Keyword Search
Sessions Were Renumbered as of May 19.
Legend:
CC-W = McCormick Place Convention Center, West Building, CC-N = McCormick Place Convention Center, North Building
H = Hilton Chicago, UC= Conference Chicago at University Center
* = applied session ! = JSM meeting theme
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Keyword Search Criteria: Time Series returned 110 record(s)
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Sunday, 07/31/2016
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Spectral Filtering for Spatial-Temporal Dynamics
Tian Zheng, Columbia University; Lu Meng, Columbia University
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Modeling Connectivity in High-Dimensional Time Series Data via Factor Analysis
Hernando Ombao, University of California at Irvine; Yuxiao Wang, University of California at Irvine; Chee-Ming Ting, Universiti Teknologi Malaysia
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A Class of Bayesian Multivariate Time Series Models for Counts
Refik Soyer, The George Washington University; Tevfik Aktekin, University of New Hampshire; Nicholas Polson, The University of Chicago
2:05 PM
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Unit Roots in Time Series with Changepoints
Edward Herranz, George Mason University; James E. Gentle, George Mason University; George Wang, George Mason University
2:05 PM
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Bootstrap-Based Tests for Seasonal Unit Roots in Autoregressive Processes with GARCH (1, 1) Innovations
Xiao Zhong, Missouri University of Science and Technology; V A Samaranayake, Missouri University of Science and Technology
2:50 PM
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Temporal Trend Estimation with Many Short Time Series
Brian Gray, U.S. Geological Survey; Richard Erickson, U.S. Geological Survey; Eric Eager, University of Wisconsin - La Crosse
2:50 PM
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Detecting Change Points in Climatic Data Using Extreme Values
Andrew Bartlett, Southern Illinois University Edwardsville
4:20 PM
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A Bayesian Approach to Measuring the Nonstationarity of a Time Series
Sourav Das; Guy Nason, University of Bristol
4:20 PM
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Detecting Change Points in Climatic Data Using Bayesian Analysis
Cezareo Rodriguez; Andrew Bartlett, Southern Illinois University Edwardsville
4:50 PM
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Quantifying Waves of Extreme Weather
Joshua French, University of Colorado Denver; Piotr Kokoszka, Colorado State University; Stilian Stoev, University of Michigan
4:50 PM
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A Bayesian Multivariate Functional Dynamic Linear Model
Daniel Ryan Kowal, Cornell University; David Matteson, Cornell University; David Ruppert, Cornell University
5:05 PM
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Time Series Smoother
Cheng You, Penn State University; Dennis K. J. Lin, Penn State University; Stanley Young, National Institute of Statistical Sciences
5:35 PM
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Robust Clustering Methods for Time-Evolving Brain Signals
Tianbo Chen, KAUST; Ying Sun, King Abdullah University of Science and Technology; Carolina Euan, CIMAT; Hernando Ombao, University of California at Irvine
5:35 PM
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Dynamic Multiscale Spatio-Temporal Models for Poisson Data: Spatio-Temporal Dependence Structure
Marco A. R. Ferreira, Virginia Tech; Thais C. O. Fonseca, Universidade Federal do Rio de Janeiro
5:35 PM
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Monday, 08/01/2016
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Time Series Models for Ocean Wave Data
Ellis Shaffer, University of Connecticut; Nalini Ravishanker, University of Connecticut; James James O'Donnell, University of Connecticut
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A Mathematical Optimization Approach to Balancing Time Series: Statistics Canada's GSeriesTSBalancing
Michel Ferland, Statistics Canada; Susie Fortier, Statistics Canada; Joana Bérubé, Statistics Canada
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Investigation of How Customers Respond to Demand Response
Hung-Ming Chou, Texas A&M University; Fang-Yu Lin, Texas A&M University
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Convolutional Functional Autoregressive Models: Model Building, Asymptotics, and Empirical Results
Xialu Liu, San Diego State University
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Convergence Diagnostic for MCMC Draws of a Categorical Variable
Benjamin Deonovic, University of Iowa
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Analyzing Changes in the Proportions of Phytoplankton of a Freshwater Lake
Stephen Colegate, Miami University; Thomas Fisher, Miami University; Jing Zhang
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On Bivariate Time Series of Counts
Richard A. Davis, Columbia University; Heng Liu, Google; Camilla Mondrup Andreassen, University of Aarhus
8:35 AM
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Modeling and Inference for Multivariate Count Time Series
Konstantinos Fokianos, University of Cyprus; Paul Doukhan, University Cergy-Pontoise; Bard Stove, University of Bergen; Dag Tjostheim, University of Bergen
9:00 AM
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Investigation of How Customers Respond to Demand Response
Hung-Ming Chou, Texas A&M University; Fang-Yu Lin, Texas A&M University
9:05 AM
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Classification of Multivariate EEG Records via $\Epsilon$-Complexity of Continuous Vector-Functions
Alexandra Piryatinska, San Francisco State University; Boris Darkhovsky, Institute for Systems Analysis; Nathanael Aff, San Francisco State University
9:05 AM
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Convolutional Functional Autoregressive Models: Model Building, Asymptotics, and Empirical Results
Xialu Liu, San Diego State University
9:15 AM
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Some New Ways of Modeling Integer Count Time Series
Robert Lund, Clemson University
9:25 AM
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Fast Approximate Bayesian Analysis of Multivariate Count Time Series in a Marketing Application
Nalini Ravishanker, University of Connecticut; Volodyymyr Serhiyenko, University of Connecticut; Rajkumar Venkatesan, University of Virginia
9:50 AM
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Analyzing Changes in the Proportions of Phytoplankton of a Freshwater Lake
Stephen Colegate, Miami University; Thomas Fisher, Miami University; Jing Zhang
10:00 AM
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Quantile Regression for Location-Scale Time Series Models with Conditional Heteroscedasticity
Jungsik Noh, The University of Texas Southwestern Medical Center; Sangyeol Lee, Seoul National University
10:35 AM
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Convergence Diagnostic for MCMC Draws of a Categorical Variable
Benjamin Deonovic, University of Iowa
11:20 AM
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Nonparametric Change-Point Detection in Multivariate Nonstationary Time Series
Raanju Ragavendar Sundararajan, Texas A&M University; Mohsen Pourahmadi, Texas A&M University
11:50 AM
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Spline Estimation of a Semiparametric GARCH Model
Rong Liu, University of Toledo; Lijian Yang, Soochow University
11:50 AM
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What-If Analysis and Goal-Seek Analysis for Prescriptive Time Series Forecasting
Jane Chu, IBM ; Jean Francois Puget, IBM
11:55 AM
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Data Representation and Pattern Recognition in Financial Time Series
Seunghye Jung Wilson, George Mason University; James E. Gentle, George Mason University
2:20 PM
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Time Series Model Selection via Adpative Sparse Estimation
Seong-Tae Kim, North Carolina A&T State University; Kendra Kirby, North Carolina A&T State University
2:20 PM
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Forecasting Using Sparse Cointegration
Ines Wilms; Christophe Croux, KU Leuven
2:35 PM
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Downscaling of Climate Model Projections of Temperature and Related Uncertainty Quantification
Ernst Linder, University of New Hampshire; Yiming Liu, University of New Hampshire; Meng Zhao, University of New Hampshire
2:35 PM
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Hierarchical Time Series Forecasting
Julie Novak, IBM; Beatriz E. Etchegaray Garcia, IBM Research; Yasuo Amemiya, IBM Research
2:45 PM
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Time Series Models of Supply Chain Inventory Data
Morris Morgan, Hampton University; Carolyn Bradshaw Morgan, Hampton University; Eric Abram Morgan, St. Michael's; Kristin Denise Morgan, University of Kentucky
2:50 PM
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High-Dimensional Regularized Estimation in Time Series Under Mixing Conditions
Kam Chung Wong, University of Michigan; Ambuj Tewari, University of Michigan; Zifan Li, University of Michigan
2:50 PM
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Optimal Reconciliation of Constrained and Unconstrained Apparel Demand Forecasts Using a Hierarchical Time Series Approach
Ginger Holt, Walmart Labs
3:05 PM
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Hypothesis Testing for Multilayer Network Data
Jun Li, Boston University; Eric D. Kolaczyk, Boston University
3:05 PM
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Capitalizing on the Power of Dynamic Data Visualization
Neil Polhemus, Statpoint Technologies
3:05 PM
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Next-Generation Flow Field Forecasting: Organizing and Searching Historical Time Series Data Using CART
Kyle Caudle, South Dakota School of Mines and Technology; Michael Frey, Bucknell University; Patrick Fleming, South Dakota School of Mines and Technology
3:05 PM
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Longitudinal Network Prediction with Applications to Network-Based Interventions
Ravi Goyal, Mathematica Policy Research
3:20 PM
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Tuesday, 08/02/2016
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Seasonal Statistical Analysis of Valley Fever in Kern County, California
Bilin Zeng, California State University at Bakersfield; Jessica Struck, California State University at Bakersfield; Samantha Alaniz, California State University at Bakersfield; Alondra Valenzuela, California State University at Bakersfield; Carlos Romero, California State University at Bakersfield
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Bayesian Method for Causal Inference in High-Dimensional Time Series with Applications to Sales Data
BO NING
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Anomaly Detection in Time Series of Dependent Stochastic Block Model Graphs
Heng Wang, Machine Zone; Albert Liu, Ward Melville High School; Youngser Park, The Johns Hopkins University; Carey Priebe, The Johns Hopkins University
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Linear Double Autoregressive Time Series Model and Its Conditional Quantile Inference
Qianqian Zhu, The University of Hong Kong; Yao Zheng, The University of Hong Kong; Guodong Li, The University of Hong Kong
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Model-Free Estimation of Task-Based Dynamic Functional Connectivity and Its Confidence Intervals
Maria Kudela, Indiana University; Mario Dzemidzic, Indiana University School of Medicine; Brandon G. Oberlin, Indiana University School of Medicine; Joaquín Goñi, Purdue University; David A. Kareken, Indiana University School of Medicine; Jaroslaw Harezlak, Indiana University Fairbanks School of Public Health
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Improving the Measure of Correlation in Time Series Goodness-of-Fit Testing
Thomas Fisher, Miami University; Michael Robbins, RAND Corporation
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A New Approach to Dimensional Reduction for Volatility of a Stationary Multivariate Time Series
Chung Eun Lee, University of Illinois at Urbana-Champaign; Xiaofeng Shao, University of Illinois at Urbana-Champaign
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Identifiability and Estimation in Non-Gaussian Mixed Frequency Structural VAR Models
Alex Tank; Emily Fox, University of Washington; Ali Shojaie, University of Washington
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Decouple/Recouple: Dynamic Graphical Modeling and Time Series Forecasting
Mike West, Duke University; Lutz Gruber, QuantCo
8:35 AM
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A Changepoint Model for Housing Values
Xiaofei Susan Wang, Yale University; John Emerson, Yale University
8:35 AM
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Unsupervised Anomaly Detection in Time Series with Application in Electricity Demand Forecasting
Bei Chen, IBM Research; Mathieu Sinn, IBM Research; Ulrike Fischer , IBM Research
8:55 AM
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Inferring Brain Signals Synchronicity from a Sample of EEG Readings
Qian Li, University of California at Los Angeles; Donatello Telesca, University of California at Los Angeles; Damla Senturk, University of California at Los Angeles
9:05 AM
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Testing for Vector White Noise Using Maximum Cross Correlations
Jinyuan Chang, University of Melbourne; Qiwei Yao, London School of Economics; Wen Zhou, Colorado State University
9:15 AM
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Autoregression on Multiple, Adaptively Detected Timescales for the Modeling of High-Frequency Returns
Rafal Baranowski, London School of Economics; Piotr Fryzlewicz, London School of Economics
9:25 AM
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The Effect of Climate Change on House Insurance: Spatio-Temporal Modeling of Flood-Related Damages and Claims
Yulia R. Gel, The University of Texas at Dallas; Vyacheslav Lyubchich, University of Maryland Center for Environmental Science
9:35 AM
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Investigating Volcano Behavior with Novel Statistical and Technological Approaches
Igor Barahona, CONACYT-UNAM; Luis Javier Alvarez, Unidad Cuernavaca, Universidad Nacional; Antonio Sarmiento, Unidad Cuernavaca, Universidad Nacional; Octavio Barahona, Unidad Cuernavaca, Universidad Nacional
9:50 AM
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Variable Reduction in High-Dimensional Vector Time Series
Tucker McElroy, U.S. Census Bureau
10:35 AM
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The Use of Weather Data in the Analysis of Official Statistics Time Series
Jennifer Davies, Office for National Statistics
10:35 AM
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Improving the Measure of Correlation in Time Series Goodness-of-Fit Testing
Thomas Fisher, Miami University; Michael Robbins, RAND Corporation
10:35 AM
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Modeling Durations in High-Frequency Data Using Estimating Functions
Yaohua Zhang, University of Connecticut; Jian Zou, Worcester Polytechnic Institute; Nalini Ravishanker, University of Connecticut; Aerambamoorthy Thavaneswaran, University of Manitoba
10:35 AM
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Model-Free Estimation of Task-Based Dynamic Functional Connectivity and Its Confidence Intervals
Maria Kudela, Indiana University; Mario Dzemidzic, Indiana University School of Medicine; Brandon G. Oberlin, Indiana University School of Medicine; Joaquín Goñi, Purdue University; David A. Kareken, Indiana University School of Medicine; Jaroslaw Harezlak, Indiana University Fairbanks School of Public Health
10:45 AM
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A New Approach to Dimensional Reduction for Volatility of a Stationary Multivariate Time Series
Chung Eun Lee, University of Illinois at Urbana-Champaign; Xiaofeng Shao, University of Illinois at Urbana-Champaign
10:45 AM
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ATM: Autoregressive Tail-Index Model for Financial Time Series
Zifeng Zhao, University of Wisconsin - Madison; Zhengjun Zhang, University of Wisconsin - Madison; Rong Chen, Rutgers University
10:50 AM
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Asymptotics for Estimators Dating the Origination and Termination of Explosive Behavior in a Time Series
Mohitosh Kejriwal, Purdue University; Pierre Perron, Boston University
11:05 AM
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Linear Double Autoregressive Time Series Model and Its Conditional Quantile Inference
Qianqian Zhu, The University of Hong Kong; Yao Zheng, The University of Hong Kong; Guodong Li, The University of Hong Kong
11:05 AM
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An Examination of Weekly Seasonal Adjustment
Brian Monsell, U.S. Census Bureau; Tucker McElroy, U.S. Census Bureau
11:15 AM
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Testing Separability of Functional Time Series
Panayiotis Constantinou, Penn State University; Piotr Kokoszka, Colorado State University; Matthew Reimherr, Penn State University
11:20 AM
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Variance Estimation for Weekly Seasonally Adjusted National UI Claims Series
Thomas Evans, Bureau of Labor Statistics; Michael Sverchkov, Bureau of Labor Statistics
11:35 AM
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Predictive Analytics in Internet Development
Alex Gilgur, Google/Alphabet; Fred Xue, Google/Alphabet
11:50 AM
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Identifiability and Estimation in Non-Gaussian Mixed Frequency Structural VAR Models
Alex Tank; Emily Fox, University of Washington; Ali Shojaie, University of Washington
11:55 AM
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Common Seasonality in Multivariate Time Series
Daniel Peña, Universidad Carlos III de Madrid ; Fabio H. Nieto, Universidad Nacional de Colombia; Dagoberto Saboyá, Universidad Nacional de Colombia
2:05 PM
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Learning High-Dimensional Discrete Multivariate Auto-Regressive Models
Garvesh Raskutti, University of Wisconsin - Madison
2:05 PM
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Dynamic Factor Models and Reduced Rank Regression in High-dimensional Time Series
Tze Leung Lai, Stanford University; Ka Wai Tsang, The Chinese University of Hong Kong; Hongsong Yuan, Shanghai University of Finance and Economics
2:30 PM
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A Two-Dimensional Poisson Autoregression with Application to Association Study of Two Financial Markets
Ke Wang; Haipeng Xing, SUNY Stony Brook
2:35 PM
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Functional Mixed-Effects Modeling Meets Spectral Analysis of Replicated Time Series
Joris Chau, Université Catholique de Louvain
2:50 PM
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Threshold Dynamic Factor Models
Rong Chen, Rutgers University
2:55 PM
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Dynamic PCA for Multiple Air Pollutants
Oleg Melnikov, Rice University; Katherine B. Ensor, Rice University; Loren Raun, Rice University
3:05 PM
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MCMC Algorithms for Bayesian Inference with Stochastic Differential Equations
Harish S. Bhat, University of California at Merced; R. W. M. A. Madushani, University of California at Merced; Shagun Rawat, University of California at Merced
3:35 PM
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Wednesday, 08/03/2016
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Break Detection Methods Applied for International Industrial Property Time Series Data
BeomYong Kim, Seoul National University; HyUP YANG, Kangwon National University
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Time Series Matching for Novelty Detection in the Stepdown Ward: A Gaussian Process Approach
Glen Wright Colopy, University of Oxford; Marco A. F. Pimentel; Stephen J. Roberts; David A. Clifton
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Modeling Temporal Dependence to Improve Learning Algorithms for Streaming Data
Maggie Johnson, Iowa State University; Petrutza Caragea, Iowa State University; Lisa Bramer, Pacific Northwest National Laboratory; Bryan Stanfill, Pacific Northwest National Laboratory; Sarah Reehl, Pacific Northwest National Laboratory
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Phase as Lag: Synthetic Lag Models for Risk Estimation in Environmental Health
Wesley S. Burr, Health Canada; Glen Takahara, Queen's University
8:35 AM
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Modeling Non-Gaussian Time Series with Nonparametric Bayesian Model
Xinyi Xu, The Ohio State University; Zhiguang Xu, Chase; Steven N. MacEachern, The Ohio State University
8:35 AM
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An Assessment of Statistical Models of Complex-Valued fMRI Data
Daniel Adrian, Grand Valley State University; Ranjan Maitra, Iowa State University; Daniel Rowe, Marquette University
8:35 AM
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On Bandwidth Selection for Multitaper Spectrum Estimation
Charlotte Haley, Argonne National Lab; Mihai Anitescu, Argonne National Lab
8:55 AM
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The Effects of Seasonal Heteroskedasticity on Trend Estimation and Seasonal Adjustment for Time Series
Thomas Trimbur, U.S. Census Bureau; William Bell, U.S. Census Bureau
9:15 AM
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Basis Function Approaches for Continuous-Time Lagrangian Movement Modeling
Mevin Hooten, Colorado State University
9:35 AM
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Incorporating Improper Correlation Structures Into Transfer Function Estimation
David Riegert, Queen's University
9:35 AM
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Rescuing 100 Years of Geomagnetic Records: Inferring Scales Using Spectral Properties
Aaron Springford, Queen's University at Kingston; David J. Thomson, Queen's University at Kingston; David Riegert, Queen's University
9:55 AM
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Utilizing Bootstrapping to Identify Spectral and Phasic Knee Biomechanics in Healthy and Anterior Cruciate Ligament Reconstructed Populations
Kristin Denise Morgan, University of Kentucky; Heather Bush, University of Kentucky; Brian Noehren, University of Kentucky
11:05 AM
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Dating Structural Breaks in Functional Data Without Dimension Reduction
Ozan Sonmez, University of California at Davis; Alex Aue, University of California at Davis; Gregory Rice, University of Waterloo
11:20 AM
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Semiparametric Generalized Linear Models for Time-Series Data
Thomas Fung, Macquarie University; Alan Huang, University of Queensland
11:20 AM
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Latent Space Approaches to Dynamic Multilayer Networks
Nabanita Mukherjee, Duke University; Rebecca Steorts, Duke University; Daniele Durante, University of Padua
2:05 PM
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Geometrical and Symbolic Transformation of Sequential Data
Rainhard Bengez
2:20 PM
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Adaptive Spectral Analysis of Replicated Nonstationary Time Series
Robert Krafty, University of Pittsburgh; Martica Hall, University of Pittsburgh; Scott Bruce, Temple University
2:30 PM
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Nonstationary and Spectral Analysis of Balance Dynamics in Patients with Parkinson's Disease
Tanujit Dey, Cleveland Clinic; Wojbor Woyczynski, Case Western Reserve University; Sarah Ozinga, Cleveland Clinic; Jay Alberts, Cleveland Clinic
2:50 PM
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A Nonparametric Bootstrap Test for Checking the Equality of the Correlation Structures of Two Correlated Time Series
Lei Jin, Texas A&M University - Corpus Christi; Suojin Wang, Texas A&M University
3:05 PM
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Thursday, 08/04/2016
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A Unified Modeling Framework for State-Related Changes in High-Dimensional Effective Brain Connectivity
Hernando Ombao, University of California at Irvine; Yuxiao Wang, University of California at Irvine; Chee-Ming Ting, Universiti Teknologi Malaysia
8:35 AM
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Seasonal Adjustment of Short Time-Series: A Comparative Study
Enrico Infante, Eurostat; Gian Luigi Mazzi, European Commission - Eurostat
8:35 AM
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On the Efficient Interpretability of Empirical Recurrence Rates Ratio as a Hidden Markov Chain
Moinak Bhaduri, University of Nevada, Las Vegas; Amei Amei, University of Nevada, Las Vegas; Chih-Hsiang Ho, University of Nevada, Las Vegas
8:50 AM
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A Class of Periodic Trend Models for Economic Time Series
Gian Luigi Mazzi, European Commission - Eurostat; Tommaso Proietti, Universita di Roma Tor Vergata; Martyna Marczak, University of Hohenheim
9:15 AM
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HVAR: High-Dimensional Forecasting via Interpretable Vector Autoregression
David Matteson, Cornell University; William B. Nicholson, Cornell University ; Jacob Bien, Cornell University
9:25 AM
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Quality Reporting for Seasonal Adjustment with JDemetra+
Dominique Ladiray, INSEE
9:35 AM
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Classification of Multivariate Time Series Data with Applications to ECIS
Laura Tupper, Cornell University; David Matteson, Cornell University
9:35 AM
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Forecasting of Cases for Climate Sensitive Mosquito-Borne Diseases Using Online/Social Media Information
Lilia Leticia Ramirez Ramirez, Centro de Investigacion en Matematicas; Yulia R. Gel, The University of Texas at Dallas; Vyacheslav Lyubchich, University of Maryland Center for Environmental Science
11:35 AM
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