
  • 2008, Institute of Statistics, University of Innsbruck, Austria.
  • 2007, International Workshop on Sequential Methodology, Auburn, U.S.A.
  • 2007, Department of Statistics, European University Frankfurt/O, Germany.


Recent Research Stays/Visits:

  • Mejiro University, Tokyo, Japan, 2016
  • Mejiro University, Tokyo, Japan, 2015
  • University catholique de Louvain la-Neuve, Belgium, 2014.
  • Seoul National University, South Korea, 2014.
  • Wroclaw University of Technology, Poland, 2012.
  • University of Manitoba, Canada, 2010.
  • Wroclaw University of Technology, Poland, 2010.
  • Charles University Prague, Czech Republic, 2010.
  • University of Technology Wroclaw, Poland, 2009.

Software

APOS photovoltaic StatLab A software tool for the statistical quality control, evaluation and analysis of photovoltaic modules. It implements classic acceptance sampling procedures as well as our recent research results and is licensed by leading European and U.S. American photovoltaic laboratories and manufacturers. Further information on can befound under Projects and Collaborations.
P Compiler for Statistical Computing and Stochastic Simulation

P is a compiled mathematical programming language primarily for statistical computing and stochastic simulation with a syntax being similar to R and to some extent similar to C. It has been evolved from a previous internal project (MatrixLanguage Compiler) and now implements a subset of R, the de-facto standard in statistical research, covering the most important data structures (vectors, matrices and lists). However, it provides various extensions, particularly a simple but powerful approach for parallel computing. Further extensions ease the implementation of statistical algorithms as arising in sequential analysis and change-point analysis. 

The P compiler provides substantial speedups and requires no additional software to be installed. Due to a shared library version with a C interface, it can be easily embedded into other languages such as R, MATLAB or C. Thus it can be used a powerful computing engine in applications. The R interface allows to mix R and P source in one file; in this way, one may use P for demanding (parallel) computations and R for interactive analyses and graphics.

P is extensible by linking dynamically shared libraries. In this way, it is easy to add existing code to the system.

The system and related information can be found here

Publication:

Here is a abstract of our contribution to the R User Conference 2010.

Contact us if you are interest in using P for a project.  

TimeSeries Monitor JAVA reseach demo software implementing methods of the paper
"Monitoring Time Series to Detect Unit Roots and Stationarity".