Overview
- Theory and application of the discrete and continuous wavelet transforms to problems in the analysis of non-stationary time series.
- Time series, particularly complex-valued. Graphical modelling. Applications in geophysics, oceanography and medicine.
Graduating Research students
Emma McCoy. Some New Statistical Approaches to the Analysis of Long Memory Processes, 1994.
Alberto Contreras Cristan. Advances in the Analysis of Time Series using Wavelets, 1998.
Evangelia Tsakiroglou. Wavelet-based Parametric Spectrum Estimation, 2000.
Sofia Olhede. Analysis via Time, frequency and Scale of Nonstationary Signals, 2003.
Tarek Medkour. Advances in the Theory and Application of Bivariate Complex Gaussian Vectors, 2007.
Sandra Ogunya. Multiscale Analysis of High Frequency Exchange Rate Time Series, 2007. [Joint supervision with Sofia Olhede]
Patrick Rubin-Delanchy. Some New Results in the Analysis of Complex-Valued Time Series, 2009.
Zi (Sue) Yang. An Examination of Some Significant Approaches to Statistical Deconvolution, 2011. [Joint supervision with Emma McCoy]
Chloe Chen. Graphical Modelling of Multivariate Time Series, 2011.
Ed Cohen. A Statistical Study of Wavelet Coherence for Stationary and Nonstationary Processes, 2011.
Paul Ginzberg. Quaternion Matrices: Statistical Properties and Applications to Signal Processing and Wavelets, 2013.
Swati Chandna. Frequency Domain Analysis and Simulation of Multi-Channel Complex-Valued Time Series, 2013.
Deborah Schneider-Luftman. Statistical Approaches to Connectivity Estimation
for Multivariate Times Series with Application to EEG Data, 2016.
Rob Wolstenholme. Clustering Time Series Data by Analyzing Graphical Models of Connectivity and the Application to Diagnosis of Brain Disorders.
Research Student Supervision
Chandna,S, Frequency Domain Analysis and Simulation of Multi-Channel Complex-Valued Time Series
Chen,C, Graphical Modelling of Multivariate Time Series
Cohen,E, A Statistical Study of Wavelet Coherence for Stationary and NonStationary Processes
Contreras-Cristan,A, Advances in the Analysis of Time Series using Wavelets
Ginzberg,P, Quaternion Matrices: Statistical Properties and Applications to Signal Processing and Wavelets
McCoy,E, Some New Statistical Approaches to the Analysis of Long Memory Processes
Medkour,T, Advances in the Theory and Application of Bivariate Complex Gaussian Vectors
Ogunya,S, Multiscale Analysis of High Frequency Exchange Rate Time Series
Olhede,S, Analysis via Time, frequency and Scale of Nonstationary Signals
Rubin-Delanchy,P, Some New Results in the Analysis of Complex-Valued Time Series
Schneider-Luftman,D, Statistical Approaches to Connectivity Estimation for Multivariate Time Series with Application to EEG Data
Tsakiroglou,E, Wavelet-based Parametric Spectrum Estimation
Wolstenholme,R, Clustering Time Series Data by Analysing Graphical Models of Connectivity and the Application to Diagnosis of Brain Disorders
Yang,Z, An Examination of Some Significant Approaches to Statistical Deconvolution
Zhuang,L, On the Usage of Spectral Matrices to Enable the Graphical Modelling of Time Series