[Forum SIS] UNIBO Statistics Seminars

[Silvia Cagnone]

We are glad to announce the following  Statistics Seminars:


Friday, March 15, 2.30 pm

Room I, via delle Belle Arti 41, Bologna




Stephen Pollock  (University of Leicester)



Filters, Waves and Spectra

Abstract

Econometric analysis requires filtering techniques that are adapted to cater to data sequences that are short and that have strong trends. Whereas the economists have tended to conduct their analyses in the time domain, the engineers have emphasised the frequency domain. This paper places its emphasis in the frequency domain; and it shows how the frequency-domain methods can be adapted to cater to short trended sequences. Working in the frequency domain allows an unrestricted choice to be made of the frequency response of a filter. It also requires that the data should be free of trends. Methods for extracting the trends prior to filtering and for restoring them thereafter are described.



Friday, March 15, 3.30 pm

Room I, via delle Belle Arti 41, Bologna




 Adam Sykulski  (Lancaster University)





Some adventures in spatiotemporal statistics and parameter inference


Abstract

In this talk I will discuss models, inference, and applications of spatiotemporal statistics. I will focus on a spatiotemporal datatype known as trajectories (or as "Lagrangian data" to the physicist). The idea is that an object of interest is tracked as it moves through time and space to create a trajectory. In fact, many of you might have produced such datasets if you have used your phone to navigate your car or record your cycle ride. I will discuss how we can build realistic stochastic process models to understand such data, and then efficiently estimate their parameters in the spectral domain using a bias-corrected form of the Whittle Likelihood. I will demonstrate the insight gained from our methods by applying them to hundreds of millions of oceanic trajectory observations.



Contact person: Alessandra Luati


The schedule of the statistics seminars are available at http://www.stat.unibo.it/it/dipartimento/seminari-di-statistica-2019


Silvia Cagnone
Dipartimento di Scienze Statistiche "Paolo Fortunati"
Universita' di Bologna
Via delle belle arti 41 - 40126  Bologna,  ITALY
Tel: +39 051 2098213<tel:%2B39%20051%202098213>  Fax: +39 051 232153<tel:%2B39%20051%20232153>
http://www2.stat.unibo.it/cagnone/

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