Nonstationary Multivariate Time Series
Analysis of nonstationary multivariate time series Workshop 2016 at STOR-i, Lancaster University, UK
The STOR-i Centre for Doctoral Training, which is a joint venture of the Operational Research group at the Department of Management Science and the Statistics group at the Department of Mathematics at Lancaster University with strong links to the industry, will be holding a specialist workshop on analysis of nonstationary multivariate time series. Lancaster University has a long tradition of research on this topic and several STOR-i PhD students have contributed to it.
Multivariate time series arise in many natural and industrial applications. These series are often high-dimensional in nature and exhibit complex temporal characteristics. Being able to analyse the structure and interplay between such series is key to understanding the dynamics of many important physical processes. Moreover, the availability of high frequency sources has underlined the need for efficient algorithms for analysis of time series in high-dimensional settings.
The main aim of the workshop is to bring together researchers from a number of distinct but related areas of time series analysis to share ideas and foster dialogue to tackle modern challenges in nonstationary multivariate time series analysis.
Friday 26th February 2016: Abstract submission and student bursary request deadline
Friday 18th March 2016: registration deadline
Thursday 14th - Friday 15th April 2016: Workshop
University of Pittsburgh, USA
University of California at Irvine, USA
Rainer Von Sachs
Universit ́e Catholique de Louvain, Belgium
University of Bristol, UK
University College London, UK
Slides from the presentations can be downloaded here.
We invite researchers and practitioners to present their work on nonstationary multivariate time series by submitting an abstract. Please send your name, e-mail, affiliation, title and abstract including a list of co-authors in a one-page PDF format by e-mail to firstname.lastname@example.org by Friday 26th February 2016. We will aim to accommodate all the accepted abstracts as talks, but some may be accepted as posters.
The topics of the workshop include, but are not limited to, the following:
- multivariate time series modelling
- changepoint analysis
- efficient inference in online data streams
- analysis of networks observed over time
- applications of nonstationary multivariate time series in practice.
We have limited funding to provide bursaries to UK PhD students to enable them to attend the conference. The bursaries are likely to cover accommodation, travel and workshop fees. If you would like to apply please email email@example.com by 26th February with a description of your current research topic and why the workshop is important to you.
To register, please to the registration page.
The registration fee is £100 to be paid by 18th March.
Registration for STOR-i students is free, but is required by Friday 11th March.
The conference fee includes access to the workshop presentations, meals and the conference dinner, but you will need to book your own accommodation.
On-campus accommodation can be booked at Lancaster House Hotel or at Lancaster University Visitor Rooms. There are several accommodation options in Lancaster city centre.
The workshop will be held on Thursday 14th and Friday 15th April 2016.
A Detailed program of accepted presentations is available NMTS Programme here.
Local Organising Committee
Matthew Nunes, Rebecca Killick, Idris Eckley, Lawrence Bardwell, Jamie-Leigh Chapman, Matt Ludkin.
Postgraduate Statistics Centre