Statistics Across Campuses: Michael Bertolacci -- AdaptSPEC-X: Spectral analysis of multiple nonstationary time series

AdaptSPEC-X: Spectral analysis of multiple nonstationary time series 

Date: 08 October 2020, Thursday 

Time: 10am 

Speaker: Dr Michael Bertolacci (University of Wollongong) 

Abstract: 

Time series that are realisations from nonstationarity processes occur frequently in
data analysis, and one category of methods for dealing with this involves estimating the
time varying mean and spectrum of the process.  For naturally cyclical processes, such
as rainfall or seasonal diseases, these techniques have the additional advantage that
the spectrum is physically meaningful.  We present a Bayesian method called AdaptSPEC-X
for spectral estimation in the setting where multiple potentially nonstationary time
series are available over a spatial field.  The method takes advantage of the spatial
dependencies to improve estimation of the time varying mean and spectrum, which also
allows for prediction at unknown locations.  We describe applications of the method to
Australian rainfall data and measles incidence in the US.  

Link: https://anu.zoom.us/j/425258947?pwd=a2ovS1V0YmdqV0pROXZ0bGlsckVEZz09