SMS scnews item created by Shelton Peiris at Mon 12 Mar 2018 0809
Type: Seminar
Distribution: World
Expiry: 16 Mar 2018
Calendar1: 15 Mar 2018 1600-1700
CalLoc1: Building J12 room 538
CalTitle1: Modeling data with unbounded spectra and applications
Auth: shelton(.ststaff;3022.3001)

CTDS and SIH Data seminar: Shelton Peiris, Richard Hunt, Hao Wu -- Modeling data with unbounded spectra and applications

Time Series with unbounded peaks in the spectrum are surprisingly common in many data
analytic situations.  In this talk we will look at modeling such processes, and the
relationship between those models and fractal geometry originally identified by
Mandlebrot.  The models obtained from this can be challenging to work with at a
theoretical level, but there are a number of methods of estimating the parameters (like
the fractal dimension) and then forecasting the series.  

This talk will present details of these models and explain how they can be used both to
understand the underlying process better and to obtain better (long range) forecasts.
Our seminars are customarily followed with drinks on our balcony or at the Rose from
around 5:15.  

About the Speakers: 

Shelton Peiris is A/Professor at the School of Mathematics and Statistics who primarily
researches time series modelling.  Richard and Helen are PhD students of his.

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