The following people are in this group:
Professor Christophe Andrieu Professor in Statistics Tel. (0117) 42 84866 c.andrieu@bristol.ac.uk
Dr Haeran Cho Senior Lecturer Tel. (0117) 42 84870 haeran.cho@bristol.ac.uk
Dr Shibabrat Naik Research Associate s.naik@bristol.ac.uk
Professor Guy Nason Honorary Professor Tel. (0117) 42 84868 g.p.nason@bristol.ac.uk
Dr Patrick Rubin-Delanchy Associate Professor in Statistical Science Tel. (0117) 42 84856 patrick.rubin-delanchy@bristol.ac.uk
Dr Sam Tickle Data Science Heilbronn Research Fellow sam.tickle@bristol.ac.uk
Professor Nick Whiteley Heilbronn Chair in Data Science Tel. (0117) 42 84857 nick.whiteley@bristol.ac.uk
Time series are observations on a variable ordered in time. They arise in many fields, including biology, telecommunications, physics, finance or economics.
One example from the world of finance is daily quotes of share indices, such as FTSE 100.
Time series analysis is a branch of statistics whose main aims are: (a) to find a model which provides a good description of the main features of the data, and (b) given the model and the data, to forecast and/or control the future evolution of the process.
These two stages of analysis often require the development of novel procedures and algorithms which depend on the particular problem at hand.
Time series are used to analyse bodies of data over time, e.g., stock prices, environmental data, etc. Applications include such problems as predicting volcano eruptions.
