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Keyword Search Criteria: time series returned 139 record(s)
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Sunday, 07/28/2019
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Nonparametric Anomaly Detection on Time Series of Graphs
Dorcas Ofori-Boateng
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Switching Regimes High-Dimensional Time Series Models with Application to Dynamic Brain Connectivity
Hernando Ombao, King Abdullah University of Science and Technology (KAUST)
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Assessing Internal Variability with Few Ensemble Runs
Dorit Hammerling, National Center for Atmospheric Research
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Interpretable Localized Time-Frequency Analysis via Penalized Reduced Rank Regression
Marie Tuft, University of Pittsburgh; Rob Krafty, University of Pittsburgh
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Person as Population: a Longitudinal View of Single-Subject Causal Inference for Analyzing Self-Tracked Health Data
Eric J. Daza, Stanford Prevention Research Center, Stanford University School of Medicine
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Causal Impacts of New Urban Transit Provision on Air Quality: a Case Study of Jubilee Line Extension in London
Liang Ma, Imperial College London; Marc E. J. Stettler, Imperial College London; Daniel Graham, Imperial College London
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Forecasting Mood Scores for Medical Interns Using Data from Mobile Phones and Wearables
Ambuj Tewari, University of Michigan
2:05 PM
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Kolmogorov-Smirnov Simultaneous Confidence Bands for Time Series Distribution Function
Jie Li, Tsinghua University; Jiangyan Wang, Nanjing Audit University; Lijian Yang, Tsinghua University
2:05 PM
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Online Decentralized Leverage Score Sampling for Streaming Multidimensional Time Series
Rui Xie, University of Georgia; Zengyan Wang, University of Georgia; Shuyang Bai, University of Georgia; Ping Ma, University of Georgia; Wenxuan Zhong, University of Georgia
2:25 PM
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Causal Impacts of New Urban Transit Provision on Air Quality: a Case Study of Jubilee Line Extension in London
Liang Ma, Imperial College London; Marc E. J. Stettler, Imperial College London; Daniel Graham, Imperial College London
2:40 PM
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Interpretable Localized Time-Frequency Analysis via Penalized Reduced Rank Regression
Marie Tuft, University of Pittsburgh; Rob Krafty, University of Pittsburgh
3:20 PM
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A New Tidy Data Structure to Support Exploration and Modeling of Temporal Data
Earo Wang, Monash University; Dianne Cook, Monash University; Rob J Hyndman, Monash Univeristy
3:25 PM
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Person as Population: a Longitudinal View of Single-Subject Causal Inference for Analyzing Self-Tracked Health Data
Eric J. Daza, Stanford Prevention Research Center, Stanford University School of Medicine
3:25 PM
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Bayesian Method for Causal Inference in Spatially Correlated Multivariate Time Series
Bo Ning, Yale University
4:05 PM
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Empirical Frequency Band Analysis of Nonstationary Time Series
Scott Alan Bruce, George Mason University; Cheng Yong Tang, Temple University; Martica Hall, University of Pittsburgh; Rob Krafty, University of Pittsburgh
4:05 PM
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Statistical Estimation of Context Set Models
Zsolt Talata, University of Kansas
4:20 PM
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Data Fusion with Transition-Constrained Diarization
Goran Konjevod, Lawrence Livermore National Laboratory; Jason Lenderman, LLNL
4:25 PM
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Adaptive Log-Linear Zero-Inflated Generalized Poisson Autoregressive Model with Applications to Crime Counts Data
Xiaofei Xu, National University of Singapore-Faculity of Science; Ying Chen, National University of Singapore; Xian-cheng Lin, University of Science and Technology of China; Cathy W. S. Chen, Feng Chia University, Taichung, Taiwan
4:35 PM
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Detecting Anomalous Structure in Multivariate Data Streams
Alexander Fisch, Lancaster University; Idris Eckley, Lancaster University; Paul Fearnhead, Lancaster University
4:45 PM
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A Smooth Block Bootstrap for Quantile Regression with Time Series
Karl Gregory, University of South Carolina; Daniel J. Nordman, Iowa State University; Soumendra N Lahiri, North Carolina State University
4:50 PM
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Autoregressive Models for Large Matrix Series
Han Xiao, Rutgers University
5:05 PM
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Seasonality Highlights Trends and Conditions Associated with Shellfish-Borne Vibrio Parahaemolyticus
Meghan Hartwick, UNH; Stephen Jones, UNH
5:05 PM
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The Stationary Jackknife
Weilian Zhou, North Carolina State University; Soumendra N Lahiri, North Carolina State University
5:20 PM
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A Sandwich Smoother for Spatio-Temporal Arrays and Time Series
Joshua French, University of Colorado Denver; Piotr Kokoszka, Colorado State University
5:35 PM
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Monday, 07/29/2019
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Stochastic Gradient MCMC for State Space Models
Christopher Aicher, University of Washington
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A Time Series Based Point Estimation of Stop Signal Reaction Times
Mohsen Soltanifar, University of Toronto, Dalla Lana School of Public Health; Keith Knight, University of Toronto, Department of Statistical Sciences; Annie Dupuis, University of Toronto, Dalla Lana School of Public Health; Russell Schachar, The Hospital for Sick Children; Michael Escobar, University of Toronto, Dalla Lana School of Public Health
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An Expectation-Maximization (EM) Algorithm for Orbit Linkage and Determination
Jason Bernstein, Lawrence Livermore National Laboratory
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Time Series Models to Forecast Mail Volume
Xuemei Pan; Mary Pritts, IBM
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Edge Deletion Tests in Graphical Models for Multivariate Time Series
Marco Reale, University of Canterbury; Chris Price, University of Canterbury; Anna Lin, Statistics New Zealand; Rory Ellis, University of Canterbury
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Semiparametric Approach to Optimal Sensor Location Design for a Photovoltaic Power Plant
Jane L Harvill, Baylor University; Justin R Sims, University of Tennessee at Martin; Nalini Ravishanker, University of Connecticut; Clifford W. Hansen, Sandia National Laboratories
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Mapping Land Reflectance with Bayesian Dynamic Linear Models
Ryan Frost, Boston University
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Autocorrelation Function Estimation Using Penalized Least Squares
Xiyan Tan, Clemson University; Colin Mark Gallagher, Clemson University
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A Bayesian Method for Locating Breakpoints in Time Series
Jeffrey Liebner
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Modeling Differences in Car-Following Behavior Between Driver Age Groups
Raul Avelar, Texas A&M Transportation Institute
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Comparing Time Series Graphical Lasso and Sparse VAR Algorithms
Aramayis Dallakyan, Texas A&M University; Rakheon Kim, Texas A&M University; Mohsen Pourahmadi, Texas A&M University
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A Generalized Interrupted Time Series Model for Assessing Complex Health Care Interventions
Maricela Cruz, University of California, Irvine; Daniel L. Gillen, University of California, Irvine; Hernando Ombao, King Abdullah University of Science and Technology (KAUST)
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Yield Forecasting Based on Short Time Series with High Spatial Resolution Data
Sayli Pokal, University of Nebraska-Lincoln; Yuzhen Zhou, University of Nebraska Lincoln; Trenton Franz, University of Nebraska Lincoln
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Comparing Time Series Graphical Lasso and Sparse VAR Algorithms
Aramayis Dallakyan, Texas A&M University; Rakheon Kim, Texas A&M University; Mohsen Pourahmadi, Texas A&M University
8:35 AM
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New Statistical Approaches to Financial Time Dependent Information
Doo Young Kim, Sam Houston State University
8:50 AM
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Leverage Score Sampling for Multidimensional Streaming Time Series
Shuyang Bai, University of Georgia; Rui Xie, University of Georgia; Ping Ma, University of Georgia; Wenxuan Zhong, University of Georgia; Zengyan Wang, University of Georgia
9:15 AM
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Two-Sample Mean Tests for High-Dimensional Time Series Data
Shuyi Zhang, Peking University; Yumou Qiu, Iowa State University; Song Xi Chen, Peking University
9:20 AM
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On Some Estimation and Testing Problems for Distribution Functions Under Dependence
Sucharita Ghosh, Swiss Federal Research Institute WSL
9:35 AM
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Functional Autoregressive Model Using Signal Compression
Husneara Rahman, Georgia State University; Xin Qi, Georgia State University
9:50 AM
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Fourier Methods for Estimating the Central Subspace and the Central Mean Subspace in Time Series
Seyed Yaser Samadi, Southern Illinois University, Carbondale; Priyan Alwis, Southern Illinois University, Carbondale
10:05 AM
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Yield Forecasting Based on Short Time Series with High Spatial Resolution Data
Sayli Pokal, University of Nebraska-Lincoln; Yuzhen Zhou, University of Nebraska Lincoln; Trenton Franz, University of Nebraska Lincoln
10:55 AM
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Modeling Spatio-Temporal Clustering Behavior for Climate Data
Laura L Tupper, Williams College
11:00 AM
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Bayesian Hierarchical Latent Variable Model for Time-Varying Connectivity Analysis of Local Field Potentials
Dustin Pluta, University of California Irvine; Lingge Li, University of California, Irvine; Klaus Telkmann, University of California Irvine; Gabriel Elias, University of California, Irvine; Norbert Fortin, University of California, Irvine; Hernando Ombao, King Abdullah University of Science and Technology (KAUST); Babak Shahbaba, University of California Irvine
11:20 AM
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Analyzing Cyber Networks Using Spectral Embedding and a Kernel-Based Procrustes Algorithm
David Marchette, NSWCDD
11:25 AM
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Comparison of Bootstrapping Techniques in Multivariate Time Series
Daniel Cirkovic, University of Miami-Oxford; Jing Zhang, Miami University; Thomas J Fisher, Miami University
11:35 AM
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High-Dimensional Changepoint Detection via a Geometrically Inspired Mapping
Thomas Grundy, STOR-i Centre for Doctoral Training, Lancaster University; Rebecca Killick, Lancaster University, UK; Gueorgui Mihaylov, Royal Mail/GBI Data Science Group
11:35 AM
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Forecasting at Scale
Sean Taylor , Facebook
11:55 AM
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A Generalized Interrupted Time Series Model for Assessing Complex Health Care Interventions
Maricela Cruz, University of California, Irvine; Daniel L. Gillen, University of California, Irvine; Hernando Ombao, King Abdullah University of Science and Technology (KAUST)
12:10 PM
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Time Delay Cosmography Towards the Hubble Constant
Hyungsuk Tak, University of Notre Dame; Simon Birrer?, University of California, Los Angeles
2:05 PM
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Efficient Approaches for Dynamic Modeling of Multivariate Time Series
Raquel Prado, UC Santa Cruz-Baskin School of Engineering
2:45 PM
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Detecting Interpretable Insights from Large-Scale Time Series Data
Qing Feng, Facebook; Sean Taylor , Facebook
3:05 PM
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Statistical Challenges of Pulsar Timing
G. Jogesh Babu, Penn State University
3:20 PM
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Helping Effects Against the Curse of Dimensionality in Threshold Factor Models for High-Dimensional Matrix Time Series
Xialu Liu, San Diego State University; YI CHEN, Princeton University
3:20 PM
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A Least Deviation Estimation Approach for Time Series Models
Silvey Shamsi; Mian Adnan, Indiana University
3:35 PM
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Tuesday, 07/30/2019
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Wavelet Variances for Heavy-Tailed Time Series
Rodney Fonseca, University of Campinas; Debashis Mondal, Oregon State University; Lingjiao Zhang, University of Pennsylvania
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A New Perspective on Modeling Count Time Series Data
Matheus Bartolo Bartolo Guerrero, KAUST; Wagner Barreto-Souza, Universidade Federal de Minas Gerais; Hernando Ombao, King Abdullah University of Science and Technology (KAUST)
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WITHDRAWN: Estimation and Inference of Heteroskedasticity Models with Latent Semiparametric Factors for Multivariate Time Series
Lyuou Zhang
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Time Series Analysis of the Rate of the Inflation and Unemployment in Saudi Arabia for the Period (2000-2018)
Amani Albaqshi
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Adaptive Variable Selection for Sequential Prediction in Multivariate Dynamic Models
Isaac Lavine, Duke University; Michael Lindon, Tesla; Mike West, Duke University
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Imputing Seasonal Data in an Advanced Indicator with Forecasts from X-13ARIMA-SEATS
Nicole Czaplicki, U.S. Census Bureau; Yarissa Gonzalez, U.S. Census Bureau
8:50 AM
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Parameter Estimation for Big Data in Time Series and Random Fields
Adam Sykulski, Lancaster University; Sofia C Olhede, University College London; Arthur Guillaumin, University College London
8:55 AM
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Deep Learning for Real-Time Classification of Transient Time Series from Massive Astronomical Data Streams
Daniel Muthukrishna, University of Cambridge
8:55 AM
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Nonparametric Anomaly Detection on Time Series of Graphs
Dorcas Ofori-Boateng; Yulia Gel, University of Texas at Dallas; Ivor Cribben, University of Alberta
9:50 AM
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Computer Experiments with Binary Time Series and Applications to Cell Biology: Modeling, Estimation and Calibration
C F Jeff Wu, Georgia Inst of Technology; Ying Hung, Rutgers University
10:35 AM
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The Effect of Bariatric Surgery on Health Care Costs: a Synthetic Control Approach Using Bayesian Structural Time Series
Christoph Kurz, Helmholtz Zentrum Muenchen
10:35 AM
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Applying the EM Algorithm to Multivariate Signal Extraction
James Livsey, U.S. Census Bureau
10:35 AM
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Latent Complex-Valued Autoregressive Model for fMRI Magnitude Time Series
Daniel Adrian, Grand Valley State University; Ranjan Maitra, Iowa State University; Daniel Rowe, Marquette University
10:50 AM
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Root Cause Detection Among Anomalous Time Series Using Temporal State Alignment
Sayan Chakraborty, Zillow Group Inc.
11:20 AM
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Adaptive Bayesian Factor Spectral Analysis of High--Dimensional Nonstationary Time Series
Zeda Li, Baruch College CUNY; Rob Krafty, University of Pittsburgh; Ori Rosen, University of Texas at El Paso
11:20 AM
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Uncertainty Estimates for Environmental Time Series
Michael Stein, University of Chicago
11:25 AM
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Recurrent Neural Networks for ARMA Model Selection
Bei Chen, IBM Research; Beat Buesser, IBM Research; Kelsey DiPietro, University of Notre Dame
11:35 AM
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Adaptive Variable Selection for Sequential Prediction in Multivariate Dynamic Models
Isaac Lavine, Duke University; Michael Lindon, Tesla; Mike West, Duke University
11:50 AM
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Time Series Analysis with Unsupervised Learning
Meihui Guo, National Sun Yat-Sen University; Ke-Jie Chen, National Sun Yat-sen University; Cheng Han Chua, National Sun Yat-sen University
11:50 AM
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The Investigation and Monitoring of Network Using Duality Between Network and Time Series
Zhi Wang
12:05 PM
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Las Cruces Housing Prices
Thomas Fullerton, UTEP; Steven L Fullerton, University of Texas at El Paso
2:50 PM
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Constrained Functional Regression of National Forest Inventory Data Over Time Using Reconstructed Remote Sensing Observations
Md Kamrul Hasan Khan, University of Arkansas; Avishek Chakraborty, University of Arkansas; Giovanni Petris, Univ of Arkansas; Ty Wilson, USDA Forest Service
2:50 PM
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Geometric Bayes
Andrew Holbrook, UCLA Department of Human Genetics
3:05 PM
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Characterizing Global Spatio-Temporal Patterns of Crop Production Using Multilevel Network Analysis
Srishti Vishwakarma, University of Maryland Center for Environmental Science; Vyacheslav Lyubchich, University of Maryland Center for Environmental Science; Xin Zhang, University of Maryland Center for Environmental Science
3:20 PM
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Bayesian Nested Lasso with Application to Mixed Frequency Data
Satyajit Ghosh, Rutgers University; Kshitij Khare, University of Florida; George Michailidis, University of Florida
3:35 PM
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Wednesday, 07/31/2019
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Bivariate Nonlinear Gaussian Processes with Applications to Brain Signals
Guillermo Granados Garcia, King Abdullah University of Science and Technology; Hernando Ombao, King Abdullah University of Science and Technology (KAUST); Wagner Barreto-Souza, Universidade Federal de Minas Gerais
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Low Dimensional Stationary Subspace Representation of High-Dimensional Time Series with Applications to Brain Signals
Anass El Yaagoubi Bourakna; Hernando Ombao, King Abdullah University of Science and Technology (KAUST); Raanju Sundararajan, King Abdullah University of Science and Technology
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Data Visualization and Exploratory Analysis of Spectral Features in Non-Stationary Time Series
Abdulrahman Althobaiti, KAUST; Hernando Ombao, King Abdullah University of Science and Technology (KAUST); Ron Frostig, U.C. Irvine
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Behavioral Phenotyping Using Nonlinear Mixed Models for the Running Wheel
Sandra McBride, Social & Scientific Systems, Inc; Gaylia Jean Harry, Ph.D., National Institute of Environmental Health Sciences; Keith Shockley, Ph.D., National Institute of Environmental Health Sciences; Helen Cunny, Ph.D., National Institute of Environmental Health Sciences
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A Periodic Conditional Poisson Model
Yi Zhang, Missouri Univeristy of Science and Technology; V A Samaranayake, Missouri University of Science and Technology
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To Adjust or Not to Adjust? An Empirical Evaluation of Time Series with Unstable Seasonal Patterns
Demetra Lytras, U.S. Census Bureau
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Testing Simultaneous Diagonalizability of Rrandom Matrices
Yuchen Xu, Cornell University; David Matteson, Cornell University
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Forecasting Daily Service Call Volume Using Nonparametric Transfer Function Approach
Jun Liu
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Empirical Testing of an Option Pricing Model with Memory
Flavia Sancier-Barbosa, Colorado College; Lochana Siriwardena, University of Indianapolis
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Functional Stochastic Volatility
Phillip Jang, Cornell University; David Matteson, Cornell University
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Testing for Unit Roots Using Artificial Neural Networks
Rukman Ekanayake; V A Samaranayake, Missouri University of Science and Technology
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Forecasting Daily Electricity Load Profile Using Functional Principal Components and Transfer Function Models
Abdelmonaem Jornaz, Northwest Missouri State University; V A Samaranayake, Missouri University of Science and Technology
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Adaptive Nonparametric Multivariate Spectral Analysis
Rob Krafty, University of Pittsburgh; Zeda Li, Baruch College CUNY
8:35 AM
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Quadratic Prediction of Time Series via Auto-Cumulants
Tucker McElroy, US Census Bureau; Soumendra N Lahiri, North Carolina State University; Dhrubajyoti Ghosh, North Carolina State University
8:35 AM
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Shock Prediction Using Vital Sign Time Series
Iris Bennett, North Carolina State University; Bill Rand, North Carolina State University
8:35 AM
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Modeling Time Series of Count Data Using a Periodic Conditional Poisson Model
Yi Zhang, Missouri Univeristy of Science and Technology; V A Samaranayake, Missouri University of Science and Technology
8:40 AM
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New Developments for Network Time Series
Guy Nason, University of Bristol
8:55 AM
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AdapstSPEC Squared: a Bayesian Method for Locally Adaptive Non-Parametric Spectral Density Estimation for Non-Stationary Time Series
Nicholas James, Centre for Translational Data Science; Sally Cripps, University of Sydney; Ori Rosen, University of Texas at El Paso
9:00 AM
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To Adjust or Not to Adjust? An Empirical Evaluation of Time Series with Unstable Seasonal Patterns
Demetra Lytras, U.S. Census Bureau
9:10 AM
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Quantile-Frequency Analysis and Functional Principal Components for Discriminant Analysis of Time Series
Ta-Hsin Li, IBM T. J. Watson Research Center
9:15 AM
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Seasonal Adjustment of Aggregate Time Series with Components Containing Meagre Values
Richard Penny, Statistics New Zealand; Tucker McElroy, US Census Bureau
9:15 AM
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Post Selection Inference for High-Dimensional Time Series
Anand Vidyashankar, George Mason University; Jeffrey Collamore, University of Copenhagen
9:35 AM
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Modeling Evolution of Spectral Properties in Stationary Processes of Varying Dimensions
Raanju Sundararajan, King Abdullah University of Science and Technology; Hernando Ombao, King Abdullah University of Science and Technology (KAUST)
9:35 AM
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Testing Simultaneous Diagonalizability of Rrandom Matrices
Yuchen Xu, Cornell University; David Matteson, Cornell University
9:40 AM
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Forecasting Daily Service Call Volume Using Nonparametric Transfer Function Approach
Jun Liu
9:45 AM
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Empirical Testing of an Option Pricing Model with Memory
Flavia Sancier-Barbosa, Colorado College; Lochana Siriwardena, University of Indianapolis
9:50 AM
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Functional Stochastic Volatility
Phillip Jang, Cornell University; David Matteson, Cornell University
10:00 AM
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Testing for Unit Roots Using Artificial Neural Networks
Rukman Ekanayake; V A Samaranayake, Missouri University of Science and Technology
10:05 AM
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Forecasting Daily Electricity Load Profile Using Functional Principal Components and Transfer Function Models
Abdelmonaem Jornaz, Northwest Missouri State University; V A Samaranayake, Missouri University of Science and Technology
10:10 AM
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Bayesian Forecasting of High-Dimensional Count-Valued Time Series: Massive Data in Consumer Sales Forecasting
Lindsay Berry, Duke University; Mike West, Duke University; Paul Helman, 84.51°
10:35 AM
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Bayesian Decouple/Recouple Modeling for Large-Scale Dynamic Network Flow Studies
Xi Chen, LinkedIn Corporation; David Banks, SAMSI/Duke University; Mike West, Duke University
11:00 AM
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Testing for Trends in High-Dimensional Time Series
Likai Chen, Washington University in Saint Louis; Wei Biao Wu, University of Chicago
11:00 AM
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Consistency of the Hill Estimator for Time Series Observed with Measurement Errors
Mihyun Kim, Colorado State University; Piotr Kokoszka, Colorado State University
11:35 AM
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Autoregressive Zero Inflated Mixed-Effect Model on Time Series Microbiome Data
Linchen He, New York University; Huilin Li, NYU School of Medicine
11:35 AM
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Vector Autoregressive Models with Spatially Structured Coefficients for Time Series on a Spatial Grid
Yuan Yan, Dalhousie University; Marc Genton, King Abdullah University of Science and Technology; Hsin-Cheng Huang, Academia Sinica
11:35 AM
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Simulation Study of Time Series Models Generated by Underlying Dynamics
Evidence Matangi; Alexander Gluhovsky, Purdue University
11:50 AM
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Modeling and Forecasting Financial Volatility Using Composite CARR Models
Isuru Ratnayake, Missouri University of Science and Technology; V A Samaranayake, Missouri University of Science and Technology
11:50 AM
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A Factor Model Approach for High-Dimensional Dynamic Tensor Time Series
Rong Chen, Rutgers University; Dan Yang, Rutgers University; Cun-Hui Zhang, Rutgers University
2:05 PM
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Zero-Inflated Count Time Series Regression Models
Mohammed Alqawba; Norou Diawara, Old Dominion University; Rao Chaganty, Old Dominion University
2:05 PM
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On the CUSUM Changepoint Estimator for Network Data
Shirshendu Chatterjee, City University of New York, City College; Sharmodeep Bhattacharyya, Oregon State University; Peter J Bickel, University of California, Berkeley; Soumendu Sundar Mukherjee, Indian statistical Institute
2:20 PM
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Analytical Likelihood Derivatives for State Space Forecasting Models
Jonathan Hosking, Amazon.com; Ramesh Natarajan, Amazon.com
2:35 PM
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Network Modeling of High-Dimensional Time Series
Sumanta Basu, Cornell University
2:50 PM
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Time Series for Boolean Random Sets
Kofi Wagya, University of Northern Colorado; Khalil Shafie, University of Northern Colorado
2:50 PM
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A Time Series Clustering Approach for Classification of Intermittent Streams
Claudio Fuentes, Oregon State University; Jeffrey Mintz, Oregon State University; Xiaohui Chang, Oregon State University; James Molyneux, Oregon State University; Ivan Arismendi, Oregon State University
2:50 PM
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Time Series Forecasting with Random Forests and Nonparametric Models
Barbara Ann Bailey, San Diego State University
2:55 PM
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Assessing Residual Seasonality in the U.S. National Income and Product Accounts (NIPA) Aggregates
Baoline Chen, Bureau of Economic Analysis; Tucker McElroy, US Census Bureau; Osbert Pang, U.S. Census Bureau
3:05 PM
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A Class of Generalized Self-Normalizers for Inference of Time Series and Its Optimal Weighting
Ting Zhang, Boston University
3:20 PM
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Dealing with Discontinuities in Survey Reporting Periods and Their Impact on Seasonal Adjustment of Time Series
Charlotte Gaughan, Office for National Statistics; Atanaska Nikolova, Office for National Statistics
3:25 PM
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Thursday, 08/01/2019
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Multi-Scale Factor Analysis of High-Dimensional Connectivity in Brain Networks
Hernando Ombao, King Abdullah University of Science and Technology (KAUST); Chee-Ming Ting, KAUST
8:35 AM
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Analysis of Break-Points in Non-Stationary Time Series
Jean Remy Habimana, University of Arkansas
9:35 AM
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Stochastically Downscaling High-Frequency Solar Irradiance Data
Wenqi Zhang, University of Colorado, Boulder; William Kleiber, University of Colorado; Bri-Mathias Hodge, University of Colorado, Boulder
9:50 AM
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Testing and Estimation of Change-Points in LSHD Data Streams: Asymptotics and Application to Ozone Monitoring
Ansgar Steland, Insitute of Statistics
10:35 AM
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Making an Impact: Combating Fraud with Forensic Statistical Analysis
Jonathan Woody, Mississippi State University
10:35 AM
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Pattern Detection via Biclustering in High-Frequency Financial Time Series
Haitao Liu, Worcester Polytechnic Institute; Nalini Ravishanker, University of Connecticut; Jian Zou, Worcester Polytechnic Institute
11:15 AM
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Multiple Breakpoint Detection: Mixing Documented and Undocumented Changepoints
Robert Lund, Clemson University; Yingbo Li, Clemson University
11:35 AM
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Machine Learning Methods for Modeling Animal Movement
Dhanushi Wijeyakulasuriya, Pennsylvania State University; Ephraim Hanks, Pennsylvania State University; Benjamin Shaby, Pennsylvania State University
12:05 PM
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