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Changepoints and Time Series

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  1. Published

    How marine currents and environment shape plankton genomic differentiation: a mosaic view from Tara Oceans metagenomic data

    Laso-Jadart, R., O'Malley, M., Sykulski, A., Ambroise, C. & Madoui, M-A., 30/04/2021, In: Biorxiv.

    Research output: Contribution to Journal/Magazine › Journal article

  2. Published

    Evaluation of extremal properties of GARCH(p,q) processes

    Laurini, F., Fearnhead, P. & Tawn, J. A., 19/08/2019, In: arxiv.org.

    Research output: Contribution to Journal/Magazine › Journal article

  3. E-pub ahead of print

    Limit theory and robust evaluation methods for the extremal properties of GARCH(p, q) processes

    Laurini, F., Fearnhead, P. & Tawn, J., 1/11/2022, (E-pub ahead of print) In: Statistics and Computing. 32, 6

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  4. 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 Journal/Magazine › Journal article › peer-review

  5. Published

    On the asymptotic efficiency of approximate Bayesian computation estimators

    Li, W. & Fearnhead, P., 1/06/2018, In: Biometrika. 105, 2, p. 285-299 15 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  6. Published

    Convergence of regression-adjusted approximate Bayesian computation

    Li, W. & Fearnhead, P., 1/06/2018, In: Biometrika. 105, 2, p. 301-318 18 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  7. Published

    Automatic Change-Point Detection in Time Series via Deep Learning

    Li, J., Fearnhead, P., Fryzlewicz, P. & Wang, T., 12/04/2024, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 86, 2, p. 273-285 13 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  8. 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 Journal/Magazine › Journal article › peer-review

  9. 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 Journal/Magazine › Journal article › peer-review

  10. Published

    Robust Estimation for GARCH Models and VARMA Models

    Liu, H., 2021, Lancaster University. 209 p.

    Research output: Thesis › Doctoral Thesis

  11. Published

    Multivariate response predictor selection methods: with applications to telecommunications time series data

    Lowther, A., 13/02/2020, Lancaster University. 169 p.

    Research output: Thesis › Doctoral Thesis

  12. Published

    Semi-automated simultaneous predictor selection for regression-SARIMA models

    Lowther, A., Fearnhead, P., Nunes, M. & Jensen, K., 1/11/2020, In: Statistics and Computing. 30, p. 1759–1778 20 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  13. Published

    Detecting changes in mixed-sampling rate data sequences

    Lowther, A., Killick, R. & Eckley, I., 28/02/2023, In: Environmetrics. 34, 1, 15 p., e2762.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  14. 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 Journal/Magazine › Journal article › peer-review

  15. Published

    Collective Anomaly Detection in High-Dimensional Var Models

    Maeng, H., Eckley, I. & Fearnhead, P., 31/05/2023, In: Statistica Sinica. 33, 1603-1627, p. 1603-1627 25 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  16. 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 Journal/Magazine › Journal article › peer-review

  17. Published

    Trend Locally Stationary Wavelet Processes

    McGonigle, E., Killick, R. & Nunes, M., 30/11/2022, In: Journal of Time Series Analysis. 43, 6, p. 895-917 23 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  18. Published

    Modelling Time-Varying First and Second-Order Structure of Time Series via Wavelets and Differencing

    McGonigle, E., Killick, R. & Nunes, M., 2022, In: Electronic Journal of Statistics. 16, 2

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  19. Published

    Detecting changes in mean in the presence of time-varying autocovariance

    McGonigle, E., Killick, R. & Nunes, M., 15/01/2021, In: Stat. 10, 1, 14 p., e351.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  20. Published

    Wavelet methods for locally stationary time series

    McGonigle, E., 2020, Lancaster University. 228 p.

    Research output: Thesis › Doctoral Thesis

  21. Published

    Localizing Failure Root Causes in a Microservice through Causality Inference

    Meng, Y., Zhang, S., Sun, Y., Zhang, R., Hu, Z., Zhang, Y., Jia, C., Wang, Z. & Pei, D., 6/10/2020, 2020 IEEE/ACM 28th International Symposium on Quality of Service (IWQoS). IEEE, p. 1-10 10 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review

  22. Published

    The sparse dynamic factor model: a regularised quasi-maximum likelihood approach

    Mosley, L., Chan, T-S. & Gibberd, A., 22/01/2024, In: Statistics and Computing. 34, 68.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  23. 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 Journal/Magazine › Journal article › peer-review

  24. 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 Journal/Magazine › Journal article › peer-review

  25. 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 Journal/Magazine › Journal article › peer-review

  26. Published

    Stochastic gradient Markov chain Monte Carlo

    Nemeth, C. & Fearnhead, P., 30/03/2021, In: Journal of the American Statistical Association. 1116, 533, p. 433-450 18 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  27. 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 Journal/Magazine › Journal article › peer-review

  28. Published

    Detecting patterns in Time Series Data with applications in Official Statistics

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

    Research output: Thesis › Doctoral Thesis

  29. Published

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

    O'Malley, M., Sykulski, A., Laso-Jadart, R. & Madoui, M-A., 1/05/2021, In: Journal of Atmospheric and Oceanic Technology. 38, 5, p. 1059-1073 15 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  30. Published

    Multivariate Probabilistic Regression with Natural Gradient Boosting

    O'Malley, M., Sykulski, A., Lumpkin, R. & Schuler, A., 7/06/2021, In: arXiv.

    Research output: Contribution to Journal/Magazine › Journal article

  31. Published

    Statistical Modelling and Inference for Ocean Trajectory Data

    O'Malley, M., 2022, Lancaster University. 246 p.

    Research output: Thesis › Doctoral Thesis

  32. Published

    Separating Mesoscale and Submesoscale Flows from Clustered Drifter Trajectories

    Oscroft, S., Sykulski, A. M. & Early, J. J., 31/12/2020, In: Fluids. 6, 1, 14.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  33. Published

    Statistical Estimation of Flow Components and Diffusivity from Ocean Drifter Velocity Observations

    Oscroft, S., 2022, Lancaster University. 301 p.

    Research output: Thesis › Doctoral Thesis

  34. 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/ISSN › Conference contribution/Paper › peer-review

  35. 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 Journal/Magazine › Journal article

  36. Published

    Online Multivariate Changepoint Detection: Leveraging Links With Computational Geometry

    Pishchagina, L., Romano, G., Fearnhead, P., Runge, V. & Rigaill, G., 2/11/2023, Arxiv.

    Research output: Working paper › Preprint

  37. Published

    Quasi-stationary Monte Carlo and the ScaLE Algorithm

    Pollock, M., Fearnhead, P., Johansen, A. M. & Roberts, G. O., 1/12/2020, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 82, 5, p. 1167-1221 55 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  38. Published

    Preferential Subsampling for Stochastic Gradient Langevin Dynamics

    Putcha, S., Nemeth, C. & Fearnhead, P., 27/04/2023, In: Proceedings of Machine Learning Research. 206, p. 8837-8856 20 p.

    Research output: Contribution to Journal/Magazine › Conference article › peer-review

  39. Published

    Identifying and Responding to Outlier Demand in Revenue Management

    Rennie, N., Cleophas, C., Sykulski, A. & Dost, F., 16/09/2021, In: European Journal of Operational Research. 293, 3, p. 1015-1030 16 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  40. Published

    Detecting demand outliers in transport systems

    Rennie, N., 2021, Lancaster University. 272 p.

    Research output: Thesis › Doctoral Thesis

  41. Published

    Analysing and visualising bike-sharing demand with outliers

    Rennie, N., Cleophas, C., Sykulski, A. M. & Dost, F., 6/03/2023, In: Discover Data. 1, 1, 26 p., 1.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  42. Published

    Inference on extended-spectrum beta-lactamase Escherichia coli and Klebsiella pneumoniae data through SMC2

    Rimella, L., Alderton, S., Sammarro, M., Rowlingson, B., Cocker, D., Feasey, N., Fearnhead, P. & Jewell, C., 30/11/2023, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 72, 5, p. 1435–1451

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  43. Published

    Approximating optimal SMC proposal distributions in individual-based epidemic models

    Rimella, L., Jewell, C. & Fearnhead, P., 31/03/2024, In: Statistica Sinica. 34, Online Special Issue 1, 38 p., 6.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  44. Published

    Detecting Abrupt Changes in the Presence of Local Fluctuations and Autocorrelated Noise

    Romano, G., Rigaill, G., Runge, V. & Fearnhead, P., 31/12/2022, In: Journal of the American Statistical Association. 117, 540, p. 2147-2162

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  45. Published

    Fast Online Changepoint Detection via Functional Pruning CUSUM Statistics

    Romano, G., Eckley, I. A., Fearnhead, P. & Rigaill, G., 31/03/2023, In: Journal of Machine Learning Research. 24, p. 1-36 36 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  46. Published

    A Log-Linear Non-Parametric Online Changepoint Detection Algorithm based on Functional Pruning

    Romano, G., Eckley, I. & Fearnhead, P., 31/01/2024, In: IEEE Transactions on Signal Processing. 72, p. 594 - 606 13 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  47. Published

    gfpop: An R Package for Univariate Graph-Constrained Change-Point Detection

    Runge, V., Hocking, T. D., Romano, G., Afghah, F., Fearnhead, P. & Rigaill, G., 27/03/2023, In: Journal of Statistical Software. 106, 6, p. 1–39 39 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  48. Unpublished

    Detecting changepoints in multivariate data

    Ryan, S., 2020, (Unpublished) Lancaster University.

    Research output: Thesis › Doctoral Thesis

  49. E-pub ahead of print

    Detecting changes in covariance via random matrix theory

    Ryan, S. & Killick, R., 10/04/2023, (E-pub ahead of print) In: Technometrics. p. 1-12 12 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  50. Published

    A Comparison of Single and Multiple Changepoint Techniques for Time Series Data

    Shi, X., Gallagher, C., Lund, R. & Killick, R., 30/06/2022, In: Computational Statistics and Data Analysis. 170, 19 p., 107433.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

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