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Dr Lawrence Bardwell

Senior Research Associate, Research Student

Fylde College

LA1 4YF

Lancaster

Research overview

Some areas of Statistics I am interested in include:

  • Anomaly detection.
  • Changepoint detection under model mis-specification.
  • Functional time-series.
  • Changes in the dependence structure of a group of stochastic processes, both temporal and cross-sectional.
  • The CAPM model - Changes in factor loading components with constraints on subsets of variables. 
  • The spatio-temporal modelling of UK house prices. 

My stats stackeschange profile with a list of questions I have asked is here https://stats.stackexchange.com/users/235045/bardwell?tab=profile please do take a look and see if you can help.

My github page with some code I have written is https://github.com/bardwell.

My github blog is https://bardwell.github.io/.

Please feel free to get in touch with me at l.bardwell@lancaster.ac.uk.

Profile

I'm a postdoc in Statistics working with Professor Idris Eckley on the Next Generation Converged Digital Infrastructure (NG-CDI) project (http://www.ng-cdi.org/). This project is split between a number of different institutions, including: Lancaster, BT, Cambridge, Surrey and Bristol.

Currently I am working on problems related to real-time anomaly detection in high frequency streaming data. In the NG-CDI project these methods will be applied to telecommunications data.

 

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