BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Talks.cam//talks.cam.ac.uk//
X-WR-CALNAME:Talks.cam
BEGIN:VEVENT
SUMMARY:Modelling and Forecasting of Network Time Series - Nason\, G (Univ
 ersity of Bristol)
DTSTART:20130423T103000Z
DTEND:20130423T110000Z
UID:TALK44770@talks.cam.ac.uk
CONTACT:Mustapha Amrani
DESCRIPTION:This talk concerns the modelling and forecasting of data acqui
 red on the nodes of a network observed through time. Many data sets exist 
 that are acquired directly on the nodes of a network\, or there is often a
 n implicit network that be identified or constructed. An important challen
 ge for modelling network data is taking proper account of the high-dimensi
 onal inter-node distributional associations\, as well as modelling these t
 hrough time. We present a novel technique for dimension reduction using th
 e network version of the recently devloped "lifting one coefficient at a t
 ime" transform which exhibits excellent decorrelation properties both in s
 pace and in time. We explain the method of dimension reduction and demonst
 rate its utility on data arising from epidemiology and wind energy.\n
LOCATION:Seminar Room 1\, Newton Institute
END:VEVENT
END:VCALENDAR