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Changepoints and Time Series

  1. 2020
  2. E-pub ahead of print

    An assessment of practitioners approaches to forecasting in the presence of changepoints

    Chapman, J-L. & Killick, R., 6/08/2020, In : Quality and Reliability Engineering International.

    Research output: Contribution to journalJournal article

  3. E-pub ahead of print

    Innovative and Additive Outlier Robust Kalman Filtering with a Robust Particle Filter

    Fisch, A., Eckley, I. & Fearnhead, P., 8/07/2020, In : arXiv.

    Research output: Contribution to journalJournal article

  4. Published
  5. Published

    Optimal allocation of Monte Carlo simulations to multiple hypothesis tests

    Hahn, G., 1/05/2020, In : Statistics and Computing. 30, 3, p. 571-586 16 p.

    Research output: Contribution to journalJournal article

  6. Published

    Parallelization of a Common Changepoint Detection Method

    Tickle, S., Eckley, I., Fearnhead, P. & Haynes, K., 1/04/2020, In : Journal of Computational and Graphical Statistics. 29, 1, p. 149-161 13 p.

    Research output: Contribution to journalJournal article

  7. Published

    Smoothing and Interpolating Noisy GPS Data with Smoothing Splines

    Early, J. J. & Sykulski, A. M., 31/03/2020, In : Journal of Atmospheric and Oceanic Technology. 37, 3, p. 449-465 17 p.

    Research output: Contribution to journalJournal article

  8. Forthcoming

    Constrained Dynamic Programming and Supervised Penalty Learning Algorithms for Peak Detection in Genomic Data

    Hocking, T. D., Rigaill, G., Fearnhead, P. & Bourque, G., 25/03/2020, (Accepted/In press) In : Journal of Machine Learning Research. 28 p.

    Research output: Contribution to journalJournal article

  9. Published

    CatReg: Solution Paths for Linear and Logistic Regression Models with SCOPE Penalty

    Benjamin Stokell & Rajen Shah, 14/03/2020

    Research output: Exhibits, objects and web-based outputsSoftware

  10. Published

    Estimating the travel time and the most likely path from Lagrangian drifters

    O'Malley, M., Sykulski, A. M. & Laso-Jadart, R., 18/02/2020, In : arXiv.

    Research output: Contribution to journalJournal article

  11. Published

    A nonparametric approach to detecting changes in variance in locally stationary time series

    Chapman, J-L., Eckley, I. & Killick, R., 1/02/2020, In : Environmetrics. 31, 1, 12 p., e2576.

    Research output: Contribution to journalJournal article

  12. Published

    Considering long-memory when testing for changepoints in surface temperature: a classification approach based on the time-varying spectrum

    Beaulieu, C., Killick, R. C., Ireland, D. & Norwood, B., 1/02/2020, In : Environmetrics. 31, 1, 14 p., e2568.

    Research output: Contribution to journalJournal article

  13. Published

    Changepoint detection for data intensive settings

    Tickle, S., 2020, Lancaster University. 226 p.

    Research output: ThesisDoctoral Thesis

  14. Published

    Detecting patterns in Time Series Data with applications in Official Statistics

    Norwood, B., 2020, Lancaster University. 241 p.

    Research output: ThesisDoctoral Thesis

  15. 2019
  16. Published

    Identifying and Responding to Outlier Demand in Revenue Management

    Rennie, N., Cleophas, C., Sykulski, A. & Dost, F., 12/12/2019, In : arXiv.

    Research output: Contribution to journalJournal article

  17. Published

    sgmcmc: An R Package for Stochastic Gradient Markov Chain Monte Carlo

    Baker, J., Fearnhead, P., Fox, E. B. & Nemeth, C. J., 31/10/2019, In : Journal of Statistical Software. 91, 3, p. 1-27 27 p.

    Research output: Contribution to journalJournal article

  18. Published

    Center-outward R-estimation for semiparametric VARMA models

    Hallin, M., La Vecchia, D. & Liu, H., 18/10/2019, Arxiv, 44 p.

    Research output: Working paper

  19. Published

    Using graph partitioning for scalable distributed quantum molecular dynamics

    Djidjev, H. N., Hahn, G., Mniszewski, S. M., Negre, C. F. A. & Niklasson, A. M. N., 7/09/2019, In : Numerical Algorithms. 12, 9, 19 p., 187.

    Research output: Contribution to journalJournal article

  20. Published

    Subset Multivariate Collective And Point Anomaly Detection

    Fisch, A., Eckley, I. & Fearnhead, P., 5/09/2019, In : arxiv.org. 51 p.

    Research output: Contribution to journalJournal article

  21. Published

    On categorical time series with covariates

    Fokianos, K. & Truquet, L., 1/09/2019, In : Stochastic Processes and their Applications. 129, 9, p. 3446-3462 17 p.

    Research output: Contribution to journalJournal article

  22. Published

    Abnormalities of saccadic eye movements in dementia due to Alzheimer's disease and mild cognitive impairment

    Wilcockson, T., Mardanbegi, D., Xia, B., Taylor, S., Sawyer, P., Gellersen, H., Leroi, I., Killick, R. & Crawford, T., 15/08/2019, In : Aging. 11, 15, p. 5389-5398 10 p.

    Research output: Contribution to journalJournal article

  23. Published

    An Updated Literature Review of Distance Correlation and Its Applications to Time Series

    Edelmann, D., Fokianos, K. & Pitsillou, M., 1/08/2019, In : International Statistical Review. 87, 2, p. 237-262 26 p.

    Research output: Contribution to journalJournal article

  24. Published

    Measuring vision using innate behaviours in mice with intact and impaired retina function

    Storchi, R., Rodgers, J., Gracey, M., Martial, F. P., Wynne, J., Ryan, S., Twining, C. J., Cootes, T. F., Killick, R. & Lucas, R. J., 17/07/2019, In : Scientific Reports. 9, 25 p., 10396.

    Research output: Contribution to journalJournal article

  25. Published

    Efficient Parameter Estimation of Sampled Random Fields

    Guillaumin, A. P., Sykulski, A. M., Olhede, S. C. & Simons, F. J., 4/07/2019, In : arXiv. 35 p.

    Research output: Contribution to journalJournal article

  26. Published

    Optimizing the spin reversal transform on the D-Wave 2000Q

    Pelofske, E., Hahn, G. & Djidjev, H., 26/06/2019, In : arxiv.org.

    Research output: Contribution to journalJournal article

  27. Published

    Using Graph Partitioning for Scalable Distributed Quantum Molecular Dynamics

    Djidjev, H. N., Hahn, G., Mniszewski, S. M., Negre, C. F. A., Niklasson, A. M. N. & Sardeshmukh, V. B., 26/06/2019, In : arxiv.org.

    Research output: Contribution to journalJournal article

  28. Published

    Detecting changes in slope with an L0 penalty

    Fearnhead, P., Maidstone, R. & Letchford, A., 1/06/2019, In : Journal of Computational and Graphical Statistics. 28, 2, p. 265-275 11 p.

    Research output: Contribution to journalJournal article

  29. Published

    The debiased Whittle likelihood

    Sykulski, A. M., Olhede, S. C., Guillaumin, A. P., Lilly, J. M. & Early, J. J., 1/06/2019, In : Biometrika. 106, 2, p. 251-266 16 p.

    Research output: Contribution to journalJournal article

  30. Published

    Dynamic detection of anomalous regions within distributed acoustic sensing data streams using locally stationary wavelet time series

    Wilson, R. E., Eckley, I. A., Nunes, M. A. & Park, T., 15/05/2019, In : Data Mining and Knowledge Discovery. 33, 3, p. 748-772 25 p.

    Research output: Contribution to journalJournal article

  31. Published

    Control variates for stochastic gradient MCMC

    Baker, J., Fearnhead, P., Fox, E. B. & Nemeth, C., 1/05/2019, In : Statistics and Computing. 29, 3, p. 599-615 17 p.

    Research output: Contribution to journalJournal article

  32. Published

    Changepoint Detection in the Presence of Outliers

    Fearnhead, P. & Rigaill, G., 1/04/2019, In : Journal of the American Statistical Association. 114, 525, p. 169-183 15 p.

    Research output: Contribution to journalJournal article

  33. Published

    Ranking the importance of genetic factors by variable-selection confidence sets

    Zheng, C., Ferrari, D., Zhang, M. & Baird, P., 1/04/2019, In : Journal of the Royal Statistical Society: Series C (Applied Statistics). 68, 3, p. 727-749 23 p.

    Research output: Contribution to journalJournal article

  34. Published

    Strategy Selection versus Flexibility: Using Eye-trackers to Investigate Strategy Use during Mental Rotation

    Nazareth, A., Killick, R. C., Dick, A. S. & Pruden, S. M., 1/02/2019, In : Journal of Experimental Psychology: Learning, Memory, and Cognition. 45, 2, p. 232-245 14 p.

    Research output: Contribution to journalJournal article

  35. Published

    Most recent changepoint detection in Panel data

    Bardwell, L., Fearnhead, P. N., Eckley, I. A., Smith, S. & Spott, M., 2/01/2019, In : Technometrics. 61, 1, p. 88-98 11 p.

    Research output: Contribution to journalJournal article

  36. Published

    Solving Large Maximum Clique Problems on a Quantum Annealer

    Pelofske, E., Hahn, G. & Djidjev, H., 1/01/2019, Quantum Technology and Optimization Problems - 1st International Workshop, QTOP 2019, Proceedings. Feld, S. & Linnhoff-Popien, C. (eds.). Springer-Verlag, p. 123-135 13 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 11413 LNCS).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNConference contribution/Paper

  37. Published

    Novel methods for distributed acoustic sensing data

    Wilson, R., 2019, Lancaster University. 201 p.

    Research output: ThesisDoctoral Thesis

  38. 2018
  39. Published

    Dynamic stochastic block models: Parameter estimation and detection of changes in community structure

    Ludkin, M., Neal, P. J. & Eckley, I. A., 11/2018, In : Statistics and Computing. 28, 6, p. 1201-1213 13 p.

    Research output: Contribution to journalJournal article

  40. Published

    The locally stationary dual-tree complex wavelet model

    Nelson, J., Gibberd, A., Nafornita, C. & Kingsbury, N., 11/2018, In : Statistics and Computing. 28, 6, p. 1139-1154 16 p.

    Research output: Contribution to journalJournal article

  41. Published

    anomaly: An R package for detecting anomalies in data.

    Fisch, A., Grose, D., Eckley, I. & Fearnhead, P., 21/09/2018

    Research output: Exhibits, objects and web-based outputsSoftware

  42. Published

    Ice front change of marine-terminating outlet glaciers in northwest and southeast Greenland during the 21st Century

    Bunce, C., Carr, J. R., Nienow, P., Ross, N. & Killick, R. C., 08/2018, In : Journal of Glaciology. 64, 246, p. 523-535 13 p.

    Research output: Contribution to journalJournal article

  43. Published

    A linear time method for the detection of point and collective anomalies

    Fisch, A. T. M., Eckley, I. A. & Fearnhead, P., 7/06/2018, In : arXiv.

    Research output: Contribution to journalJournal article

  44. Published

    Testing independence for multivariate time series via the auto-distance correlation matrix

    Fokianos, K. & Pitsillou, M., 1/06/2018, In : Biometrika. 105, 2, p. 337-352 16 p.

    Research output: Contribution to journalJournal article

  45. Published

    Hedging parameter selection for basis pursuit

    Chretien, S., Gibberd, A. & Roy, S., 4/05/2018, In : arXiv. 12 p.

    Research output: Contribution to journalJournal article

  46. Published

    Piecewise deterministic Markov processes for scalable Monte Carlo on restricted domains

    Bierkens, J., Bouchard-Côté, A., Doucet, A., Duncan, A. B., Fearnhead, P., Lienart, T., Roberts, G. & Vollmer, S. J., 1/05/2018, In : Statistics and Probability Letters. 136, p. 148-154 7 p.

    Research output: Contribution to journalJournal article

  47. Published

    Long memory and changepoint models: a spectral classification procedure

    Norwood, B. & Killick, R. C., 31/03/2018, In : Statistics and Computing. 28, 2, p. 291-302 12 p.

    Research output: Contribution to journalJournal article

  48. Published

    Particle Filters and Data Assimilation

    Fearnhead, P. & Künsch, H., 03/2018, In : Annual Review of Statistics and Its Application. 5, p. 421-449 29 p.

    Research output: Contribution to journalJournal article

  49. Published

    Complex-valued wavelet lifting and applications

    Hamilton, J., Nunes, M. A., Knight, M. & Fryzlewicz, P., 22/02/2018, In : Technometrics. 60, 1, p. 48-60 13 p.

    Research output: Contribution to journalJournal article

  50. Published

    Effect of aging on post-saccadic oscillations

    Mardanbegi, D., Killick, R. C., Wilcockson, T., Xia, B., Gellersen, H-W. G., Sawyer, P. H. & Crawford, T. J., 02/2018, In : Vision Research. 143, p. 1-8 8 p.

    Research output: Contribution to journalJournal article

  51. Published

    Asymptotics of ABC

    Fearnhead, P., 2018, Handbook of Approximate Bayesian Computation . Sisson, S., Fan, Y. & Beaumont, M. (eds.). CRC Press, p. 269-288 20 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)

  52. Published

    Efficient search methods for high dimensional time-series

    Bardwell, L., 2018, Lancaster University. 196 p.

    Research output: ThesisDoctoral Thesis

  53. Published

    Mixtures of Nonlinear Poisson Autoregressions

    Doukhan, P., Fokianos, K. & Rynkiewicz, J., 2018.

    Research output: Working paper

  54. Published

    Novel methods for the detection and prediction of changepoints

    Chapman, J-L., 2018, Lancaster University. 170 p.

    Research output: ThesisDoctoral Thesis

  55. 2017
  56. Published

    Simulation-based hypothesis testing of high dimensional means under covariance heterogeneity

    Chang, J., Zheng, C., Zhou, W-X. & Zhou, W., 12/2017, In : Biometrics. 73, 4, p. 1300-1310 11 p.

    Research output: Contribution to journalJournal article

  57. Published

    tscount: An R package for analysis of count time series following generalized linear models

    Liboschik, T., Fokianos, K. & Fried, R., 30/11/2017, In : Journal of Statistical Software. 82, 5, 51 p.

    Research output: Contribution to journalJournal article

  58. Published

    Exceptional retreat of Novaya Zemlya's marine-terminating outlet glaciers between 2000 and 2013

    Carr, J. R., Bell, H., Killick, R. C. & Holt, T., 8/09/2017, In : Cryosphere. 11, 5, p. 2149-2174 26 p.

    Research output: Contribution to journalJournal article

  59. Published

    A computationally efficient nonparametric approach for changepoint detection

    Haynes, K., Fearnhead, P. & Eckley, I. A., 09/2017, In : Statistics and Computing. 27, 5, p. 1293-1305 13 p.

    Research output: Contribution to journalJournal article

  60. Published

    Analysis of Non-Stationary Modulated Time Series with Applications to Oceanographic Surface Flow Measurements

    Guillaumin, A. P., Sykulski, A. M., Olhede, S. C., Early, J. J. & Lilly, J. M., 09/2017, In : Journal of Time Series Analysis. 38, 5, p. 668-710 43 p.

    Research output: Contribution to journalJournal article

  61. Published

    Fractional Brownian Motion, the Matérn Process, and Stochastic Modeling of Turbulent Dispersion

    Lilly, J. M., Sykulski, A. M., Early, J. J., Olhede, S. C. & May, M. E., 21/08/2017, In : Nonlinear Processes in Geophysics. 24, p. 481-514 34 p.

    Research output: Contribution to journalJournal article

  62. Published

    On Locally Dyadic Stationary Processes

    Moysiadis, T. & Fokianos, K., 08/2017, In : IEEE Transactions on Information Theory. 63, 8, p. 4829-4837 9 p.

    Research output: Contribution to journalJournal article

  63. Published

    Regional climate of the Larsen B embayment 1980-2014

    Leeson, A. A., van Wessem, M., Ligtenberg, S., Shepherd, A., van den broeke, M., Killick, R. C., Skvarca, P., Marinsek, S. & Colwell, S., 08/2017, In : Journal of Glaciology. 63, 240, p. 683-690 8 p.

    Research output: Contribution to journalJournal article

  64. Published

    Multivariate locally stationary 2D wavelet processes with application to colour texture analysis

    Taylor, S., Eckley, I. A. & Nunes, M. A., 07/2017, In : Statistics and Computing. 27, 4, p. 1129-1143 15 p.

    Research output: Contribution to journalJournal article

  65. Published

    Regularized Estimation of Piecewise Constant Gaussian Graphical Models: The Group-Fused Graphical Lasso

    Gibberd, A. & Nelson, J. D. B., 19/06/2017, In : Journal of Computational and Graphical Statistics. 26, 3, p. 623-634 12 p.

    Research output: Contribution to journalJournal article

  66. Published

    Frequency-Domain Stochastic Modeling of Stationary Bivariate or Complex-Valued Signals

    Sykulski, A. M., Olhede, S. C., Lilly, J. M. & Early, J. J., 15/06/2017, In : IEEE Transactions on Signal Processing. 65, 12, p. 3136-3151 16 p., 7884990.

    Research output: Contribution to journalJournal article

  67. Published

    Finding Maximum Cliques on a Quantum Annealer

    Chapuis, G., Djidjev, H., Hahn, G. & Rizk, G., 15/05/2017, CF'17 Proceedings of the Computing Frontiers Conference. New York: Association for Computing Machinery, Inc, p. 63-70 8 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNConference contribution/Paper

  68. Published

    QuickMMCTest: quick multiple Monte Carlo testing

    Gandy, A. & Hahn, G., 4/05/2017, In : Statistics and Computing. 27, 3, p. 823-832 10 p.

    Research output: Contribution to journalJournal article

  69. Published

    Binary time series models driven by a latent process

    Fokianos, K. & Moysiadis, T., 04/2017, In : Econometrics and Statistics. 2, p. 117-130 14 p.

    Research output: Contribution to journalJournal article

  70. Published

    On the identification and mitigation of weaknesses in the Knowledge Gradient policy for multi-armed bandits

    Edwards, J., Fearnhead, P. & Glazebrook, K. D., 04/2017, In : Probability in the Engineering and Informational Sciences. 31, 2, p. 239-263 25 p.

    Research output: Contribution to journalJournal article

  71. Published

    Two-sample smooth tests for the equality of distributions

    Zhou, W-X., Zheng, C. & Zhang, Z., 4/02/2017, In : Bernoulli. 23, 2, p. 951-989 39 p.

    Research output: Contribution to journalJournal article

  72. Published

    Computationally efficient changepoint detection for a range of penalties

    Haynes, K., A. Eckley, I. & Fearnhead, P., 02/2017, In : Journal of Computational and Graphical Statistics. 26, 1, p. 134-143 10 p.

    Research output: Contribution to journalJournal article

  73. Published

    Discussion of "Should we sample more frequently?: decision support via multirate spectrum estimation" by G. P. Nason, B. Powell, D. Elliott and P. A. Smith

    Knight, M. & Nunes, M. A., 02/2017, In : Journal of the Royal Statistical Society: Series A Statistics in Society. 180, 2, p. 388-389 2 p.

    Research output: Contribution to journalJournal article

  74. Published

    Discussion of “Should we sample a time series more frequently? Decision support via multirate spectrum estimation” by Nason, Powell, Elliott and Smith

    Killick, R. C. & Norwood, B., 02/2017, In : Journal of the Royal Statistical Society: Series A Statistics in Society. 180, 2, p. 394-395 2 p.

    Research output: Contribution to journalJournal article

  75. Published

    Discussion of “Should we sample a time series more frequently? Decision support via multirate spectrum estimation” by Nason, Powell, Elliott and Smith

    Sykulski, A., 02/2017, In : Journal of the Royal Statistical Society: Series A Statistics in Society. 180, 2, p. 400-401 2 p.

    Research output: Contribution to journalComment/debate

  76. Published

    Bayesian detection of abnormal segments in multiple time series

    Bardwell, L. & Fearnhead, P., 01/2017, In : Bayesian Analysis. 12, 1, p. 193-218 26 p.

    Research output: Contribution to journalJournal article

  77. Published

    The effect of resveratrol on hypertension: A clinical trial

    Theodotou, M., Fokianos, K., Mouzouridou, A., Konstantinou, C., Aristotelous, A., Prodromou, D. & Chrysikou, A., 01/2017, In : Experimental and Therapeutic Medicine. 13, 1, p. 295-301 7 p.

    Research output: Contribution to journalJournal article

  78. Published

    Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models∗

    Douc, R., Fokianos, K. & Moulines, E., 2017, In : Electronic Journal of Statistics. 11, 2, p. 2707-2740 34 p.

    Research output: Contribution to journalJournal article

  79. Published

    Consistent Testing for Pairwise Dependence in Time Series

    Fokianos, K. & Pitsillou, M., 2017, In : Technometrics. 59, 2, p. 262-270 9 p.

    Research output: Contribution to journalJournal article

  80. Published

    Editorial for the special issue in honour of Paul Doukhan

    Bardet, J-M., Fokianos, K. & Neumann, M. H., 2017, In : Statistics:A Journal of Theoretical and Applied Statistics. 51, 1, p. 1-2 2 p.

    Research output: Contribution to journalEditorial

  81. Published

    Reducing Binary Quadratic Forms for More Scalable Quantum Annealing

    Hahn, G., Djidjev, H. & Djidjev, H. N., 2017, Rebooting Computing (ICRC), 2017 IEEE International Conference on. IEEE, p. 138-145 8 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNConference contribution/Paper

  82. Published

    Special Issue in Honour of Paul Doukhan: Selected Papers from the Conference on the Occasion of Paul Doukhan’s 60th Birthday: Dependence, Limit Theorems and Applications’

    Bardet, J-M. (ed.), Fokianos, K. (ed.) & Neumann, M. H. (ed.), 2017, In : Statistics:A Journal of Theoretical and Applied Statistics. 51, 1, p. 1-234 234 p.

    Research output: Contribution to journalSpecial issue

  83. Published

    Task-based Parallel Computation of the Density Matrix in Quantum-based Molecular Dynamics using Graph Partitioning

    Ghale, P., Kroonblawd, M. P., Mniszewski, S., Negre, C. F. A., Pavel, R., Pino, S., Sardeshmukh, V., Shi, G. & Hahn, G., 2017, In : SIAM Journal on Scientific Computing. 39, 6, p. C466-C480 15 p.

    Research output: Contribution to journalJournal article

  84. 2014
  85. Published

    MMCTest-A safe algorithm for implementing multiple monte carlo tests

    Gandy, A. & Hahn, G., 1/12/2014, In : Scandinavian Journal of Statistics. 41, 4, p. 1083-1101 19 p.

    Research output: Contribution to journalJournal article

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