Prof. Dr. Dietmar Bauer
- BIGSEM - Bielefeld Graduate School of Economics and Management
- Bielefeld Center for Data Science (BiCDaS)
- Bielefeld Graduate School in Theoretical Sciences
- Department Empirische Methoden
- Fakultät für Wirtschaftswissenschaften
- Institut für Technologische Innovation, Marktentwicklung und Entrepreneurship
- Lehrstuhl für Ökonometrie
- Zentrum für Statistik
Veröffentlichungen:
Aktuelle Forschungsthemen
Meine aktuellen Forschungsthemen können in drei Themenbereiche gegliedert werden:
1. Zeitreihenanalyse
Zeitreihen bezeichnen Datensätze, die entlang einer Zeitachse geordnet werden können. Oft liegen die Daten in regelmäßigen Abständen vorm etwa Tages-, Monats- oder Quartalsdaten. Für das Verstehen der Daten sowie für deren Prognose kommen sogenannte dynamische Modelle zur Anwendung. Die einfachste Form solcher dynamischer Modelle sind autoregressive Modelle, die die Zukunft als gewichtetes Mittel von vergangenen Beobachtungen prognostizieren.
Eine Verallgemeinerung von autoregressiven Modellen sind lineare dynamische Modelle, welche in Form von sogenannten ARMA (autoregressive moving average) oder den äquivalenten Zustandsraummodellen angegeben werden.
Für diese Klasse an Modellen stehen verschiedene Schätzmethoden zur Verfügung, wobei die sogenannten Subspace-Verfahren eine relativ neue und numerisch und konzeptionell einfache Methodik zur Verfügung stellen. Speziell für sogenannte integriert und saisonal integrierte Prozesse aber auch für hochdimensionale Prozesse sind deren Eigenschaften nicht hinreichend erforscht.
2. Diskrete Wahlmodelle
Diskrete Wahlmodelle bezeichnen Modelle, die zur Repräsentation der Auswahl einer aus endlich vielen Möglichkeiten zur Anwendung kommen. Typische Anwendungen bilden etwa die Modellierung der Produktwahl oder die Verkehrsmittelwahl.
Dieser Forschungsschwerpunkt untersucht neue Methoden zur Schätzung sogenannter Probit-Modelle sowie deren Anwendung auf die Verkehrsmittelwahl. Für diese Klasse an Methoden existieren verschiedene Ansätze zur Schätzung und Spezifikation, die sich allesamt durch einen hohen Rechenaufwand insbesondere bei Paneldatensätzen auszeichnen, die in diesem Bereich vorherrschend verwendet werden.
Unsere Forschung in diesem Bereich fokussiert daher auf einer Untersuchung des Tradeoffs zwischen Genauigkeit und Rechenaufwand sowie auf die Beschleunigung von existierenden Methoden. Ein vielversprechender Ansatz in dieser Hinsicht ist die MACML Methode von Chandra Bhat, deren Eigenschaften noch ungenügend analysiert wurden.
Wesentliche Stufen des beruflichen Werdeganges
| seit April 2014 | Lehrstuhl für Ökonometrie |
| Juni 2005 - März 2014 | Senior Scientist am Austrian Institute of Technology |
| Juni 1995 - Mai 2005 | Assistent an der TU Wien |
| Sept. 2003 - Aug 2004 | Post-Doc an der Cowles Foundation, Yale, Connecticut, USA |
| Jänner 2000 - Juli 2000 | Post-Doc an der Universität Linköping, Schweden |
| Sept. 1999 - Dez. 1999 | Post-Doc an der Universität Newcastle, Australien |
Akademische Ausbildung
| 2007 | Habilitation in Ökonometrie, TU Wien, Österreich |
| 1998 | Doktorat in technischer Mathematik, TU Wien, Österreich |
| 1995 | Diplom in technischer Mathematik, TU Wien, Österreich |
Publikationen
- Autor mehr als 20 Journal-Artikeln aus dem Bereich Ökonometrie
- Autor von 16 Journal-Artikeln im Bereich Transportation
- Autor von mehr als 50 Konferenz- und Buchbeiträgen aus Ökonometrie und Transportation
Wichtigste Publikationen:
- B¨uscher, S., Bauer, D. (2024). Weighting strategies for pairwise composite marginal likelihood estimation in case of unbalanced panels and unaccounted autoregressive structure of the errors. Transportation Research Part B: Methodological, 181, 102890.
- Bauer, D., Buschmeier, R. (2021). Asymptotic Properties of Estimators for Seasonally Cointegrated State Space Models Obtained Using the CVA Subspace Method. Entropy, 23, 436.
- Batram, M., Bauer, D. (2018). On consistency of the MACML approach to discrete choice modelling. Journal of Choice Modelling, 30, 1--16.
- Bauer D. (2006): Comparing the CCA subspace method to pseudo maximum likelihood methods in the case of no exogenous inputs. Journal of Time Series Analysis 26(5), 631-668.
- Bauer D. (2005): Estimating linear dynamical systems using subspace methods. Econometric Theory 21, 181-211.
- Bauer D. and Wagner M. (2002): Estimating Cointegrated Systems using Subspace Algorithms, Journal of Econometrics, 111, p. 47-84
- Tulic, M., Bauer, D., Scherrer, W. (2014) Link and route travel time prediction including the corresponding reliability in an urban network based on taxi floating car data. Accepted for publication in Transportation Research Records.
Eine vollständige Liste findet sich hier.
Lehre
- zahlreiche Vorlesungen aus verschiedenen Gebieten der Ökonometrie und Statistik an vier verschiedenen Instituten
- Betreuung von Diplomanden, Masterarbeiten und Dissertationen
Forschungsprojekte
- Erfolgreiche Einreichung und Durchführung von Forschungsprojekten der DFG, des FWF, der FFG sowie Mitformulierung erfolgreicher Anträge auf EU-Ebene
Preise und Auszeichnungen
- "Multa Scripsit Award" von Econometric Theory, 2013
- best paper awards UrbComp 2012 gemeinsam mit Jameson Toole, Marta Gonzalez (MIT, Cambridge, USA) und Michael Ulm (AIT)
- Oskar Morgenstern Award des IHS, Wien, gemeinsam mit Martin Wagner (TU Dortmund)
Projektleitung
-
2022; Nutzung der Composite Likelihood Methode zur Schätzung von Probit-Modellen; Bauer, Dietmar; Deutsche Forschungsgemeinschaft
-
2020; Schätz- und Inferenztheorie für (ko)integrierte Prozesse in Zustandsraumdarstellung; Bauer, Dietmar; Deutsche Forschungsgemeinschaft
Als Autor*in
- Büscher S, Bauer D. Weighting strategies for pairwise composite marginal likelihood estimation in case of unbalanced panels and unaccounted autoregressive structure of the errors. Transportation Research Part B: Methodological. 2024;181: 102890.
- Oelschläger L, Bauer D. Bayesian probit models for preference classification: an analysis of chess players’ propensity for risk-taking. In: TU Dortmund University, ed. Proceedings of the 37th International Workshop on Statistical Modelling. 2023: 549-553.
- Bauer D. Information-Criterion-Based Lag Length Selection in Vector Autoregressive Approximations for I(2) Processes. Econometrics. 2023;11(2): 11.
- Bauer D, Buschmeier R. Asymptotic properties of estimators for seasonally cointegrated state space Models obtained using the CVA Subspace Method. Entropy. 2021;23(4): 436.
- Oelschläger L, Bauer D. Bayes Estimation of Latent Class Mixed Multinomial Probit Models. Presented at the TRB Annual Meeting 2021, Online.
- Bauer D, Matuschek L, de Matos Ribeiro P, Wagner M. A Parameterization of Models for Unit Root Processes: Structure Theory and Hypothesis Testing. Econometrics. 2020;8(4): 42.
- Oelschläger L, Bauer D. Bayes Estimation of Latent Class Mixed Multinomial Probit Models. Presented at the TRB Annual Meeting 2021.
- Li Y, Bauer D. Modeling I(2) Processes Using Vector Autoregressions Where the Lag Length Increases with the Sample Size. Econometrics. 2020;8(3): 38.
- Bauer D, Tulic M, Scherrer W. Modelling travel time uncertainty in urban networks based on floating taxi data. European Transport Research Review. 2019;11(1): 46.
- Bauer D. Periodic and seasonal (co-)integration in the state space framework. Economics Letters. 2019;174:165-168.
- Büscher S, Batram M, Bauer D. Using Motifs for Population Synthesis in Multi-agent Mobility Simulation Models. In: Steland A, Rafajlowicz E, Okhrin O, eds. Stochastic Models, Statistics and Their Applications. Springer Proceedings in Mathematics & Statistics. Vol 294. Cham: Springer; 2019: 335-350.
- Bauer D. Using Subspace Methods to Model Long-Memory Processes. In: Valenzuela O, Rojas F, Pomares H, Rojas I, eds. Theory and Applications of Time Series Analysis. Selected Contributions from ITISE 2018. Contributions to Statistic. Cham: Springer; 2019: 171-185.
- Bauer D, Settgast V, Schrom-Feiertag H, Millonig A. Making the usage of guidance systems in pedestrian infrastructures measurable using the virtual environment DAVE. Transportation Research Part F: Traffic Psychology and Behaviour. 2018;59:298-317.
- Batram M, Bauer D. On consistency of the MACML approach to discrete choice modelling. Journal of Choice Modelling. 2018;30:1-16.
- Bauer D, Richter G, Asamer J, Heilmann B, Lenz G, Kölbl R. Quasi-Dynamic Estimation of OD Flows From Traffic Counts Without Prior OD Matrix. IEEE Transactions on Intelligent Transportation Systems. 2018;19(6):2025-2034.
- Bauer D, Tulic M. Travel time predictions: should one model speeds or travel times? European Transport Research Review. 2018;10(2): 46.
- Bauer D. Using subspace methods to model long memory processes. In: Valenzuela O, Rojas F, Pomares H, Rojas I, eds. International Conference on Time Series and Forecasting. Proceedings of papers. Granada: Godel Impresiones Digitales S.L.; 2018: 288-299.
- Campigotto P, Rudloff C, Leodolter M, Bauer D. Personalized and Situation-Aware Multimodal Route Recommendations: The FAVOUR Algorithm. IEEE Transactions on Intelligent Transportation Systems. 2017;18(1):92-102.
- Heinze C, Leodolter M, Koller H, Bauer D. Transferring urban traveling speed model fits across cities. European Transport Research Review. 2016;8(3): 19.
- Kölbl R, Heilmann B, Bauer D, et al. An Assessment of VMS-Rerouting and Traffic Signal Planning with Emission Objectives in an Urban Network – A Case Study for the City of Graz. In: 2015 International Conference on Models and Technologies for Intelligent Transportation Systems (MT-ITS). Piscataway, NJ: IEEE; 2015.
- Lenz G, Bauer D, Eder L, et al. CO-Exist. Wien: Österreichischer Verkehrssicherheitsfond; 2015.
- Rudloff C, Leodolter M, Bauer D, Auer R, Brög W, Kehnscherper K. Influence of weather on transport demand: a case study from the Vienna Region. In: Annual Meeting of the TRB. 2015.
- Rudloff C, Leodolter M, Bauer D, Auer R, Broeg W, Kehnscherper K. Influence of Weather on Transport Demand Case Study from the Vienna, Austria, Region. Transportation Research Record Journal of the Transportation Research Board. 2015;2482(2582):110-116.
- Settgast V, Lancelle M, Bauer D, Piff M, Fellner D. Hands-Free Navigation in Immersive Environments for the Evaluation of the Effectiveness of Indoor Navigation Systems. Journal of Virtual Reality and Broadcasting. 2014;11:4.
- Bauer D, Gantner J. Including Route Choice Models into Pedestrian Movement Simulation Models. In: Pedestrian and Evacuation Dynamics 2012. Springer International Publishing; 2014: 713-727.
- Tulic M, Bauer D, Scherrer W. Link and Route Travel Time Prediction Including the Corresponding Reliability in an Urban Network Based on Taxi Floating Car Data. Transportation Research Record: Journal of the Transportation Research Board. 2014;2442(1):140-149.
- Tulic M, Bauer D, Scherrer W. Link and Route Travel Time Prediction Including the Corresponding Reliability in an Urban Network Based on Taxi Floating Car Data. In: Proceedings of the Annual Meeting of the Transportation Research Board. Washington, USA; 2014.
- Schneider CM, Rudloff C, Bauer D, González MC. Daily travel behavior. Lessons from a week-long survey for the extraction of human mobility motifs related information. In: Proceedings of the 2nd ACM SIGKDD International Workshop on Urban Computing. New York, NY: ACM; 2013.
- Bauer D, Schneckenburger J, Settgast V, Millonig A, Gartner G. Hands free steering in a virtual world for the evaluation of guidance systems in pedestrian infrastructures: design and validation. In: Proceedings of the Annual Meeting of the Transportation Research Board. Washington, USA; 2013.
- Yang Y, Gerstle D, Widhalm P, Bauer D, Gonzalez M. Potential of Low-Frequency Automated Vehicle Location Data for Monitoring and Control of Bus Performance. Transportation Research Record: Journal of the Transportation Research Board. 2013;2351(1):54-64.
- Yang Y, Gerstle D, Widhalm P, Bauer D, Gonzalez MC. The Potential of Low-Frequency AVL Data for the Monitoring and Control of Bus Performance. In: Proceedings of the Annual Meeting of the Transportation Research Board. Washington, USA; 2013.
- Kölbl R, Bauer D, Rudloff C. Travel Behavior and Electric Mobility in Germany: Is the problem the driving range or the costs of both? Transportation Research Record: Journal of the Transportation Research Board. 2013;2385(1):45-52.
- Kölbl R, Bauer D, Rudloff C. Travel Behavior and E-mobility in Germany: Is the Problem the Driving Range or Costs or Both? In: Proceedings of the Annual Meeting of the Transportation Research Board. Washington. USA; 2013.
- Bauer D, Wagner M. A canonical form for unit root processes in the state space framework. Econometric Theory. 2012;6(6):1313-1349.
- Ponweiser W, Litzenberger M, Bauer D, et al. A decision support system for reducing CO2 and black carbon emissions by adaptive traffic management. In: Proceedings of the 19th World Congress on Intelligent Transport Systems. Vienna, Austria; 2012.
- Bauer D. Estimating origin-destination-matrices depending on the time of the day from high frequent pedestrian entry and exit counts. IET Intelligent Transport Systems. 2012;6(4):463-473.
- Settgast V, Lancelle M, Bauer D, Fellner DW. Hands-Free Navigation in Immersive Environments for the Evaluation of the Effectiveness of Indoor Navigation Systems. In: VR/AR. 2012: 107-118.
- Toole JL, Ulm M, González MC, Bauer D. Inferring land use from mobile phone activity. In: Proceedings of the ACM SIGKDD International Workshop on Urban Computing - UrbComp '12. New York, NY: ACM; 2012: 1-8.
- Bauer D, Maynard A. Persistence-robust surplus-lag Granger causality testing. Journal of Econometrics. 2012;169(2):293-300.
- Rudloff C, Matyus T, Seer S, Bauer D. Can Walking Behavior Be Predicted? Transportation Research Record: Journal of the Transportation Research Board. 2011;2264(1):101-109.
- Rudloff C, Matyus T, Seer S, Bauer D. Can Walking Behavior Be Predicted? In: Proceedings of the Annual Meeting of the Transportation Research Board. Washington, USA: Trans Res Board; 2011.
- Bauer D. Comparing pedestrian movement simulation models for a crossing area based on real world data. In: Pedestrian and Evacuation Dynamics 2010. Springer; 2011: 547-556.
- Bauer D. Estimating Time-Dependent OD-matrices for pedestrian infrastructures from high frequent pedestrian counting data. In: Proceedings of the 8-th European Congress and Exhibition on Intelligent Transport Systems and Services. Lyon, France; 2011.
- Rudloff C, Bauer D, Matyus T, Seer S. Mind the gap: Boarding and alighting processes using the social force paradigm calibrated on experimental data. In: 14th International IEEE Conference on Intelligent Transportation Systems (ITSC). Piscataway, NJ: IEEE; 2011: 353-358.
- Zeiler I, Rudloff C, Bauer D. Modelling Random Taste Variations on Level Changes in Passenger Route Choice in a Public Transport Station. In: Pedestrian and Evacuation Dynamics 2010. Springer; 2011: 185-195.
- Heilmann B, El Faouzi N-E, Mouzon de O, et al. Predicting motorway traffic performance by data fusion of local sensor data and electronic toll collection data. Computer-Aided Civil and Infrastructure Engineering. 2011;26(6):451-463.
- Bauer D, Ray M, Seer S. Simple sensors used for measuring service times and counting pedestrians. Transportation Research Record: Journal of the Transportation Research Board. 2011;2214(1):77-84.
- Bauer D, Ray M, Seer S. Simple sensors used for measuring service times and counting pedestrians. In: Annual Meeting of the Transportation Research Board. Transportation Research Board of the National Academies; 2011: 77-84.
- Seer S, Brändle N, Bauer D. Design of decision rules for crowd controlling using macroscopic pedestrian flow simulation. In: Pedestrian and Evacuation Dynamics 2008. Springer; 2010: 577-583.
- Bauer D, Sjöberg J. Fast and good initialization of RBF networks. In: ESANN. 2010.
- Bauer D. Modeling the link volume counts as a function of temporally dependent OD-flows. In: Pedestrian and Evacuation Dynamics 2008. Springer; 2010: 509-515.
- Toplak W, Koller H, Dragaschnig M, Bauer D, Asamer J. Novel road classifications for large scale traffic networks. In: 13th International IEEE Conference on Intelligent Transportation Systems (ITSC). Piscataway, NJ: IEEE; 2010: 1264-1270.
- Bauer D. Properties of some approaches to test observability of O-D flows based on link-volume counts. IEEE Transactions on Intelligent Transportation Systems. 2010;11(2):510-515.
- Brunnhuber M, Schrom-Feiertag H, Hesina G, Bauer D, Purgathofer W. Simulation and visualization of the behavior of handicapped people in virtually reconstructed public buildings. In: REAL CORP. 2010.
- Bauer D, Kitazawa K. Using laser scanner data to calibrate certain aspects of microscopic pedestrian motion models. In: Pedestrian and Evacuation Dynamics 2008. Springer; 2010: 83-94.
- Bauer D. Almost sure bounds on the estimation error for OLS estimators when the regressors include certain MFI (1) processes. Econometric Theory. 2009;25(2):571.
- Bauer D. Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms. Journal of Multivariate Analysis. 2009;100(3):397-421.
- Bauer D, Brändle N, Seer S, Ray M, Kitazawa K. Measurement of Pedestrian Movements: A Comparative Study on Various Existing Systems. In: Pedestrian Behavior: Models, Data Collection and Applications: Models, Data Collection and Applications. Emerald Group Publishing; 2009: 325.
- Millonig A, Brändle N, Ray M, Bauer D, van der Spek S. Pedestrian Behaviour Monitoring: Methods and Experiences. In: BMI Book. 2009: 11-42.
- Bauer D, Wagner M. Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure. Computational Statistics & Data Analysis. 2009;53(6):1954-1973.
- Seer S, Bauer D, Brändle N, Ray M. Estimating pedestrian movement characteristics for crowd control at public transport facilities. In: 11th International IEEE Conference on Intelligent Transportation Systems, 2008. Piscataway, NJ: IEEE; 2008: 742-747.
- Bauer D, Ray M, Brändle N, Schrom-Feiertag H. On extracting commuter information from GPS Motion Data. In: Proceedings of the 5th Annual International Conference on Mobile and Ubiquitous Systems: Computing, Networking, and Services. 2008: 7.
- Teknomo K, Bauer D, Matyus T. Pedestrian route choice self-organization. In: 8TH INTERNATIONAL SYMPOSIUM ON TRANSPORT SIMULATION, 2008, SURFERS PARADISE, QUEENSLAND, AUSTRALIA. 2008.
- Bauer D. Using subspace methods for estimating arma models for multivariate time series with conditionally heteroskedastic innovations. Econometric Theory. 2008;24(04):1063-1092.
- Bauer D, Seer S, Brändle N. Macroscopic pedestrian flow simulation for designing crowd control measures in public transport after special events. In: Proceedings of the 2007 summer computer simulation conference. 2007: 1035-1042.
- Bauer D. Comparing the CCA subspace method to pseudo maximum likelihood methods in the case of no exogenous inputs. Journal of Time Series Analysis. 2006;26(5):631-668.
- Bauer D, Brändle N, Seer S, Pflugfelder R. Finding highly frequented paths in video sequences. In: ICPR 2006. 18th International Conference on Pattern Recognition, 2006. Vol. 1. Piscataway, NJ: IEEE; 2006: 387-391.
- Brändle N, Bauer D, Seer S. Track-based finding of stopping pedestrians-a practical approach for analyzing a public infrastructure. In: Intelligent Transportation Systems Conference, 2006. ITSC'06. IEEE. 2006: 115-120.
- Bauer D. Asymptotic properties of subspace estimators. Automatica. 2005;41(3):359-376.
- Bauer D. Estimating linear dynamical systems using subspace methods. Econometric Theory. 2005;21(1):181-211.
- Bauer D, de Waele S. A finite sample comparison of automatic model selection methods. In: Proc. of the 13th IFAC Symposium on System Identification. 2003.
- Bauer D. Choosing integer parameters in subspace identification: A survey on asymptotic results. In: Proc. of the 13th IFAC Symposium on System Identification. Rotterdam, Netherlands; 2003.
- Bauer D. Subspace algorithms. In: Proc. of the 13th IFAC Symposium on System Identification. 2003.
- Bauer D, Ninness B. Asymptotic properties of least-squares estimates of Hammerstein-Wiener models. International Journal of Control. 2002;75(1):34-51.
- Bauer D, Wagner M. Estimating cointegrated systems using subspace algorithms. Journal of Econometrics. 2002;111(1):47-84.
- Bauer D. Identification of state space systems with conditionally heteroskedastic innovations. In: Proceedings of the 15th IFAC World Congress. 2002.
- Bauer D, Ljung L. Some facts about the choice of the weighting matrices in Larimore type of subspace algorithms. Automatica. 2002;38(5):763-773.
- Bauer D. Order estimation for subspace methods. Automatica. 2001;37(10):1561-1573.
- Bauer D, Jansson M. Analysis of the asymptotic properties of the MOESP type of subspace algorithms. Automatica. 2000;36(4):497-509.
- Bauer D, Ninness B. Asymptotic properties of Hammerstein model estimates. In: Proceedings of the 39th IEEE Conference on Decision and Control, 2000. Vol 3. 2000: 2855-2860.
- Bauer C, Bauer D, Scharl A. Measuring the Web. A Pilot Study for Web Site Classification Based on Empirical Evidence. In: TIC-AMSTERDAM. Vol 6. BOOM PUBLISHERS; 2000: 113-132.
- Bauer D. On data preprocessing for subspace methods. In: Proceedings of the 39th IEEE Conference on Decision and Control, 2000. Vol 3. 2000: 2403-2408.
- Bauer D, Deistler M, Scherrer W. On the impact of weighting matrices in subspace algorithms. In: Proceedings of the SYSID'2000 conference. Santa Barbara, USA; 2000.
- Bauer D, Gustafsson T. Optimal weighting for MOESP type of procedures. In: Proceedings of the SYSID'2000 conference. Santa Barbara, USA; 2000.
- Bauer D, Wagner M. Subspace algorithm cointegration analysis - an application to interest rate data. In: Proceedings of the 15th International Workshop of Statistical Modeling. Bilbao, Spain; 2000.
- Bauer D, Deistler M. Balanced canonical forms for system identification. IEEE Transactions on Automatic Control. 1999;44(6):1118-1131.
- Bauer D, Deistler M, Scherrer W. Consistency and asymptotic normality of some subspace algorithms for systems without observed inputs. Automatica. 1999;35(7):1243-1254.
- Bauer D. Order estimation in the context of MOESP subspace identification methods. In: Proceedings of the ECC'99 conference. 1999.
- Bauer C, Bauer D, Scharl A. Towards the Measurement of Public Web Sites: A Tool for Classification. In: ISI Cutting Edge Conference on The Measurement of E-Commerce (MEC-99). 1999.
- Bauer D, Deistler M, Scherrer W. Asymptotic Distributions of Subspace Estimates under Misspecification of the order. In: Proceedings of Mathematical Theory of Networks and Systems. Padua, Italy; 1998: 699-702.
- Bauer D. Some asymptotic theory for the estimation of linear systems using maximum likelihood methods or subspace algorithms. TU Wien; 1998.
- Bauer D, Deistler M, Scherrer W. User choices in subspace algorithms. In: Proceedings of the 37th IEEE Conference on Decision and Control, 1998. Vol 1. 1998: 731-736.
- Bauer D. Weighting Matrices In Subspace Algorithms. In: Proceedings of MIC conference. Grindelwald, Switzerland; 1998.
- Bauer D, Deistler M, Scherrer W. A Central Limit Theorem for Subspace Algorithms. In: Proceedings of the ECC'97. Brussels, Belgium; 1997.
- Bauer D, Deistler M. Balanced Canonical Forms for System Identification. In: Proceedings of the CDC'97. San Diego, USA; 1997.
- Bauer D, Deistler M, Scherrer W. The analysis of the asymptotic variance of subspace algorithms. In: Proc. of the 11th IFAC Symposium on System Identification, SYSID. Vol 97. 1997: 8-11.
- Bauer D, Deistler M. Balanced Parametrizations: A Structure Theory for Identification. In: Athens Conference on Applied Probability and Time Series Analysis. Springer; 1996: 27-41.
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Wesentliche Stufen des beruflichen Werdeganges
| seit April 2014 | Lehrstuhl für Ökonometrie |
| Juni 2005 - März 2014 | Senior Scientist am Austrian Institute of Technology |
| Juni 1995 - Mai 2005 | Assistent an der TU Wien |
| Sept. 2003 - Aug 2004 | Post-Doc an der Cowles Foundation, Yale, Connecticut, USA |
| Jänner 2000 - Juli 2000 | Post-Doc an der Universität Linköping, Schweden |
| Sept. 1999 - Dez. 1999 | Post-Doc an der Universität Newcastle, Australien |
Akademische Ausbildung
| 2007 | Habilitation in Ökonometrie, TU Wien, Österreich |
| 1998 | Doktorat in technischer Mathematik, TU Wien, Österreich |
| 1995 | Diplom in technischer Mathematik, TU Wien, Österreich |
Publikationen
- Autor mehr als 20 Journal-Artikeln aus dem Bereich Ökonometrie
- Autor von 16 Journal-Artikeln im Bereich Transportation
- Autor von mehr als 50 Konferenz- und Buchbeiträgen aus Ökonometrie und Transportation
Wichtigste Publikationen:
- B¨uscher, S., Bauer, D. (2024). Weighting strategies for pairwise composite marginal likelihood estimation in case of unbalanced panels and unaccounted autoregressive structure of the errors. Transportation Research Part B: Methodological, 181, 102890.
- Bauer, D., Buschmeier, R. (2021). Asymptotic Properties of Estimators for Seasonally Cointegrated State Space Models Obtained Using the CVA Subspace Method. Entropy, 23, 436.
- Batram, M., Bauer, D. (2018). On consistency of the MACML approach to discrete choice modelling. Journal of Choice Modelling, 30, 1--16.
- Bauer D. (2006): Comparing the CCA subspace method to pseudo maximum likelihood methods in the case of no exogenous inputs. Journal of Time Series Analysis 26(5), 631-668.
- Bauer D. (2005): Estimating linear dynamical systems using subspace methods. Econometric Theory 21, 181-211.
- Bauer D. and Wagner M. (2002): Estimating Cointegrated Systems using Subspace Algorithms, Journal of Econometrics, 111, p. 47-84
- Tulic, M., Bauer, D., Scherrer, W. (2014) Link and route travel time prediction including the corresponding reliability in an urban network based on taxi floating car data. Accepted for publication in Transportation Research Records.
Eine vollständige Liste findet sich hier.
Lehre
- zahlreiche Vorlesungen aus verschiedenen Gebieten der Ökonometrie und Statistik an vier verschiedenen Instituten
- Betreuung von Diplomanden, Masterarbeiten und Dissertationen
Forschungsprojekte
- Erfolgreiche Einreichung und Durchführung von Forschungsprojekten der DFG, des FWF, der FFG sowie Mitformulierung erfolgreicher Anträge auf EU-Ebene
Preise und Auszeichnungen
- "Multa Scripsit Award" von Econometric Theory, 2013
- best paper awards UrbComp 2012 gemeinsam mit Jameson Toole, Marta Gonzalez (MIT, Cambridge, USA) und Michael Ulm (AIT)
- Oskar Morgenstern Award des IHS, Wien, gemeinsam mit Martin Wagner (TU Dortmund)
Als Autor*in:
- Büscher S, Bauer D. Weighting strategies for pairwise composite marginal likelihood estimation in case of unbalanced panels and unaccounted autoregressive structure of the errors. Transportation Research Part B: Methodological. 2024;181: 102890.
- Oelschläger L, Bauer D. Bayesian probit models for preference classification: an analysis of chess players’ propensity for risk-taking. In: TU Dortmund University, ed. Proceedings of the 37th International Workshop on Statistical Modelling. 2023: 549-553.
- Bauer D. Information-Criterion-Based Lag Length Selection in Vector Autoregressive Approximations for I(2) Processes. Econometrics. 2023;11(2): 11.
- Bauer D, Buschmeier R. Asymptotic properties of estimators for seasonally cointegrated state space Models obtained using the CVA Subspace Method. Entropy. 2021;23(4): 436.
- Oelschläger L, Bauer D. Bayes Estimation of Latent Class Mixed Multinomial Probit Models. Presented at the TRB Annual Meeting 2021, Online.
- Bauer D, Matuschek L, de Matos Ribeiro P, Wagner M. A Parameterization of Models for Unit Root Processes: Structure Theory and Hypothesis Testing. Econometrics. 2020;8(4): 42.
- Oelschläger L, Bauer D. Bayes Estimation of Latent Class Mixed Multinomial Probit Models. Presented at the TRB Annual Meeting 2021.
- Li Y, Bauer D. Modeling I(2) Processes Using Vector Autoregressions Where the Lag Length Increases with the Sample Size. Econometrics. 2020;8(3): 38.
- Bauer D, Tulic M, Scherrer W. Modelling travel time uncertainty in urban networks based on floating taxi data. European Transport Research Review. 2019;11(1): 46.
- Bauer D. Periodic and seasonal (co-)integration in the state space framework. Economics Letters. 2019;174:165-168.
- Büscher S, Batram M, Bauer D. Using Motifs for Population Synthesis in Multi-agent Mobility Simulation Models. In: Steland A, Rafajlowicz E, Okhrin O, eds. Stochastic Models, Statistics and Their Applications. Springer Proceedings in Mathematics & Statistics. Vol 294. Cham: Springer; 2019: 335-350.
- Bauer D. Using Subspace Methods to Model Long-Memory Processes. In: Valenzuela O, Rojas F, Pomares H, Rojas I, eds. Theory and Applications of Time Series Analysis. Selected Contributions from ITISE 2018. Contributions to Statistic. Cham: Springer; 2019: 171-185.
- Bauer D, Settgast V, Schrom-Feiertag H, Millonig A. Making the usage of guidance systems in pedestrian infrastructures measurable using the virtual environment DAVE. Transportation Research Part F: Traffic Psychology and Behaviour. 2018;59:298-317.
- Batram M, Bauer D. On consistency of the MACML approach to discrete choice modelling. Journal of Choice Modelling. 2018;30:1-16.
- Bauer D, Richter G, Asamer J, Heilmann B, Lenz G, Kölbl R. Quasi-Dynamic Estimation of OD Flows From Traffic Counts Without Prior OD Matrix. IEEE Transactions on Intelligent Transportation Systems. 2018;19(6):2025-2034.
- Bauer D, Tulic M. Travel time predictions: should one model speeds or travel times? European Transport Research Review. 2018;10(2): 46.
- Bauer D. Using subspace methods to model long memory processes. In: Valenzuela O, Rojas F, Pomares H, Rojas I, eds. International Conference on Time Series and Forecasting. Proceedings of papers. Granada: Godel Impresiones Digitales S.L.; 2018: 288-299.
- Campigotto P, Rudloff C, Leodolter M, Bauer D. Personalized and Situation-Aware Multimodal Route Recommendations: The FAVOUR Algorithm. IEEE Transactions on Intelligent Transportation Systems. 2017;18(1):92-102.
- Heinze C, Leodolter M, Koller H, Bauer D. Transferring urban traveling speed model fits across cities. European Transport Research Review. 2016;8(3): 19.
- Kölbl R, Heilmann B, Bauer D, et al. An Assessment of VMS-Rerouting and Traffic Signal Planning with Emission Objectives in an Urban Network – A Case Study for the City of Graz. In: 2015 International Conference on Models and Technologies for Intelligent Transportation Systems (MT-ITS). Piscataway, NJ: IEEE; 2015.
- Lenz G, Bauer D, Eder L, et al. CO-Exist. Wien: Österreichischer Verkehrssicherheitsfond; 2015.
- Rudloff C, Leodolter M, Bauer D, Auer R, Brög W, Kehnscherper K. Influence of weather on transport demand: a case study from the Vienna Region. In: Annual Meeting of the TRB. 2015.
- Rudloff C, Leodolter M, Bauer D, Auer R, Broeg W, Kehnscherper K. Influence of Weather on Transport Demand Case Study from the Vienna, Austria, Region. Transportation Research Record Journal of the Transportation Research Board. 2015;2482(2582):110-116.
- Settgast V, Lancelle M, Bauer D, Piff M, Fellner D. Hands-Free Navigation in Immersive Environments for the Evaluation of the Effectiveness of Indoor Navigation Systems. Journal of Virtual Reality and Broadcasting. 2014;11:4.
- Bauer D, Gantner J. Including Route Choice Models into Pedestrian Movement Simulation Models. In: Pedestrian and Evacuation Dynamics 2012. Springer International Publishing; 2014: 713-727.
- Tulic M, Bauer D, Scherrer W. Link and Route Travel Time Prediction Including the Corresponding Reliability in an Urban Network Based on Taxi Floating Car Data. Transportation Research Record: Journal of the Transportation Research Board. 2014;2442(1):140-149.
- Tulic M, Bauer D, Scherrer W. Link and Route Travel Time Prediction Including the Corresponding Reliability in an Urban Network Based on Taxi Floating Car Data. In: Proceedings of the Annual Meeting of the Transportation Research Board. Washington, USA; 2014.
- Schneider CM, Rudloff C, Bauer D, González MC. Daily travel behavior. Lessons from a week-long survey for the extraction of human mobility motifs related information. In: Proceedings of the 2nd ACM SIGKDD International Workshop on Urban Computing. New York, NY: ACM; 2013.
- Bauer D, Schneckenburger J, Settgast V, Millonig A, Gartner G. Hands free steering in a virtual world for the evaluation of guidance systems in pedestrian infrastructures: design and validation. In: Proceedings of the Annual Meeting of the Transportation Research Board. Washington, USA; 2013.
- Yang Y, Gerstle D, Widhalm P, Bauer D, Gonzalez M. Potential of Low-Frequency Automated Vehicle Location Data for Monitoring and Control of Bus Performance. Transportation Research Record: Journal of the Transportation Research Board. 2013;2351(1):54-64.
- Yang Y, Gerstle D, Widhalm P, Bauer D, Gonzalez MC. The Potential of Low-Frequency AVL Data for the Monitoring and Control of Bus Performance. In: Proceedings of the Annual Meeting of the Transportation Research Board. Washington, USA; 2013.
- Kölbl R, Bauer D, Rudloff C. Travel Behavior and Electric Mobility in Germany: Is the problem the driving range or the costs of both? Transportation Research Record: Journal of the Transportation Research Board. 2013;2385(1):45-52.
- Kölbl R, Bauer D, Rudloff C. Travel Behavior and E-mobility in Germany: Is the Problem the Driving Range or Costs or Both? In: Proceedings of the Annual Meeting of the Transportation Research Board. Washington. USA; 2013.
- Bauer D, Wagner M. A canonical form for unit root processes in the state space framework. Econometric Theory. 2012;6(6):1313-1349.
- Ponweiser W, Litzenberger M, Bauer D, et al. A decision support system for reducing CO2 and black carbon emissions by adaptive traffic management. In: Proceedings of the 19th World Congress on Intelligent Transport Systems. Vienna, Austria; 2012.
- Bauer D. Estimating origin-destination-matrices depending on the time of the day from high frequent pedestrian entry and exit counts. IET Intelligent Transport Systems. 2012;6(4):463-473.
- Settgast V, Lancelle M, Bauer D, Fellner DW. Hands-Free Navigation in Immersive Environments for the Evaluation of the Effectiveness of Indoor Navigation Systems. In: VR/AR. 2012: 107-118.
- Toole JL, Ulm M, González MC, Bauer D. Inferring land use from mobile phone activity. In: Proceedings of the ACM SIGKDD International Workshop on Urban Computing - UrbComp '12. New York, NY: ACM; 2012: 1-8.
- Bauer D, Maynard A. Persistence-robust surplus-lag Granger causality testing. Journal of Econometrics. 2012;169(2):293-300.
- Rudloff C, Matyus T, Seer S, Bauer D. Can Walking Behavior Be Predicted? Transportation Research Record: Journal of the Transportation Research Board. 2011;2264(1):101-109.
- Rudloff C, Matyus T, Seer S, Bauer D. Can Walking Behavior Be Predicted? In: Proceedings of the Annual Meeting of the Transportation Research Board. Washington, USA: Trans Res Board; 2011.
- Bauer D. Comparing pedestrian movement simulation models for a crossing area based on real world data. In: Pedestrian and Evacuation Dynamics 2010. Springer; 2011: 547-556.
- Bauer D. Estimating Time-Dependent OD-matrices for pedestrian infrastructures from high frequent pedestrian counting data. In: Proceedings of the 8-th European Congress and Exhibition on Intelligent Transport Systems and Services. Lyon, France; 2011.
- Rudloff C, Bauer D, Matyus T, Seer S. Mind the gap: Boarding and alighting processes using the social force paradigm calibrated on experimental data. In: 14th International IEEE Conference on Intelligent Transportation Systems (ITSC). Piscataway, NJ: IEEE; 2011: 353-358.
- Zeiler I, Rudloff C, Bauer D. Modelling Random Taste Variations on Level Changes in Passenger Route Choice in a Public Transport Station. In: Pedestrian and Evacuation Dynamics 2010. Springer; 2011: 185-195.
- Heilmann B, El Faouzi N-E, Mouzon de O, et al. Predicting motorway traffic performance by data fusion of local sensor data and electronic toll collection data. Computer-Aided Civil and Infrastructure Engineering. 2011;26(6):451-463.
- Bauer D, Ray M, Seer S. Simple sensors used for measuring service times and counting pedestrians. Transportation Research Record: Journal of the Transportation Research Board. 2011;2214(1):77-84.
- Bauer D, Ray M, Seer S. Simple sensors used for measuring service times and counting pedestrians. In: Annual Meeting of the Transportation Research Board. Transportation Research Board of the National Academies; 2011: 77-84.
- Seer S, Brändle N, Bauer D. Design of decision rules for crowd controlling using macroscopic pedestrian flow simulation. In: Pedestrian and Evacuation Dynamics 2008. Springer; 2010: 577-583.
- Bauer D, Sjöberg J. Fast and good initialization of RBF networks. In: ESANN. 2010.
- Bauer D. Modeling the link volume counts as a function of temporally dependent OD-flows. In: Pedestrian and Evacuation Dynamics 2008. Springer; 2010: 509-515.
- Toplak W, Koller H, Dragaschnig M, Bauer D, Asamer J. Novel road classifications for large scale traffic networks. In: 13th International IEEE Conference on Intelligent Transportation Systems (ITSC). Piscataway, NJ: IEEE; 2010: 1264-1270.
- Bauer D. Properties of some approaches to test observability of O-D flows based on link-volume counts. IEEE Transactions on Intelligent Transportation Systems. 2010;11(2):510-515.
- Brunnhuber M, Schrom-Feiertag H, Hesina G, Bauer D, Purgathofer W. Simulation and visualization of the behavior of handicapped people in virtually reconstructed public buildings. In: REAL CORP. 2010.
- Bauer D, Kitazawa K. Using laser scanner data to calibrate certain aspects of microscopic pedestrian motion models. In: Pedestrian and Evacuation Dynamics 2008. Springer; 2010: 83-94.
- Bauer D. Almost sure bounds on the estimation error for OLS estimators when the regressors include certain MFI (1) processes. Econometric Theory. 2009;25(2):571.
- Bauer D. Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms. Journal of Multivariate Analysis. 2009;100(3):397-421.
- Bauer D, Brändle N, Seer S, Ray M, Kitazawa K. Measurement of Pedestrian Movements: A Comparative Study on Various Existing Systems. In: Pedestrian Behavior: Models, Data Collection and Applications: Models, Data Collection and Applications. Emerald Group Publishing; 2009: 325.
- Millonig A, Brändle N, Ray M, Bauer D, van der Spek S. Pedestrian Behaviour Monitoring: Methods and Experiences. In: BMI Book. 2009: 11-42.
- Bauer D, Wagner M. Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure. Computational Statistics & Data Analysis. 2009;53(6):1954-1973.
- Seer S, Bauer D, Brändle N, Ray M. Estimating pedestrian movement characteristics for crowd control at public transport facilities. In: 11th International IEEE Conference on Intelligent Transportation Systems, 2008. Piscataway, NJ: IEEE; 2008: 742-747.
- Bauer D, Ray M, Brändle N, Schrom-Feiertag H. On extracting commuter information from GPS Motion Data. In: Proceedings of the 5th Annual International Conference on Mobile and Ubiquitous Systems: Computing, Networking, and Services. 2008: 7.
- Teknomo K, Bauer D, Matyus T. Pedestrian route choice self-organization. In: 8TH INTERNATIONAL SYMPOSIUM ON TRANSPORT SIMULATION, 2008, SURFERS PARADISE, QUEENSLAND, AUSTRALIA. 2008.
- Bauer D. Using subspace methods for estimating arma models for multivariate time series with conditionally heteroskedastic innovations. Econometric Theory. 2008;24(04):1063-1092.
- Bauer D, Seer S, Brändle N. Macroscopic pedestrian flow simulation for designing crowd control measures in public transport after special events. In: Proceedings of the 2007 summer computer simulation conference. 2007: 1035-1042.
- Bauer D. Comparing the CCA subspace method to pseudo maximum likelihood methods in the case of no exogenous inputs. Journal of Time Series Analysis. 2006;26(5):631-668.
- Bauer D, Brändle N, Seer S, Pflugfelder R. Finding highly frequented paths in video sequences. In: ICPR 2006. 18th International Conference on Pattern Recognition, 2006. Vol. 1. Piscataway, NJ: IEEE; 2006: 387-391.
- Brändle N, Bauer D, Seer S. Track-based finding of stopping pedestrians-a practical approach for analyzing a public infrastructure. In: Intelligent Transportation Systems Conference, 2006. ITSC'06. IEEE. 2006: 115-120.
- Bauer D. Asymptotic properties of subspace estimators. Automatica. 2005;41(3):359-376.
- Bauer D. Estimating linear dynamical systems using subspace methods. Econometric Theory. 2005;21(1):181-211.
- Bauer D, de Waele S. A finite sample comparison of automatic model selection methods. In: Proc. of the 13th IFAC Symposium on System Identification. 2003.
- Bauer D. Choosing integer parameters in subspace identification: A survey on asymptotic results. In: Proc. of the 13th IFAC Symposium on System Identification. Rotterdam, Netherlands; 2003.
- Bauer D. Subspace algorithms. In: Proc. of the 13th IFAC Symposium on System Identification. 2003.
- Bauer D, Ninness B. Asymptotic properties of least-squares estimates of Hammerstein-Wiener models. International Journal of Control. 2002;75(1):34-51.
- Bauer D, Wagner M. Estimating cointegrated systems using subspace algorithms. Journal of Econometrics. 2002;111(1):47-84.
- Bauer D. Identification of state space systems with conditionally heteroskedastic innovations. In: Proceedings of the 15th IFAC World Congress. 2002.
- Bauer D, Ljung L. Some facts about the choice of the weighting matrices in Larimore type of subspace algorithms. Automatica. 2002;38(5):763-773.
- Bauer D. Order estimation for subspace methods. Automatica. 2001;37(10):1561-1573.
- Bauer D, Jansson M. Analysis of the asymptotic properties of the MOESP type of subspace algorithms. Automatica. 2000;36(4):497-509.
- Bauer D, Ninness B. Asymptotic properties of Hammerstein model estimates. In: Proceedings of the 39th IEEE Conference on Decision and Control, 2000. Vol 3. 2000: 2855-2860.
- Bauer C, Bauer D, Scharl A. Measuring the Web. A Pilot Study for Web Site Classification Based on Empirical Evidence. In: TIC-AMSTERDAM. Vol 6. BOOM PUBLISHERS; 2000: 113-132.
- Bauer D. On data preprocessing for subspace methods. In: Proceedings of the 39th IEEE Conference on Decision and Control, 2000. Vol 3. 2000: 2403-2408.
- Bauer D, Deistler M, Scherrer W. On the impact of weighting matrices in subspace algorithms. In: Proceedings of the SYSID'2000 conference. Santa Barbara, USA; 2000.
- Bauer D, Gustafsson T. Optimal weighting for MOESP type of procedures. In: Proceedings of the SYSID'2000 conference. Santa Barbara, USA; 2000.
- Bauer D, Wagner M. Subspace algorithm cointegration analysis - an application to interest rate data. In: Proceedings of the 15th International Workshop of Statistical Modeling. Bilbao, Spain; 2000.
- Bauer D, Deistler M. Balanced canonical forms for system identification. IEEE Transactions on Automatic Control. 1999;44(6):1118-1131.
- Bauer D, Deistler M, Scherrer W. Consistency and asymptotic normality of some subspace algorithms for systems without observed inputs. Automatica. 1999;35(7):1243-1254.
- Bauer D. Order estimation in the context of MOESP subspace identification methods. In: Proceedings of the ECC'99 conference. 1999.
- Bauer C, Bauer D, Scharl A. Towards the Measurement of Public Web Sites: A Tool for Classification. In: ISI Cutting Edge Conference on The Measurement of E-Commerce (MEC-99). 1999.
- Bauer D, Deistler M, Scherrer W. Asymptotic Distributions of Subspace Estimates under Misspecification of the order. In: Proceedings of Mathematical Theory of Networks and Systems. Padua, Italy; 1998: 699-702.
- Bauer D. Some asymptotic theory for the estimation of linear systems using maximum likelihood methods or subspace algorithms. TU Wien; 1998.
- Bauer D, Deistler M, Scherrer W. User choices in subspace algorithms. In: Proceedings of the 37th IEEE Conference on Decision and Control, 1998. Vol 1. 1998: 731-736.
- Bauer D. Weighting Matrices In Subspace Algorithms. In: Proceedings of MIC conference. Grindelwald, Switzerland; 1998.
- Bauer D, Deistler M, Scherrer W. A Central Limit Theorem for Subspace Algorithms. In: Proceedings of the ECC'97. Brussels, Belgium; 1997.
- Bauer D, Deistler M. Balanced Canonical Forms for System Identification. In: Proceedings of the CDC'97. San Diego, USA; 1997.
- Bauer D, Deistler M, Scherrer W. The analysis of the asymptotic variance of subspace algorithms. In: Proc. of the 11th IFAC Symposium on System Identification, SYSID. Vol 97. 1997: 8-11.
- Bauer D, Deistler M. Balanced Parametrizations: A Structure Theory for Identification. In: Athens Conference on Applied Probability and Time Series Analysis. Springer; 1996: 27-41.
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