Professor Idris Eckley

Professor

Research Interests

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

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

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

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

The uncertainty of storm season changes: quantifying the uncertainty of autocovariance changepoints
Nam, C., Aston, J., Eckley, I., Killick, R. 2014 In: Technometrics.
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. 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