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SUMMARY:Analysis and Forecasting of Locally Stationary Time Series - Guy N
 ason\, University of Bristol
DTSTART:20141121T160000Z
DTEND:20141121T170000Z
UID:TALK54674@talks.cam.ac.uk
CONTACT:20082
DESCRIPTION:Faced with a new time series a statistician has many questions
  to ask. What kind of models are appropriate? Is the sampling rate appropr
 iate? Is the series stationary? Are nonlinear models appropriate? How can 
 I produce good forecasts? This talk advertises a collection of tools that 
 can provide answers or partial answers to some of these questions in situa
 tions where it is suspected that the underlying time series is not station
 ary. We shall summarize some of the theory underlying these new methods an
 d also demonstrate their performance in simulated situations. Finally\, we
  will show these tools in action on some time series recorded on the econo
 my and from the field of wind energy.
LOCATION:MR12\,  Centre for Mathematical Sciences\, Wilberforce Road\, Cam
 bridge
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