Dr Adam Sykulski

Lecturer in Data Science

Research Overview

- Time series analysis

- Spatiotemporal statistics

- Stochastic processes

- Frequency-domain analysis

- Applications in physical oceanography

Analysis of Non-Stationary Modulated Time Series with Applications to Oceanographic Surface Flow Measurements
Guillaumin, A.P., Sykulski, A.M., Olhede, S.C., Early, J.J., Lilly, J.M. 09/2017 In: Journal of Time Series Analysis. 38, 5, p. 668-710. 43 p.
Journal article

Fractional Brownian Motion, the Matérn Process, and Stochastic Modeling of Turbulent Dispersion
Lilly, J.M., Sykulski, A.M., Early, J.J., Olhede, S.C., May, M.E. 21/08/2017 In: Nonlinear Processes in Geophysics. 24, p. 481-514. 34 p.
Journal article

Frequency-Domain Stochastic Modeling of Stationary Bivariate or Complex-Valued Signals
Sykulski, A.M., Olhede, S.C., Lilly, J.M., Early, J.J. 15/06/2017 In: IEEE Transactions on Signal Processing. 65, 12, p. 3136-3151. 16 p.
Journal article

Discussion of “Should we sample a time series more frequently? Decision support via multirate spectrum estimation” by Nason, Powell, Elliott and Smith
Sykulski, A. 02/2017 In: Journal of the Royal Statistical Society: Series A (Statistics in Society). 180, 2, 2 p.

A Widely Linear Complex Autoregressive Process of Order One
Sykulski, A.M., Olhede, S.C., Lilly, J.M. 1/12/2016 In: IEEE Transactions on Signal Processing. 64, 23, p. 6200-6210. 11 p.
Journal article

Exact simulation of noncircular or improper complex-valued stationary Gaussian processes using circulant embedding
Sykulski, A.M., Percival, D.B. 8/11/2016 In: 2016 IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2016 - Proceedings. IEEE Computer Society 6 p. Electronic ISBN: 9781509007462.
Conference contribution

A global surface drifter data set at hourly resolution
Elipot, S., Lumpkin, R., Perez, R.C., Lilly, J.M., Early, J.J., Sykulski, A.M. 05/2016 In: Journal of Geophysical Research: Oceans. 121, 5, p. 2937-2966. 30 p.
Journal article

Lagrangian time series models for ocean surface drifter trajectories
Sykulski, A.M., Olhede, S.C., Lilly, J.M., Danioux, E. 01/2016 In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 65, 1, p. 29-50. 22 p.
Journal article

The De-Biased Whittle Likelihood for Second-Order Stationary Stochastic Processes
Sykulski, A.M., Olhede, S.C., Lilly, J.M. 2016 In: arXiv.
Journal article

A power variance test for nonstationarity in complex-valued signals
Bartlett, T.E., Sykulski, A.M., Olhede, S.C., Lilly, J.M., Early, J.J. 2015 In: Proceedings - 2015 IEEE 14th International Conference on Machine Learning and Applications, ICMLA 2015. Institute of Electrical and Electronics Engineers Inc. p. 911-916. 6 p. Electronic ISBN: 9781509002870.
Conference contribution

The exploration-exploitation trade-off in sequential decision making problems
Sykulski, A. 2011 Imperial College Press.
Doctoral Thesis

Automated planning in repeated adversarial games
De Cote, E.M., Chapman, A.C., Sykulski, A.M., Jennings, N.R. 2010 In: Proceedings of the 26th Conference on Uncertainty in Artificial Intelligence, UAI 2010. p. 376-383. 8 p. ISBN: 9780974903965.
Conference contribution

EA2: The winning strategy for the inaugural lemonade stand game tournament
Sykulski, A.M., Chapman, A.C., Munoz De Cote, E., Jennings, N.R. 2010 In: Frontiers in Artificial Intelligence and Applications. IOS Press p. 209-214. 6 p. ISBN: 9781607506058.

On-line adaptation of exploration in the one-armed bandit with covariates problem
Sykulski, A.M., Adams, N.M., Jennings, N.R. 2010 In: Proceedings - 9th International Conference on Machine Learning and Applications, ICMLA 2010. IEEE p. 459-464. 6 p. ISBN: 9780769543000.
Conference contribution

Frequency domain estimation of integrated volatility for Ito processes in the presence of market-microstructure noise
Olhede, S.C., Sykulski, A.M., Pavliotis, G.A. 2009 In: Multiscale Modeling and Simulation. 8, 2, p. 393-427. 35 p.
Journal article

High frequency variability and microstructure bias
Sykulski, A., Olhede, S.C., Pavliotis, G.A. 2008
Conference paper

Trading strategies for markets: a design framework and its application
Vytelingum, P., Dash, R.K., He, M., Sykulski, A., Jennings, N.R. 2006 In: Agent-mediated electronic commerce . Berlin : Springer Verlag p. 171-186. 16 p. ISBN: 9783540462422. Electronic ISBN: 9783540462439.
Conference contribution