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CC = Baltimore Convention Center, H = Hilton Baltimore
* = applied session ! = JSM meeting theme
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Keyword Search Criteria: Time Series returned 109 record(s)
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Sunday, 07/30/2017
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Network Time Series Modeling
Marina Knight, University of York; Matthew Nunes, Lancaster University; Guy Nason, University of Bristol
2:05 PM
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Modeling Maxima in Financial Time Series with Dynamic Generalized Extreme Value Distribution
Zifeng Zhao, University of Wisconsin-Madison; Zhengjun Zhang, University of Wisconsin; Rong Chen, Rutgers University
2:05 PM
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Time Series Disaggregation for Simulation of Spare Parts Inventory Management
Thomas Willemain, Rensselaer Polytechnic Institute; Adam George Petrie, University of Tennessee
2:05 PM
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A Bayesian Model for Forecasting Time Series in a Hierarchically Structured Organization
Julie Novak, IBM; Beatriz Etchegaray, IBM Research
2:20 PM
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The Use of Artificial Neural Network in Time Series Forecasting
Taysseer Sharaf, University of Michigan- Dearborn
2:20 PM
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On Aggregation of Strongly Dependent Network Flows
Jan Beran, University of Konstanz; Sucharita Ghosh, Swiss Federal Research Institute WSL; Haiyan Liu, University of Leeds
2:25 PM
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A Wavelet Lifting Approach to Long Memory Estimation
Matthew Nunes, Lancaster University; Marina Knight, University of York; Guy Nason, University of Bristol
2:45 PM
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Functional Autoregression for Sparsely Sampled Data
Daniel Kowal, Cornell University; David S Matteson, Cornell University; David Ruppert, Cornell University
2:50 PM
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Conditional Maximum Likelihood Estimation for a Class of Observation-Driven Time Series Models for Count Data
Yunwei Cui, Towson University; Qi Zheng, University of Louisville
2:50 PM
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Tukey G-And-H Autoregressive Processes for Non-Gaussian Time Series
Yuan Yan, KAUST; Marc G. Genton, KAUST
3:05 PM
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Evaluation of Climate Models Using the Wild Scale-Enhanced Bootstrap
Megan Heyman, Rose-Hulman Institute of Technology; Ansu Chatterjee, University of Minnesota; Amy Braverman, Jet Propulsion Laboratory
3:25 PM
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Semiparametric, Parametric and Possibly Sparse Models for Multivariate Long-Range Dependence
Vladas Pipiras, University Od North Carolina At Chaple Hill; Stefanos Kechagias, SAS Institute; Changryong Baek, Sungkyunkwan University
3:25 PM
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Combining Unit Root Tests with Machine Learning Techniques
Edward Herranz; James Gentle, George Mason University
3:35 PM
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Estimation of the Variance of Nonparametric Trend Estimates from Time Series Replicates Using the Empirical Moment Generating Function
Sucharita Ghosh, Swiss Federal Research Institute WSL
3:35 PM
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Theodore W. Anderson
Paul Shaman, University of Pennsylvania; Raja P. Velu, Syracuse University
4:05 PM
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A NEW APPROACH to DIMENSION REDUCTION for MULTIVARIATE TIME SERIES
Xiaofeng Shao, University of Illinois, At Urbana-Champaign
4:05 PM
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A Statistical Framework for Downscaling Climate Model Information to Enhance Infrastructure Design
Ernst Linder, Department of Mathematics and Statistics, University of New Hampshire; Meng Zhao, University of New Hampshire; Yiming Liu, University of New Hampshire
4:20 PM
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Constrained Factor Model for High-Dimensional Matrix-Variate Time Series
Yi Chen, Rutgers Univ Statistics Dept; Rong Chen, Rutgers University
4:25 PM
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GRADIENT-BASED STRUCTURAL CHANGE DETECTION for NON-STATIONARY TIME SERIES M-ESTIMATION
Zhou Zhou, University of Toronto
4:45 PM
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T. W. Anderson's Contributions to Time Series
Soren Johansen, University of Copenhagen
5:20 PM
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Adaptive Bayesian Power Spectrum Analysis of Multivariate Nonstationary Time Series
Zeda Li, Temple University; Robert T Krafty, Department of Biostatistics, University of Pittsburgh
5:20 PM
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Monday, 07/31/2017
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Time Series Reconciliation: a Least-Squares Solution for the Case of High-Frequency Series Exceeding the Period Covered by the Low-Frequency Series
Luis Frank
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Soundscape Ecology and Daily Trends of Acoustic Indices
Emma Beck, Purdue University; Zoe Danielle Phillips, Purdue University
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Using Interrupted Time Series to Examine the Validity of the Surveillance Definition of Catheter-Associated Urinary Tract Infection in U.S. Hospitals
Minn Soe, Surveillance Branch, DHQP, NCEZID, CDC
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Granger Mediation Analysis of Functional Magnetic Resonance Imaging Time Series
Yi Zhao, Brown University; Xi Luo, Brown University
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Unsupervised Self-Normalized Change-Point Testing for Time Series
Liliya Lavitas, Boston University; Ting Zhang, Boston University
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Copula-Based Estimation for Markov Models with Detection Limits
Fuyuan Li, George Washington University
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Bayesian Analysis of Time Series with Irregular or Latent Observation Times
Aaron Springford, Queen's University; David Thomson, Queen's University
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Unsupervised Self-Normalized Change-Point Testing for Time Series
Liliya Lavitas, Boston University; Ting Zhang, Boston University
8:55 AM
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Autoregressive Model for Matrix Valued Time Series
Rong Chen, Rutgers University; Dan Yang, Rutgers University; Han Xiao, Rutgers University
9:00 AM
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Copula-Based Estimation for Markov Models with Detection Limits
Fuyuan Li, George Washington University
9:20 AM
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Estimation of Sparse Vector Autoregressive Moving Averages
David S Matteson, Cornell University; Ines Wilms, KU Leuven; Jacob Bien, Cornell University
9:25 AM
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Granger Mediation Analysis of Functional Magnetic Resonance Imaging Time Series
Yi Zhao, Brown University; Xi Luo, Brown University
9:35 AM
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Time Series Model Fitting and Regularization Methods
Soumendra N Lahiri, North Carolina State University
9:50 AM
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Bayesian Analysis of Time Series with Irregular or Latent Observation Times
Aaron Springford, Queen's University; David Thomson, Queen's University
10:10 AM
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Using Interrupted Time Series to Examine the Validity of the Surveillance Definition of Catheter-Associated Urinary Tract Infection in U.S. Hospitals
Minn Soe, Surveillance Branch, DHQP, NCEZID, CDC
10:35 AM
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Validating a Time Series Model for Supply Chain Inventory Data
Morris Morgan, Hampton University; Carolyn Bradshaw Morgan, MECK Limited,LLC; Eric Abram Morgan, St. Michael's Inc.; Kristin Morgan, University of Connecticut
10:35 AM
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Automatic Forecasting of Hourly Electricity Demand with a Computationally Efficient Semiparametric Time Series Model
Jun Liu, Georgia Southern University
11:05 AM
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Refining an External-Factor Model of Government Survey Refusal Rates
Luke Larsen, U.S. Census Bureau; Joanna Lineback, U.S. Census Bureau; Benjamin Reist, U.S. Census Bureau
11:05 AM
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Intelligent Sampling for Identifying Thresholds in Observed Databases and Time Series
Zhiyuan Lu, University of Michigan; Moulinath Banerjee, University of Michigan; George Michailidis, University of Florida
11:15 AM
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A Temporal Appraisal of Profitability in the Fortune 500: 1955 - 2016
Leo Upchurch, Tuskegee University (CBIS); Fan University Wu, Tuskegee University (CBIS)
11:20 AM
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Bayesian Dynamic Tensor Factor Models
Seyed Yaser Samadi, Southern Illinois University, Carbondale; David Dunson, Duke University
2:20 PM
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A Factor Analysis Approach for Modeling the Structure of Time-Series Covariance Matrices
Teal Guidici; George Michailidis, University of Florida
2:35 PM
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High-Dimensional Posterior Consistency in Bayesian Vector Autoregressive Models
Satyajit Ghosh, University of Florida; Kshitij Khare, University of Florida; George Michailidis, University of Florida
3:05 PM
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Tuesday, 08/01/2017
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Pruning for Nonparametric Change Point Analysis
Wenyu Zhang, Cornell University; David S Matteson, Cornell University; Nicholas James, Cornell University
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Wild Bootstrap Ljung-Box Test for Cross Correlations of Multivariate Time Series
Tae Wook Lee, Hankuk University of Foreign Studies
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Counterfactual-Based Causal Inference for N-Of-1 Time Series
Eric J. Daza, Stanford University School of Medicine, Stanford Prevention Research Center
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Robust Feature Selection and Cell Line Classification with Electric Cell-Substrate Impedance Sensing Data
Megan Gelsinger, Cornell University; David S Matteson, Cornell University; Laurie Tupper, Williams College
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Model Averaging for Probabilistic Time Series Forecasts
Evan L. Ray, University of Massachusetts, Amherst; Nicholas G. Reich, University of Massachusetts Amherst
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Assessing the Effectiveness of Mentoring Youth
Laura Albrecht; Keenan O'brien, Metropolitan State University of Denver; Matthew Shaw, Metropolitan State University of Denver
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Optimising Inflation Forecasts Based on Web-Scraped Price Data
Ben Powell, University of Bristol
8:35 AM
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A Mixture of Gaussian and Student's T Errors for a Robust and Accurate Parameter Estimation
Hyungsuk Tak, SAMSI; Justin A. Ellis, Jet Propulsion Laboratory; Sujit K Ghosh, North Carolina State University
8:50 AM
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Robust Feature Selection and Cell Line Classification with Electric Cell-Substrate Impedance Sensing Data
Megan Gelsinger, Cornell University; David S Matteson, Cornell University; Laurie Tupper, Williams College
8:50 AM
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A Robust Interrupted Time Series Model for Analyzing Complex Healthcare Intervention Data
Maricela Cruz; Hernando Ombao, KAUST and UC Irvine; Miriam Bender, University of California, Irvine
8:55 AM
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Assessing Compliance with EPA Standards: An Appreciation of Larry Cox's Work as an EPA Scientist.
Richard Smith, University of North Carolina Chapel Hill/SAMSI
9:15 AM
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Counterfactual-Based Causal Inference for N-Of-1 Time Series
Eric J. Daza, Stanford University School of Medicine, Stanford Prevention Research Center
9:20 AM
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Generalized Autoregressive Quasi-Score Models
Chaitra Nagaraja, Fordham University; Aerambamoorthy Thavaneswaran, University of Manitoba; Alexander Paseka, University of Manitoba
9:55 AM
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Model Averaging for Probabilistic Time Series Forecasts
Evan L. Ray, University of Massachusetts, Amherst; Nicholas G. Reich, University of Massachusetts Amherst
10:10 AM
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Optimal Individualized Early Warning for Inpatient Adverse Events
Hossein Soleimani, Johns Hopkins University; Suchi Saria, Johns Hopkins University
10:35 AM
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Sparse Multi-Class Vector AutoRegressive Models
Ines Wilms, KU Leuven; Christophe Croux, KU Leuven; Luca Barbaglia, KU Leuven
10:50 AM
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Improved Activation Detection via Rice-Distributed fMRI Time Series Modeling
Daniel Adrian, Grand Valley State University; Ranjan Maitra, Iowa State University; Daniel B. Rowe, Marquette University
11:05 AM
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Time Series Prediction and Predictor Selection in High-Dimensional Quantile Autoregressive Regression
Dawit Zerom, California State University at Fullerton
11:05 AM
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On Testing Goodness-of-Fit of AR(P) Model Through the Serial Dependence of the Residual Process
Phyllis Wan, Columbia University; Richard A. Davis, Columbia University; Muneya Matsui, Nanzan University; Thomas Mikosch, University of Copenhagen
11:20 AM
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The Gini Autocovariance Function Applied to Heavy Tailed Linear Time Series
Marcel Carcea, Western New England University; Robert Serfling, University of Texas at Dallas
11:35 AM
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Testing for Causality Between Two Time Series Using a Parametric Bootstrap
Thomas Fisher, Miami University; Zequn Sun, Medical University of South Carolina
11:50 AM
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Bayesian Analysis for Multi-Subject Time Course RNA-Seq Experiments
Allison Tegge, Virginia Tech; Shiqi Cui, Google; Marco Ferreira, Virginia Tech
11:50 AM
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Assessing the Effectiveness of Mentoring Youth
Laura Albrecht; Keenan O'brien, Metropolitan State University of Denver; Matthew Shaw, Metropolitan State University of Denver
12:10 PM
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Moving Holidays in Transportation Data Series
Theresa Firestine, US Department of Transportation
2:25 PM
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Simultaneous Reconciliation of Large Disaggregated Time Series of U.S. Input-Output Accounts After a Benchmark Revision
Baoline Chen, Bureau of Economic Analysis; Tommaso Di Fonzo, University of Padova; Thomas Howells, Bureau of Economic Analysis; Marco Marini, International Monetary Fund
2:45 PM
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A Bayesian Variable Selection Approach Yields Improved Brain Activation from Complex-Valued fMRI
Cheng-Han Yu, UC Santa Cruz; Raquel Prado, UC Santa Cruz; Hernando Ombao, KAUST and UC Irvine; Daniel B. Rowe, Marquette University
3:05 PM
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Anticipating Brexit Effects in Time Series Analysis
Charlotte Gaughan, Office for National Statistics; Atanaska Nikolovo, Office for National Statistics
3:25 PM
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Adaptive Detection of Variance Change Point
Santosh Srivastava, IBM Research, New Delhi India; Ritwik Chaudhuri, IBM India Pvt. ltd.; Ankur Narang, IBM Research New Delhi India; Maya Gupta, Google Research; Sudhanshu Singh, IBM India Pvt. ltd.
3:35 PM
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Wednesday, 08/02/2017
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Empirical Likelihood Methods on Functional Time Series Data
Guangxing Wang, University of California, Davis; Wolfgang Polonik, University of California, Davis
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R/S-Bootstrapping Test for Fractional Integration
Yixun Xing, Southern Methodist University; Wayne A. Woodward, Southern Methodist University
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A GARCH Type Poisson Model for Time Series of Counts with Cyclically Varying Zero Inflation
Isuru Ratnayake, Missouri University of Science and Technology; V A Samaranayake, Missouri University of Science and Technology
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Multiple change-point detection via multiscale MOSUM procedure with localised pruning
Haeran Cho, University of Bristol
8:35 AM
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Automatic Detection of Seasonality and Seasonal Adjustment Using Wavelets
Rebecca Killick, Lancaster University; Ben Norwood, Lancaster University
8:35 AM
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Comparison of Trend Testing Methods: a Simulation Study with NSDUH Data
Dan Liao, RTI International; Matthew Williams, Substance Abuse and Mental Health Services Administration; Sarra Hedden, Substance Abuse and Mental Health Services Administration; Rachel Harter, RTI International; Jiantong Wang, RTI International; Victoria Scott, RTI International
8:55 AM
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Issues Related to the Modeling and Adustment of High Frequency Time Series
Brian Monsell, U.S. Census Bureau; Tucker McElroy, U. S. Census Bureau
9:55 AM
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A Composite Economic Index for the United States' Economy: What Does This Index Tell Us?
Brian Sloboda, University of Phoenix, Center for Management and Entrepreneurship (CME); Chandrasekhar Putcha, California State University at Fullerton
10:35 AM
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Implicit Multi-Layer Network for Time Series Data
Brandon Park; Anand N. Vidyashankar, George Mason University; Tucker McElroy, U. S. Census Bureau
10:35 AM
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Identifying Individuals with Anterior Cruciate Ligament Injury Through Spectral and Linear Discriminant Analyzes
Kristin Morgan, University of Connecticut; Carolyn Bradshaw Morgan, MECK Limited,LLC; Heather Bush, University of Kentucky; Brian Noehren, University of Kentucky
10:35 AM
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A Time Series Model for Boolean Random Sets
Khalil Shafie, University of Northern Colorado; Mostafa Zahed, University of Northern Colorado
10:50 AM
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Exploratory and Data Visualization Methods for High-Dimensional Brain Signals
Hernando Ombao, KAUST and UC Irvine; Yuxiao Wang, University of California, Irvine; Chee-Ming Ting, KAUST
11:00 AM
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A Two-Sample Mean Test for China Haze Pollution Data Over Time
Shuyi Zhang, Peking University; Yumou Qiu, University of Nebraska-Lincoln; Song Xi Chen, Peking University; Iowa State University
11:05 AM
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In-Curve Updating of Predictions for Functional Time Series
Shuhao Jiao, Department of Statistics, UC Davis; Alexander Aue, University of California, Davis
2:05 PM
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Dynamic Functional Connectivity in Nonstationary Task-Related Brain Imaging and Neural Recording Data
Natalie Klein, Carnegie Mellon University; Robert E. Kass, Carnegie Mellon University; Valerie Ventura, Carnegie Mellon University; Jordan Rodu, Carnegie Mellon University
2:20 PM
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Dynamic Factor Model for Functional Time Series
Israel Martínez Hernández; Jesús Gonzalo, Universidad Carlos III de Madrid; Graciela González Farías, Centro de Investigación en Matemáticas, CIMAT
2:35 PM
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Conditional Adaptive Bayesian Spectral Analysis of Nonstationary Biomedical Time Series
Scott Bruce, Department of Statistical Science, Temple University; Martica H Hall, University of Pittsburgh; Daniel J Buysse, Department of Psychiatry, University of Pittsburgh; Robert T Krafty, Department of Biostatistics, University of Pittsburgh
2:50 PM
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Relative and Trend Revision Methods for Benchmarking Two Sets of Time Series
Lynn Imel
3:20 PM
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Collective Spectral Density Function Estimation and Clustering for Time Series and Spatial Data
Tianbo Chen, King Abdullah University of Science & Technology; Ying Sun, King Abdullah University of Science and Technology; Medhi Maadooliat, Marquette University
3:35 PM
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Estimation of the Likelihood for Context Set Models
Zsolt Talata, University of Kansas
3:35 PM
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Thursday, 08/03/2017
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Spatio-Temporal Multitaper Spectrum Estimation
Christopher Geoga, Argonne National Laboratory; Charlotte Haley, Argonne National Laboratory; Mihai Anitescu, Argonne National Laboratory
8:50 AM
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Estimating Country Indexes Returns Based on Earnings Forecasts
Daiane Dos Santos, PUC - Rio de Janeiro; Ricardo Weiss, R Weiss Consultoria
8:50 AM
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Granger Causality Networks for Categorical Time Series: Convex Mixture Transition Distribution
Alex Tank, University of Washington; Ali Shojaie, University of Washington; Emily Fox, University of Washington
9:00 AM
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Bayesian Hierarchical Models to Estimate Associations Between Air Pollution and Cause-Specific Morbidity in Multicity Epidemiologic Studies
Jenna Krall, George Mason University; Stefanie Ebelt Sarnat, Emory University
9:05 AM
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Additive Logistic Model with Stochastic Macro-Economic Covariates for Corporate Bankruptcy Prediction
Xiaorui Zhu, University of Cincinnati, Lindner College of Business; Yan Yu, University of Cincinnati; Shaonan Tian, San Jose State University
9:05 AM
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Leaning Multivariate High-Dimensional Point Process Models
Garvesh Raskutti, University of Wisconsin-Madison
9:25 AM
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Time Series Smoother for Effect Detection
Cheng You, Pennsylvania State University; Dennis K.J. Lin, Penn State University; Sidney Stanley Young, CGStat
9:35 AM
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Eigenvalues of Covariance Matrices of High-Dimensional Time Series
Alexander Aue, University of California, Davis; Haoyang Liu, University of California, Berkeley; Debashis Paul, University of California, Davis
9:50 AM
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Detection and Estimation of Oscillatory Components in Power Networks
Charlotte Haley, Argonne National Laboratory; Christopher Geoga, Argonne National Laboratory; Mihai Anitescu, Argonne National Laboratory
9:50 AM
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Time Series Methodologies May Save Lives on Highways
Roya Amjadi, Federal Highway Administration
9:50 AM
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Applications of Distance Correlation to Time Series
Richard A. Davis, Columbia University; Muneya Matsui, Nanzan University; Thomas Mikosch, University of Copenhagen; Phyllis Wan, Columbia University
10:35 AM
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Seasonal Adjustment of the QTAX
Eric Valentine, US Census Bureau; Kathleen McDonald, US Census Bureau; Demetra Lytras, US Census Bureau; Katherine Thompson, US Census
10:50 AM
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Piecewise Solutions to Big Data
Anuradha Roy, The University of Texas at San Antonio; Henry Chacon, The University of Texas at San Antonio
10:55 AM
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Spectra-Based Clustering Methods for Visualizing Spatio-Temporal Patterns of Winds and Waves in the Red Sea.
Carolina Euan Campos; Ying Sun, King Abdullah University of Science and Technology
10:55 AM
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Smartphone-Based Diagnostics of Space-Time Models: From Movies to Apps
Stefano Castruccio, Newcastle University; Marc G. Genton, KAUST
11:15 AM
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Trends and Volatility of Stock Prices Following Occurrence of Specific Technical Patterns
James Shine, US Army (retired); James Gentle, George Mason University; Charles Perry, USDA retired
11:35 AM
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Spatial Time Series Classification with Applications to Wind Energy
Laurie Tupper, Williams College; David S Matteson, Cornell University; C. Lindsay Anderson, Cornell University
11:50 AM
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