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

Subset Multivariate Collective And Point Anomaly Detection
Fisch, A., Eckley, I., Fearnhead, P. 5/09/2019 In: 51 p.
Journal article

Multivariate Locally Stationary Wavelet Analysis with the mvLSW R Package
Taylor, S.A.C., Park, T.A., Eckley, I.A. 9/08/2019 In: Journal of Statistical Software. 90, 11, 19 p.
Journal article

Parallelisation of a Common Changepoint Detection Method
Tickle, S., Eckley, I., Fearnhead, P., Haynes, K. 27/06/2019 In: Journal of Computational and Graphical Statistics.
Journal article

A nonparametric approach to detecting changes in variance in locally stationary time series
Chapman, J., Eckley, I., Killick, R. 9/06/2019 In: Environmetrics. 12 p.
Journal article

Dynamic detection of anomalous regions within distributed acoustic sensing data streams using locally stationary wavelet time series
Wilson, R., Eckley, I., Nunes, M., Park, T. 15/05/2019 In: Data Mining and Knowledge Discovery. 33, 3, p. 748-772. 25 p.
Journal article

Minimum spectral connectivity projection pursuit: Divisive clustering using optimal projections for spectral clustering
Hofmeyr, D., Pavlidis, N.G., Eckley, I.A. 1/03/2019 In: Statistics and Computing. 29, 2, p. 391–414. 24 p.
Journal article

Subspace Clustering of Very Sparse High-Dimensional Data
Peng, H., Pavlidis, N.G., Eckley, I.A., Tsalamanis, I. 24/01/2019
Conference contribution/Paper

Most recent changepoint detection in Panel data
Bardwell, L., Fearnhead, P.N., Eckley, I.A., Smith, S., Spott, M. 2/01/2019 In: Technometrics. 61, 1, p. 88-98. 11 p.
Journal article

A test for the absence of aliasing or white noise in locally stationary wavelet time series
Eckley, I.A., Nason, G.P. 1/12/2018 In: Biometrika. 105, 4, p. 833–848. 16 p.
Journal article

Dynamic Classification using Multivariate Locally Stationary Wavelet Processes
Park, T., Eckley, I.A., Ombao, H.C. 11/2018 In: Signal Processing. 152, p. 118-129. 12 p.
Journal article

Dynamic stochastic block models: Parameter estimation and detection of changes in community structure
Ludkin, M., Neal, P.J., Eckley, I.A. 11/2018 In: Statistics and Computing. 28, 6, p. 1201-1213. 13 p.
Journal article

anomaly: Detecting Anomalies in Data
Grose, D., Eckley, I., Fearnhead, P., Fisch, A. 21/09/2018

A linear time method for the detection of point and collective anomalies
Fisch, A.T.M., Eckley, I.A., Fearnhead, P. 7/06/2018 In: arXiv.
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
Conference contribution/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.

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
Conference contribution/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