Time series, spatial statistics and signal processing
This theme covers research in the broad area of time series, spatial statistics and signal processing.
More specifically, the group pursues research on prediction theory and model selection for time series, wavelet methods in time series and point processes, graphical modelling of time series and analysis of the nature of complex-valued time series, time series generated by chaotic maps, continuous time modelling of time series (focussing in particular on high-frequency data) and statistical methods for stochastic processes, including long memory processes.
Moreover, we have expertise in point processes and spatial point patterns and in statistical image processing and statistical analysis of data collected over two and higher dimensional lattices with emphasis on Gauss-Markov random fields and on ambit fields.
Application areas covered by this group range from biomedical settings, transport modelling, environmental variables to financial data and the modelling of energy markets.
Researchers involved
Dr Deniz Akyildiz
![](https://pxl-imperialacuk.terminalfour.net/fit-in/428x572/filters:upscale()/prod01/channel_2/media/images/people-list/pp_1664879746395_x1.jpeg)
Dr Deniz Akyildiz
Lecturer in Statistics
Professor Raj Bhansali
![Professor Raj Bhansali](https://pxl-imperialacuk.terminalfour.net/fit-in/428x572/filters:upscale()/prod01/channel_2/media/migration/faculty-of-natural-sciences/pwpimage--tojpeg_1502106171362_x4.jpg)
Professor Raj Bhansali
Visiting Professor
Dr Edward Cohen
![Dr Edward Cohen](https://pxl-imperialacuk.terminalfour.net/fit-in/428x572/filters:upscale()/prod01/channel_2/media/migration/faculty-of-natural-sciences/pwpimage--tojpeg_1502106467780_x4.jpg)
Dr Edward Cohen
Reader in Statistics
Professor Philip Ernst
![Chair in Statistics and Royal Society Wolfson Fellow](https://pxl-imperialacuk.terminalfour.net/fit-in/428x572/filters:upscale()/prod01/channel_2/media/images/people-list/ernst.jpg)
Professor Philip Ernst
Chair in Statistics and Royal Society Wolfson Fellow
Professor Alessandra Luati
![](https://pxl-imperialacuk.terminalfour.net/fit-in/428x572/filters:upscale()/prod01/channel_2/media/images/people-list/img-7979_1667377535430_x1.jpeg)
Professor Alessandra Luati
Provost's Visiting Professor of Statistics
Professor Emma J McCoy
![Professor Emma J McCoy](https://pxl-imperialacuk.terminalfour.net/fit-in/428x572/filters:upscale()/prod01/channel_2/media/migration/faculty-of-natural-sciences/151209_mccoy_emma_003--tojpeg_1502106646302_x4.jpg)
Professor Emma J McCoy
Professor of Statistics
Professor Guy Nason
![Professor Guy Nason](https://pxl-imperialacuk.terminalfour.net/fit-in/428x572/filters:upscale()/prod01/channel_2/media/migration/faculty-of-natural-sciences/Guy-Nason--tojpeg_1583429234710_x4.jpg)
Professor Guy Nason
Chair in Statistics
Dr Mikko S Pakkanen
![Dr Mikko S Pakkanen](https://pxl-imperialacuk.terminalfour.net/fit-in/428x572/filters:upscale()/prod01/channel_2/media/migration/faculty-of-natural-sciences/pwpimage--tojpeg_1502106725082_x4.jpg)
Dr Mikko S Pakkanen
Reader in Data Science and Quantitative Finance
Dr Riccardo Passeggeri
![Riccardo Passeggeri](https://pxl-imperialacuk.terminalfour.net/fit-in/428x572/filters:upscale()/prod01/channel_2/media/images/people-list/Riccardo-Passeggeri-photoEdit.jpg)
Dr Riccardo Passeggeri
Lecturer in Statistics
Dr Adam Sykulski
![](https://pxl-imperialacuk.terminalfour.net/fit-in/428x572/filters:upscale()/prod01/channel_2/media/images/people-list/sykulskiprofile2_1656934913282_x1.jpeg)
Dr Adam Sykulski
Senior Lecturer in Statistics
Professor Almut Veraart
![Dr Almut Veraart](https://pxl-imperialacuk.terminalfour.net/fit-in/428x572/filters:upscale()/prod01/channel_2/media/migration/faculty-of-natural-sciences/pwpimage--tojpeg_1502106853483_x4.jpg)
Professor Almut Veraart
Professor of Statistics
Professor Andrew Walden
![Professor Andrew Walden](https://pxl-imperialacuk.terminalfour.net/fit-in/428x572/filters:upscale()/prod01/channel_2/media/migration/faculty-of-natural-sciences/Andrew_Walden--tojpeg_1497370581119_x1--tojpeg_1502106938730_x4.jpg)
Professor Andrew Walden
Professor of Statistics