Professor Idris Eckley FLSW

Professor of Statistics

Research Interests

  • Wavelets and multiscale methods
  • Time series: methods and applications
  • Changepoint analysis
  • Statistics in Business and Finance

A test for the absence of aliasing or white noise in locally stationary wavelet time series
Eckley, I.A., Nason, G.P. 4/05/2018 In: Biometrika.
Journal article

Minimum spectral connectivity projection pursuit: Divisive clustering using optimal projections for spectral clustering
Hofmeyr, D., Pavlidis, N.G., Eckley, I.A. 4/05/2018 In: Statistics and Computing. 24 p.
Journal article

Dynamic Classification using Multivariate Locally Stationary Wavelet Processes
Park, T., Eckley, I.A., Ombao, H.C. 10/03/2018 In: Signal Processing.
Journal article

Most recent changepoint detection in Panel data
Bardwell, L., Fearnhead, P.N., Eckley, I.A., Smith, S., Spott, M. 13/02/2018 In: Technometrics.
Journal article

Dynamic stochastic block models: Parameter estimation and detection of changes in community structure
Ludkin, M., Neal, P.J., Eckley, I.A. 2/11/2017 In: Statistics and Computing. 13 p.
Journal article

A computationally efficient nonparametric approach for changepoint detection
Haynes, K., Fearnhead, P., Eckley, I.A. 09/2017 In: Statistics and Computing. 27, 5, p. 1293-1305. 13 p.
Journal article

Multivariate locally stationary 2D wavelet processes with application to colour texture analysis
Taylor, S., Eckley, I.A., Nunes, M.A. 07/2017 In: Statistics and Computing. 27, 4, p. 1129-1143. 15 p.
Journal article

Computationally efficient changepoint detection for a range of penalties
Haynes, K., A. Eckley, I., Fearnhead, P. 02/2017 In: Journal of Computational and Graphical Statistics. 26, 1, p. 134-143. 10 p.
Journal article

Divisive clustering of high dimensional data streams
Hofmeyr, D., Pavlidis, N., Eckley, I. 09/2016 In: Statistics and Computing. 26, 5, p. 1101–1120. 20 p.
Journal article

Estimating the population local wavelet spectrum with application to non-stationary functional magnetic resonance imaging time series
Gott, A., Eckley, I., Aston, J. 20/12/2015 In: Statistics in Medicine. 34, 29, p. 3901-3915. 15 p.
Journal article

The uncertainty of storm season changes: quantifying the uncertainty of autocovariance changepoints
Nam, C., Aston, J., Eckley, I., Killick, R. 13/07/2015 In: Technometrics. 57, 2, p. 194-206. 13 p.
Journal article

Estimating time-evolving partial coherence between signals via multivariate locally stationary wavelet processes
Park, T.A., Eckley, I., Ombao, H. 15/10/2014 In: IEEE Transactions on Signal Processing. 62, 20, p. 5240 - 5250. 11 p.
Journal article

A multiscale test of spatial stationarity for textured images in R
Nunes, M., Taylor, S., Eckley, I. 06/2014 In: The R Journal. 6, 1, p. 20-30. 11 p.
Journal article

Proposal of the vote of thanks for the paper by Frick, Munk and Sieling
Eckley, I. 06/2014 In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 76, 3, p. 541-542. 2 p.
Journal article

Classification of non‐stationary time series
Krzemieniewska, K., Eckley, I., Fearnhead, P. 18/05/2014 In: Stat. 3, 1, p. 144-157. 13 p.
Journal article

A test of stationarity for textured images
Taylor, S., Eckley, I., Nunes, M. 2014 In: Technometrics. 56, 3, p. 291-301. 11 p.
Journal article

Spectral correction for locally stationary Shannon wavelet processes
Eckley, I., Nason, G.P. 2014 In: Electronic Journal of Statistics. 8, 1, p. 184-200. 17 p.
Journal article

changepoint: an R package for changepoint analysis
Killick, R., Eckley, I. 2014 In: Journal of Statistical Software. 58, 3, p. 1-19. 19 p.
Journal article

The effect of recovery algorithms on compressive sensing background subtraction
Davies, R., Mihaylova, L., Pavlidis, N., Eckley, I. 10/2013 In: Sensor Data Fusion. IEEE p. 1-6. 6 p.
Paper

A note on the effect of wavelet choice on the estimation of the evolutionary wavelet spectrum
Gott, A., Eckley, I. 02/2013 In: Communications in Statistics – Simulation and Computation. 42, 2, p. 393-406. 14 p.
Journal article

A wavelet-based approach for detecting changes in second order structure within nonstationary time series
Killick, R., Eckley, I., Jonathan, P. 2013 In: Electronic Journal of Statistics. 7, p. 1167-1183. 17 p.
Journal article

Optimal detection of changepoints with a linear computational cost
Killick, R., Fearnhead, P., Eckley, I. 17/10/2012 In: Journal of the American Statistical Association. 107, 500, p. 1590-1598. 9 p.
Journal article

Analysis of changepoint models.
Eckley, I.A., Fearnhead, P., Killick, R. 08/2011 In: Bayesian time-series models. Cambridge : Cambridge University Press p. 203-224. ISBN: 9780521196765.
Chapter

LS2W: implementing the locally stationary 2D wavelet process approach in R.
Eckley, I.A., Nason, G.P. 07/2011 In: Journal of Statistical Software. 43, 3, p. 1-23. 23 p.
Journal article

Alias detection and spectral correction for locally stationary time series
Eckley, I., Nason, G.P. 2011
Working paper

Efficient detection of multiple changepoints within an oceanographic time series
Killick, R., Eckley, I., Jonathan, P. 2011 In: Proceedings of the 58th Session of ISI. ISI 6 p.
Paper

Detection of changes in the characteristics of oceanographic time-series using changepoint analysis.
Killick, R., Eckley, I.A., Jonathan, P., Ewans, K. 09/2010 In: Ocean Engineering. 37, 13, p. 1120-1126. 7 p.
Journal article

Locally stationary wavelet fields with application to the modelling and analysis of image texture.
Eckley, I.A., Nason, G.P., Treloar, R.L. 08/2010 In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 59, 4, p. 595-616. 22 p.
Journal article

Technical appendix to locally stationary wavelet fields with application to the modelling and analysis of image texture.
Eckley, I.A., Nason, G.P., Treloar, R.L. 2009
Working paper

Efficient computation of the discrete autocorrelation wavelet inner product matrix.
Eckley, I.A., Nason, G.P. 19/04/2005 In: Statistics and Computing. 15, 2, p. 83-92. 10 p.
Journal article

NG-CDI : Next Generation Converged Digital infrastructure
01/11/2017 → 31/10/2022
Research

DSI:LHOFT - Liverpool-Humber Optimisation of Freight Transport
01/08/2017 → 31/01/2020
Research

Statscale: Statistical Scalability for streaming data
01/06/2016 → 31/05/2022
Research

LETS: Locally stationary energy time series
01/09/2011 → 30/04/2016
Research

CDT: STOR-I (Main Project)
01/10/2010 → 31/03/2018
Other

Changepoints and Time Series, Modelling and Inference, STOR-i Centre for Doctoral Training

Changepoints and Time Series, STOR-i Centre for Doctoral Training

STOR-i Centre for Doctoral Training

Changepoints and Time Series, STOR-i Centre for Doctoral Training

Changepoints and Time Series, Modelling and Inference, STOR-i Centre for Doctoral Training

  • Changepoints and Time Series
  • Energy Lancaster
  • Modelling and Inference
  • Statistical Learning
  • STOR-i Centre for Doctoral Training

Top