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Department of Mathematical Sciences

Seminar Archives

On this page you can find information about seminars in this and previous academic years, where available on the database.

Statistics Seminars: Analysis and Forecasting of Locally Stationary Time Series

Presented by Guy Nason, University of Bristol

27 April 2015 14:05 in CM221

Faced with a new time series a statistician has many questions to ask. What kind of models are appropriate? Is the series stationary? How can I produce good forecasts? This talk advertises a collection of tools that can provide answers or partial answers to these questions in situations where it is suspected that the underlying time series is not stationary. We shall summarize some of the theory underlying these new methods and also demonstrate their performance in simulated situations. Finally, we will show these tools in action on some time series recorded on the economy and from the field of wind energy.

Contact sunil.chhita@durham.ac.uk for more information