M.Sc. Johannes Korte

Scientific assistent

Contact:
Email: korte@geod.uni-bonn.de
Tel: +49 – 228 – 73 – 3576
Fax: +49 – 228 – 73 – 6486
Office: Nussallee 17, 2nd floor, room 2.007

Address:
University of Bonn
Theoretical Geodesy, IGG
Nussallee 17
53115 Bonn

Links

  • Current teaching (Basis)

Research interests

  • Time series analysis
  • Stochastic processes
  • Auto regressive processes
  • Covariance functions
  • Time variable parameter estimation
  • Deterministic and stochastic approximation

Short CV

Johannes Korte studied Geodesy in Bonn. In 2017 he finished his Master’s thesis. Since then he is working as a scientific assistant in the Theoretical Geodesy Group. In 2019 he started working on time-variable AR process estimation in the project NonStopLSC (DFG project: Nonstationary stochastic processes in least squares Collocation).

Teaching activities

Paper and Presentations

List of Publications

2023

  • J. Korte, T. Schubert, J. M. Brockmann, and W. Schuh, “On the Estimation of Time Varying AR Processes.” {Berlin, Heidelberg}: Springer, 2023, p. 1–6. doi:10.1007/1345_2023_188
    [BibTeX] [Download PDF]
    @incollection{korte.etal_2023,
    title = {On the {{Estimation}} of {{Time Varying AR Processes}}},
    author = {Korte, Johannes and Schubert, Till and Brockmann, Jan Martin and Schuh, Wolf-Dieter},
    year = {2023},
    series = {International {{Association}} of {{Geodesy Symposia}}},
    pages = {1--6},
    publisher = {{Springer}},
    address = {{Berlin, Heidelberg}},
    doi = {10.1007/1345_2023_188},
    url = {https://doi.org/10.1007/1345_2023_188},
    urldate = {2023-05-02},
    langid = {english},
    keywords = {AR process,Motions of the roots,Non-stationarity,Time varying AR coefficients},
    file = {/home/jmb/pc/internetSettings/zotero/storage/P2ZJGUZZ/Korte et al. - On the Estimation of Time Varying AR Processes.pdf}
    }

  • J. Korte, J. M. Brockmann, and W. Schuh, “A Comparison between Successive Estimate of TVAR(1) and TVAR(2) and the Estimate of a TVAR(3) Process,” Engineering Proceedings, vol. 39, iss. 1, p. 90, 2023. doi:10.3390/engproc2023039090
    [BibTeX] [Download PDF]
    @article{korte.etal_2023a,
    title = {A {{Comparison}} between {{Successive Estimate}} of {{TVAR}}(1) and {{TVAR}}(2) and the {{Estimate}} of a {{TVAR}}(3) {{Process}}},
    author = {Korte, Johannes and Brockmann, Jan Martin and Schuh, Wolf-Dieter},
    year = {2023},
    journal = {Engineering Proceedings},
    volume = {39},
    number = {1},
    pages = {90},
    publisher = {{Multidisciplinary Digital Publishing Institute}},
    issn = {2673-4591},
    doi = {10.3390/engproc2023039090},
    url = {https://www.mdpi.com/2673-4591/39/1/90},
    urldate = {2023-07-18},
    copyright = {http://creativecommons.org/licenses/by/3.0/},
    langid = {english},
    keywords = {AR process of order 3,non-stationarity,time-variable roots from polynomials,time-varying AR coefficients}
    }

  • W. Schuh, J. Korte, T. Schubert, and J. M. Brockmann, “Modeling of Inhomogeneous Spatio-Temporal Signals by Least Squares Collocation.” {Berlin, Heidelberg}: Springer Berlin Heidelberg, 2023. doi:10.1007/1345_2023_202
    [BibTeX] [Download PDF]
    @incollection{schuh.etal_2023,
    title = {Modeling of {{Inhomogeneous Spatio-Temporal Signals}} by {{Least Squares Collocation}}},
    author = {Schuh, Wolf-Dieter and Korte, Johannes and Schubert, Till and Brockmann, Jan Martin},
    year = {2023},
    publisher = {{Springer Berlin Heidelberg}},
    address = {{Berlin, Heidelberg}},
    doi = {10.1007/1345_2023_202},
    url = {https://link.springer.com/10.1007/1345_2023_202},
    urldate = {2023-07-11},
    file = {/home/jmb/pc/internetSettings/zotero/storage/2KJFSUV4/Schuh et al. - 2023 - Modeling of Inhomogeneous Spatio-Temporal Signals .pdf}
    }

2021

  • J. Korte, T. Schubert, J. M. Brockmann, and W. Schuh, “A Mathematical Investigation of a Continuous Covariance Function Fitting with Discrete Covariances of an AR Process,” International Conference on Time Series and Forecasting (ITISE 2021), Engineering Proceedings, vol. 5, iss. 1, p. 18, 2021. doi:10.3390/engproc2021005018
    [BibTeX] [Download PDF]
    @article{korte.etal_2021,
    title = {A {{Mathematical Investigation}} of a {{Continuous Covariance Function Fitting}} with {{Discrete Covariances}} of an {{AR Process}}},
    author = {Korte, Johannes and Schubert, Till and Brockmann, Jan Martin and Schuh, Wolf-Dieter},
    year = {2021},
    journal = {International Conference on Time Series and Forecasting (ITISE 2021), Engineering Proceedings},
    volume = {5},
    number = {1},
    pages = {18},
    publisher = {{Multidisciplinary Digital Publishing Institute}},
    doi = {10.3390/engproc2021005018},
    url = {https://www.mdpi.com/2673-4591/5/1/18},
    urldate = {2021-07-22},
    copyright = {http://creativecommons.org/licenses/by/3.0/},
    langid = {english},
    keywords = {AR process,continuous covariance function,Fourier transform,positive definiteness,power spectral density,signal prediction},
    file = {/home/jmb/pc/internetSettings/zotero/storage/JUUI5UGW/Korte et al. - 2021 - A Mathematical Investigation of a Continuous Covar.pdf}
    }

  • T. Schubert, J. M. Brockmann, J. Korte, and W. Schuh, “On the Family of Covariance Functions Based on ARMA Models,” Proceedings of The 7th International conference on Time Series and Forecasting (ITISE 2021), Engineering Proceedings, vol. 5, iss. 1, p. 37, 2021. doi:10.3390/engproc2021005037
    [BibTeX] [Download PDF]
    @article{schubert.etal_2021,
    title = {On the {{Family}} of {{Covariance Functions Based}} on {{ARMA Models}}},
    author = {Schubert, Till and Brockmann, Jan Martin and Korte, Johannes and Schuh, Wolf-Dieter},
    year = {2021},
    journal = {Proceedings of The 7th International conference on Time Series and Forecasting (ITISE 2021), Engineering Proceedings},
    volume = {5},
    number = {1},
    pages = {37},
    publisher = {{Multidisciplinary Digital Publishing Institute}},
    doi = {10.3390/engproc2021005037},
    url = {https://www.mdpi.com/2673-4591/5/1/37},
    urldate = {2021-07-05},
    copyright = {http://creativecommons.org/licenses/by/3.0/},
    langid = {english},
    keywords = {ARMA processes,covariance function,Mat{\'e}rn covariance function,positive definiteness,stochastic modeling,time series analysis},
    file = {/home/jmb/pc/internetSettings/zotero/storage/Q9GQACHG/Schubert et al. - 2021 - On the Family of Covariance Functions Based on ARM.pdf}
    }

2020

  • B. Kargoll, G. Kermarrec, J. Korte, and H. Alkhatib, “Self-Tuning Robust Adjustment within Multivariate Regression Time Series Models with Vector-Autoregressive Random Errors,” Journal of Geodesy, vol. 94, iss. 5, p. 51, 2020. doi:10.1007/s00190-020-01376-6
    [BibTeX] [Download PDF]
    @article{kargoll.etal_2020,
    title = {Self-Tuning Robust Adjustment within Multivariate Regression Time Series Models with Vector-Autoregressive Random Errors},
    author = {Kargoll, Boris and Kermarrec, Ga{\"e}l and Korte, Johannes and Alkhatib, Hamza},
    year = {2020},
    month = may,
    journal = {Journal of Geodesy},
    volume = {94},
    number = {5},
    pages = {51},
    issn = {1432-1394},
    doi = {10.1007/s00190-020-01376-6},
    url = {https://doi.org/10.1007/s00190-020-01376-6},
    urldate = {2020-05-25},
    langid = {english},
    file = {/home/jmb/pc/internetSettings/zotero/storage/TTCADJSM/Kargoll et al. - 2020 - Self-tuning robust adjustment within multivariate .pdf}
    }

  • T. Schubert, J. Korte, J. M. Brockmann, and W. Schuh, “A Generic Approach to Covariance Function Estimation Using ARMA-Models,” Mathematics, Special Issue “Stochastic Models for Geodesy and Geoinformation Science”, vol. 8, iss. 4, p. 591, 2020. doi:10.3390/math8040591
    [BibTeX] [Download PDF]
    @article{schubert.etal_2020,
    title = {A {{Generic Approach}} to {{Covariance Function Estimation Using ARMA-Models}}},
    author = {Schubert, Till and Korte, Johannes and Brockmann, Jan Martin and Schuh, Wolf-Dieter},
    year = {2020},
    month = apr,
    journal = {Mathematics, Special Issue "Stochastic Models for Geodesy and Geoinformation Science"},
    volume = {8},
    number = {4},
    pages = {591},
    publisher = {{Multidisciplinary Digital Publishing Institute}},
    doi = {10.3390/math8040591},
    url = {https://www.mdpi.com/2227-7390/8/4/591},
    urldate = {2021-03-19},
    copyright = {http://creativecommons.org/licenses/by/3.0/},
    langid = {english},
    keywords = {ARMA-process,autoregressive processes,colored noise,continuous process,covariance function,stochastic modeling,time series},
    file = {/home/jmb/pc/internetSettings/zotero/storage/S4EYNEV3/Schubert et al. - 2020 - A Generic Approach to Covariance Function Estimati.pdf}
    }

2017

  • W. -D. Schuh and J. Korte, “Über Die Genauigkeit von Schätzern Für Den Skalenparameter Der Verteilungsfunktion,” Allgemeine Vermessungs-Nachrichten (AVN), vol. 6, p. 186–196, 2017.
    [BibTeX] [Download PDF]
    @article{schuh-korte_2017,
    ids = {schuh-korte_17},
    title = {{\"U}ber Die {{Genauigkeit}} von {{Sch{\"a}tzern}} F{\"u}r Den {{Skalenparameter}} Der {{Verteilungsfunktion}}},
    author = {Schuh, W.-D. and Korte, J.},
    year = {2017},
    journal = {Allgemeine Vermessungs-Nachrichten (AVN)},
    volume = {6},
    pages = {186--196},
    url = {http://skylab.itg.uni-bonn.de/schuh/Separata/schuh-korte_17.pdf},
    owner = {swd},
    annotation = {schuh-korte\textsubscript{1}7}
    }

List of Presentations

2023

  • J. Korte, J. M. Brockmann, and W. Schuh, A Comparison between Successive Estimate of TVAR(1) and TVAR(2) and the Estimate of a TVAR(3) Process{Las Palmas, Gran Canaria}: , 2023.
    [BibTeX]
    @misc{korte.etal_2023b,
    type = {Talk at {{ITISE2023}}},
    title = {A {{Comparison}} between {{Successive Estimate}} of {{TVAR}}(1) and {{TVAR}}(2) and the {{Estimate}} of a {{TVAR}}(3) {{Process}}},
    author = {Korte, Johannes and Brockmann, Jan Martin and Schuh, Wolf-Dieter},
    year = {2023},
    month = dec,
    address = {{Las Palmas, Gran Canaria}}
    }

2022

  • J. Korte, T. Schubert, J. M. Brockmann, and W. -D. Schuh, Time Variable AR Processes with Linear Root Motion: A Comparison between Successive Estimation of TVAR(1) and TVAR(2) with the Estimation of a TVAR(3) Process{Essen, Germany}: , 2022.
    [BibTeX]
    @misc{korte.etal_2022,
    type = {Talk at {{FROGS}} 2022},
    title = {Time {{Variable AR Processes}} with {{Linear Root Motion}}: {{A Comparison}} between Successive {{Estimation}} of {{TVAR}}(1) and {{TVAR}}(2) with the Estimation of a {{TVAR}}(3) {{Process}}},
    author = {Korte, J. and Schubert, T. and Brockmann, J. M. and Schuh, W.-D.},
    year = {2022},
    address = {{Essen, Germany}}
    }

  • J. Korte, T. Schubert, J. M. Brockmann, and W. -D. Schuh, On the Estimation of Time Variable AR Processes with Linear Root Motion of the Characteristic Polynomial{Milano, Italy}: , 2022.
    [BibTeX]
    @misc{korte.etal_2022a,
    type = {Talk at {{X Hotine-Marussi Symposium}}},
    title = {On the {{Estimation}} of {{Time Variable AR Processes}} with {{Linear Root Motion}} of the {{Characteristic Polynomial}}},
    author = {Korte, J. and Schubert, T. and Brockmann, J. M. and Schuh, W.-D.},
    year = {2022},
    address = {{Milano, Italy}}
    }

  • W. -D. Schuh, J. Korte, T. Schubert, and J. M. Brockmann, Modeling of Inhomogeneous Spatio-Temporal Signals by Least Squares Collocation{Milano, Italy}: , 2022.
    [BibTeX] [Download PDF]
    @misc{schuh.etal_2022,
    type = {Talk at the {{X Hotine Marussi Symposium}}},
    title = {Modeling of Inhomogeneous Spatio-Temporal Signals by Least Squares Collocation},
    author = {Schuh, W.-D. and Korte, J. and Schubert, T. and Brockmann, J. M.},
    year = {2022},
    address = {{Milano, Italy}},
    url = {https://doi.org/10.48565/bonndoc-39}
    }

2021

  • J. Korte, J. M. Brockmann, and W. -D. Schuh, A Mathematical Investigation of a Continuous Covariance Function Fitting with a Discrete Covariances of AR Processes{online}: , 2021.
    [BibTeX]
    @misc{korte.etal_2021a,
    type = {Talk at {{ITISE2021}}},
    title = {A Mathematical Investigation of a Continuous Covariance Function Fitting with a Discrete Covariances of {{AR}} Processes},
    author = {Korte, J. and Brockmann, J. M. and Schuh, W.-D.},
    year = {2021},
    address = {{online}}
    }

2018

  • J. Korte, J. M. Brockmann, and W. -D. Schuh, Least Squares Collocation with Finite and Recursive Defined Covariance Functions Using Function Values and Derivatives{Rome, Italy}: , 2018.
    [BibTeX]
    @misc{korte.etal_2018,
    type = {Talk at the {{IX Hotine Marussi Symposium}}},
    title = {Least {{Squares Collocation}} with Finite and Recursive Defined Covariance Functions Using Function Values and Derivatives},
    author = {Korte, J. and Brockmann, J. M. and Schuh, W.-D.},
    year = {2018},
    address = {{Rome, Italy}}
    }

List of Posters