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Keyword Search Criteria: Time Series returned 94 record(s)
Sunday, 07/29/2018
Bayesian Nonparametric Hierarchical Models for Lightcurve Classification and Observation Decisions
David Edward Jones, Duke University and SAMSI; Sujit Ghosh, North Carolina State Univ.; Ana-Maria Staicu, NC State University; Ashish Mahabal, Caltech


Nonparametric Measures of Local Causality and Tests of Local Non-Causality in Time Series
Felix Camirand Lemyre, School of mathematics and statistics, University of Melbourne; Taoufik Bouezmarni, Université de Sherbrooke; Jean-François Quessy, Université du Québec à Trois-Rivières


Detection of Trend Onset in Environmental Time Series
Ying Zhang, Acadia University


Advantageous Statistical Tools for Stock Market Investing
Kenneth Davis


Predictive Inference for Locally Stationary Time Series with an Application to Climate Data
Srinjoy Das, UCSD; Dimitris Politis, UCSD
2:05 PM

Advantageous Statistical Tools for Stock Market Investing
Kenneth Davis
2:05 PM

Estimation of Change-Point for a Class of Count Time Series Models
Yunwei Cui, Towson University
2:35 PM

The Measurement of the Aggregate Economic Performance for the United States via the Composite Economic Index (CEI)
Brian Sloboda, University of Phoenix; Chandrasekhar Putcha, California State University, Fullerton
2:50 PM

Spectral Causality in Multivariate Signals: Beyond Linearity
Hernando Ombao, King Abdullah University of Science and Technology; Abdulrahman Althobaiti, Rutgers University and King Abdullah University of Science and Technology
2:55 PM

Modeling Conditional Variance Functions Using Nonparametric Transfer Function Models
Jun Liu
3:05 PM

Forecasting U.S. Textile Comparative Advantage Using Autoregressive Integrated Moving Average Models and Time Series Outlier Analysis
Lori Rothenberg, NC State University; Zahra Saki, NC State University; Marguerite Moore, NC State University
3:20 PM

Partial Distance Correlation Screening for High-Dimensional Time Series
Kashif Yousuf, Columbia University; Yang Feng, Columbia University
4:05 PM

Bootstrap Procedures for Detecting Multiple Persistence Shifts in a Heteroskedastic Time Series
Mohitosh Kejriwal, Purdue University; Xuewen Yu, Purdue University
4:20 PM

A Time Series Analysis of Global Temperature Anomaly
Seong-Tae Kim, NC A&T State Univ; Man Sik Park, Sungshin Women's University; Jaime Henderson, NC A&T State University
4:35 PM

Dynamic Shrinkage Processes
Daniel R Kowal, Rice University; David Matteson, Cornell University; David Ruppert, Cornell University
4:45 PM

Time Series Analysis Based on Gini: a Test for Reversibility
Amit Shelef, Sapir Academic College; Edna Schechtman, Ben Gurion Univ
4:50 PM

Quantifying and Controlling for Sources of Technical Variation and Bias in Longitudinal Microbiome Surveys
Justin D Silverman, Duke University; Heather Durand, Duke University; Sayan Mukherjee, Duke University; Lawrence A David, Duke University
5:05 PM

A Spectral-Based Kolmogorov-Smirnov Method for Detecting the Information Loss of Temporal Aggregation
Bu Hyoung Lee, Loyola University Maryland
5:05 PM

Bayesian Spatial Modeling via Kernel Convolutions on Complex-Valued fMRI Signals
Cheng-Han Yu, UC Santa Cruz; Raquel Prado, University of California Santa Cruz, Baskin School of Engineering
5:05 PM

The Convex Mixture Transition Distribution: Granger Causality Networks for Categorical Time Series
Alex Tank; Emily Fox, University of Washington; Ali Shojaie, University of Washington
5:05 PM

Monday, 07/30/2018
Forecasting Artificial Earth Satellite Populations
James P. Howard, II, Johns Hopkins University Applied Physics Laboratory


Bayesian Variable Selection of Stochastic Volatility Models in Financial Time Series
Feng Chi Liu


Spatial and Temporal Trends in Weather Forecasting and Improving Predictions with ARIMA Modeling
Manasi Sheth, California State University; Mahalaxmi Gundreddy, California State University East Bay; Vivek Shah, Applied Materials, Inc. ; Pritam Barlota, California State University East Bay; Eric Suess, CSU East Bay


Coherence-Based Time Series Clustering for Brain Connectivity Visualization
Carolina Euan Campos, KAUST; Ying Sun, KAUST; Hernando Ombao, King Abdullah University of Science and Technology


Assessing Health Care Interventions via an Interrupted Time Series Model: Study Power and Design Considerations
Maricela Cruz, University of California, Irvine; Miriam Bender, University of California, Irvine; Daniel L. Gillen, University of California, Irvine; Hernando Ombao, King Abdullah University of Science and Technology


Interrupted Time Series Analysis to Evaluate the Effect of a Multicenter Collaborative Effort to Improve Care for Adult Intensive Care Patients
Alai Tan, Ohio State University College of Nursing; Michele C. Balas, Ohio State University College of Nursing


Spatial Correlation in Weather Forecast Accuracy: A Functional Time Series Approach
Phillip Alexander Jang, Cornell University


Addressing Time of Measurement Bias in Records of Daily Temperature Extrema: A Spatio-Temporal Imputation Strategy
Maxime Rischard, Harvard Statistics; Natesh Pillai, Harvard Statistics; Karen A. McKinnon, National Center for Atmospheric Research; Descartes Labs


Introducing Forecast Intervals with a Confidence Game
Robin Lock, St. Lawrence University


Depth-Based Clustering for Multivariate Time Series with Applications in Wind Energy
Laura L. Tupper, Williams College


Detecting Planets: Jointly Modeling Radial Velocity and Stellar Activity Time Series
David Edward Jones, Duke University and SAMSI; David Stenning, Imperial College London; Eric Ford, Penn State University; Robert Wolpert, Duke University; Thomas Loredo, Cornell University; Xavier Dumusque, Observatoire Astronomique de l'Universite de Geneve
8:35 AM

Goodness of Fit Statistics Based on Quantile Periodogram for Time Series with Nonlinear Dynamic Volatility
Ta-Hsin Li, IBM T. J. Watson Research Center
8:35 AM

Factor Models for High-Dimensional Dynamic Networks: With Application to International Trade Flow Time Series 1981--2015
Elynn CHEN, Rutgers University; Rong Chen, Rutgers University
8:35 AM

Anticipating Brexit Effects; a Multivariate Approach to Detecting Change Points
Charlotte Gaughan, Office for National Statistics
8:35 AM

Spatial Correlation in Weather Forecast Accuracy: A Functional Time Series Approach
Phillip Alexander Jang, Cornell University
9:00 AM

New Methods for Threshold Variable Identification and Estimation in Threshold Dynamic Factor Models
Xialu Liu, San Diego State University; Rong Chen, Rutgers University
9:15 AM

Lagged Hierarchical Semiparametric Models for Task-Based Dynamic Functional Connectivity (DFC)
Jaroslaw Harezlak, Indiana University Bloomington; Zikai Lin, Indiana University; Maria Kudela, Takeda Pharmaceuticals; Brandon Oberlin, Indiana University School of Medicine; Joaquin Goni, Purdue University; David A Kareken, Indiana University School of Medicine; Mario Dzemidzic, Indiana University School of Medicine
9:15 AM

New Approach to Dimention Reduction for Volatility of Stationary Multivariate Time Series"
Chung Eun Lee, University of Tennessee, Knoxville; Xiaofeng Shao, University of Illinois at Urbana-Champaign
9:35 AM

The Myths About Weather Forecasting
Yifan Wu, Simon Fraser University; Ying (Daisy) Yu, Simon Fraser University; Chuyuan (Cherlane) Lin, Simon Fraser University
9:40 AM

Assessing Health Care Interventions via an Interrupted Time Series Model: Study Power and Design Considerations
Maricela Cruz, University of California, Irvine; Miriam Bender, University of California, Irvine; Daniel L. Gillen, University of California, Irvine; Hernando Ombao, King Abdullah University of Science and Technology
9:55 AM

Introducing Forecast Intervals with a Confidence Game
Robin Lock, St. Lawrence University
9:55 AM

Analysis of Rapidly Evolving Multivariate Oscillations
Sofia C Olhede, University College London; Adam Sykulski, Lancaster; Arthur Guillaumin, UCL; Jonathan Lilly, NWRA; Jeffrey Earley, NWRA
10:35 AM

Multilinear Low-Rank Vector Autoregressive Modeling via Tensor Decomposition
Di Wang, University of Hong Kong; Guodong Li, University of Hong Kong; Dr. LIAN Heng, City University of Hong Kong
10:35 AM

Addressing Time of Measurement Bias in Records of Daily Temperature Extrema: A Spatio-Temporal Imputation Strategy
Maxime Rischard, Harvard Statistics; Natesh Pillai, Harvard Statistics; Karen A. McKinnon, National Center for Atmospheric Research; Descartes Labs
10:50 AM

Calendar-Based Graphics for Visualizing People's Daily Schedules
Earo Wang, Monash University; Dianne Cook, Monash University; Rob J Hyndman, Monash University
11:20 AM

Understanding Cryptocurrency Price Formation from Time Series of Local Blockchain Graph Features
Cuneyt Akcora, University of Texas at Dallas; Asim Dey, University of Texas at Dallas; Ceren Abay, University of Texas at Dallas; Yulia Gel, University of Texas at Dallas; Umar Islambekov, University of Texas at Dallas; Murat Kantarcioglu, University of Texas at Dallas
11:25 AM

Coherence-Based Time Series Clustering for Brain Connectivity Visualization
Carolina Euan Campos, KAUST; Ying Sun, KAUST; Hernando Ombao, King Abdullah University of Science and Technology
11:45 AM

A Concentration Inequality for Large Autocovariance Matrices
Yicheng Li, University of Washington; Fang Han, University of Washington
11:50 AM

Interrupted Time Series Analysis to Evaluate the Effect of a Multicenter Collaborative Effort to Improve Care for Adult Intensive Care Patients
Alai Tan, Ohio State University College of Nursing; Michele C. Balas, Ohio State University College of Nursing
11:50 AM

Predicting Disease Incidence with Natural Cubic Splines
Noah Kochanski, Hope College; Yew-Meng Koh, Hope College
2:05 PM

Statistical Inference for High-Dimensional Time Series
Ruey S Tsay, University of Chicago, Booth School of Business
2:30 PM

Dynamic Shrinkage Processes
David Matteson, Cornell University; Daniel R Kowal, Rice University; David Ruppert, Cornell University
2:55 PM

Exploiting Conjugacy to Build Time Dependent Feature Allocation Models
Raffaele Argiento, Università di Torino; Ilaria Bianchini, Politecnico de Milano; Jim Edward Griffin, University of Kent
3:05 PM

Tuesday, 07/31/2018
Time Series Reconciliation Through Flexible Least Squares Estimation
Luis Frank, University of Buenos Aires


Measuring the Percentage of Smoothness in the Trend of a Univariate Time Series: An Application to a Time Series of Mexico's GDP
Daniela Cortés Toto, Universidad De Las Américas Puebla (UDLAP); Víctor M. Guerrero, Instituto Tecnológico Autónomo de México (ITAM); Hortensia J. Reyes Cervantes, Benemérita Universidad Autónoma de Puebla (BUAP)


Analysis of Non-Stationary Time Series Using Copula-Based Dependence Measures
Yongxin Zhu, King Abdullah University of Science and Technology; Charles Fontaine, King Abdullah University of Science and Technology; Hernando Ombao, King Abdullah University of Science and Technology


A Functional Anova Approach to Detecting Changes in Soil Moisture and Temperature
Manju M. Johny, Iowa State University; Petruta C. Caragea , Iowa State University; Diane M. Debinski, Montana State University ; Jill A. Sherwood, Iowa State University


Predicting Mood Using Multivariate Mobile Sensor Data Streams for Medical Interns
Timothy NeCamp, University of Michigan; Zhenke Wu, University of Michigan; Srijan Sen, University of Michigan; Edward Ionides, University of Michigan


Targeted Maximum Likelihood Estimation of Causal Effects Based on Observing a Single Time Series
Ivana Malenica; Mark van der Laan, UC Berkeley


Quantifying Association Between Discrete Event Time Series
Christopher Galbraith, University of California, Irvine; Padhraic Smyth, University of California, Irvine; Hal Stern, University of California, Irvine
8:55 AM

Machine Learning Methods for Animal Movement
Dhanushi A Wijeyakulasuriya, Pennsylvania State University; Ephraim Hanks, The Pennsylvania State University; Benjamin Shaby, Penn State University
9:35 AM

Robust Depth-Based Estimation of the Functional Autoregressive Model
Israel Martinez Hernandez, KAUST; Marc G Genton, King Abdullah University of Science and Technology; Graciela Gonzalez Farias, CIMAT
9:50 AM

Data-Driven Modeling and Forecast of Noisy Nonlinear Dynamics
Kyongmin Yeo, IBM T.J. Watson Research Center; Youngdeok Hwang, Sungkyunkwan University; Eun Kyung Lee, IBM T.J. Watson Research Center
10:35 AM

Targeted Maximum Likelihood Estimation of Causal Effects Based on Observing a Single Time Series
Ivana Malenica; Mark van der Laan, UC Berkeley
10:35 AM

Traversing the Space-Time Cube
Noel Cressie, University of Wollongong
11:00 AM

Sequential Bayesian Analysis of Multivariate Count Data
Tevfik Aktekin , University of New Hampshire; Nick Polson, University of Chicago ; Refik Soyer , George Washington University
11:50 AM

A Semiparametric Approach for Modeling Multivariate Nonlinear Time Series
Seyed Yaser Samadi, Southern Illinois University, Carbondale
11:50 AM

Modeling Changes in the Age Distribution of Opioid Mortality
Patrick E Brown, University of Toronto; Ye Lennon Li, Public Health Ontario
2:20 PM

Multi-Level Time Series Clustering for Asset Selection in Allocation Problems
Michael Kotarinos; Christos Tsokos, University of South Florida; Kin Doo Young, Arkansas State University
2:50 PM

Removing Absorbing States from Markov Chain Models
Li-Hsuan Huang; Harish S. Bhat, University of California, Merced; Sebastian Rodriguez, Northwestern University
2:50 PM

Change-Point Estimation of Trend in High-Dimensional Time Series
Monika Bhattacharjee , University of Florida; Moulinath Banerjee, University of Michigan; George Michailidis, University of Florida
2:50 PM

Variational Bayes Estimation of Time Series Copulas for Multivariate Ordinal and Mixed Data
Michael Stanley Smith, University of Melbourne; Ruben Loaiza-Maya, Unviersity of Melbourne
3:05 PM

Outlier Detection in Non-Stationary Data Streams
Priyanga Dilini Talagala, Monash University, Australia; Rob J Hyndman, Monash University; Kate Smith-Miles, University of Melbourne, Australia
3:05 PM

Wednesday, 08/01/2018
Switching Regimes Time Series Models with Application to Changes Brain Connectivity in an fMRI-Movie Experiment
Marco Antonio Pinto-Orellana, Statistics, CEMSE Division. King Abdullah University of Science and Technology; Chee-Ming Ting, King Abdullah University of Science and Technology; Jeremy Skipper, Institute for Multimodal Communication. University College London;  Steven Small, University of California, Irvine; Hernando Ombao, King Abdullah University of Science and Technology


Estimating Efficacies of Supplementary Immunization Activities via Discrete Time Modeling of Disease Incidence Time Series
Qi Dong, University of Washington; Jon Wakefield, Univ of Washington; Kevin McCarthy, Institute for Disease Modeling; Niket Thakkar, Institute for Disease Modeling; Kurt Frey, Institute for Disease Modeling


Clustering Travel Behavior Time Series Using Topological Data Analysis
Renjie Chen; nalini ravishanker, University of Connecticut; Jingyu Zhang, University of Connecticut; Karthik Konduri, University of Connecticut
9:15 AM

Estimating Efficacies of Supplementary Immunization Activities via Discrete Time Modeling of Disease Incidence Time Series
Qi Dong, University of Washington; Jon Wakefield, Univ of Washington; Kevin McCarthy, Institute for Disease Modeling; Niket Thakkar, Institute for Disease Modeling; Kurt Frey, Institute for Disease Modeling
9:20 AM

Exploring Departures from Stationarity Using Locally Stationary Time Series
Shreyan Ganguly, The Ohio State University; Peter Craigmile, The Ohio State University
9:20 AM

Statistical Analysis of the Sliding Window Fourier Transform
Lee Richardson, Carnegie Mellon University
10:05 AM

Count Time Series Models Based on Expectation Thinning Operators
Harry Joe, University of British Columbia
10:35 AM

Automatic Anomaly Detection in Modeling Real-Time Sensor Data
Bei Chen, IBM Research; Beat Buesser, IBM Research
11:35 AM

Analytical Likelihood Derivatives for State Space Forecasting Models
Jonathan R. M. Hosking, Amazon; Ramesh Natarajan, Amazon
2:45 PM

Nonlinear Factor Decomposition for Financial Data by Deep Generative Model
Yongdai Kim, Seoul National University, Korea
2:45 PM

Hierarchical Bayesian Models for Supernovae and Cosmology
Kaisey Stephen Mandel, University of Cambridge
3:05 PM

A Functional Dependence Measure for Large Curve Time Series with an Application to Autoregressions
Xinghao Qiao, LSE; Shaojun Guo, Renmin University of China
3:05 PM

Robust Time Series Using Linked Exponential Smoothing Cells
Aleksandr Aravkin, University of Washington, Seattle; Avner Abrami, IBM TJ Watson Research Center; Younghun Kim, Utopus Insights
3:05 PM

A Classification Framework for Forecast Model Selection
Thiyanga Talagala, Monash University; Rob J Hyndman, Monash University; George Athanasopoulos, Monash University
3:20 PM

Jackknife Empirical Likelihood for Time Series Data in Frequency Domain
Kenichiro Tamaki, Waseda University
3:35 PM

Thursday, 08/02/2018
Bayesian Spectral Analysis of High-Dimensional Time Series
Ori Rosen, Univ of Texas at El Paso; Rob Krafty, University of Pittsburgh
9:05 AM

Non-Stationary High-Dimensional Time Series Networks for Brain Imaging Data
Ivor Cribben, University of Alberta
9:35 AM

Short-Term Forecasting of Seasonal Environmental Time Series
Kimihiro Noguchi, Western Washington University; Benjamin Hansen, University of Groningen
10:05 AM

Model Choice and Future Prediction Accuracy in Time Series for Disease Incidence
Reagan Spindler, Hope College; Yew-Meng Koh, Hope College
11:05 AM

Calibrating Forecasts to Volatile Time Series
Janice Lent, U.S. Energy Information Administration
11:35 AM

Sparse Multi-Class Vector AutoRegressive Models
Ines Wilms, KU Leuven; Christophe Croux, EDHEC Business School; Luca Barbaglia, KU Leuven
11:35 AM