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Changepoints and Time Series

  1. 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

  2. Published

    Subset Multivariate Collective And Point Anomaly Detection

    Fisch, A., Eckley, I. & Fearnhead, P., 30/06/2022, In: Journal of Computational and Graphical Statistics. 31, 2, p. 574-585 12 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

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

    Fisch, A., Eckley, I. & Fearnhead, P., 31/01/2022, In: IEEE Transactions on Signal Processing. 70, p. 47-56 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Published

    RobKF: Innovative and/or Additive Outlier Robust Kalman Filtering

    Fisch, A., Grose, D., Eckley, I., Fearnhead, P. & Bardwell, L., 2020

    Research output: Exhibits, objects and web-based outputsSoftware

  5. Published

    Novel methods for anomaly detection

    Fisch, A., 2020, Lancaster University. 293 p.

    Research output: ThesisDoctoral Thesis

  6. Forthcoming

    anomaly: Detection of Anomalous Structure in Time Series Data

    Fisch, A., Grose, D., Eckley, I. A., Fearnhead, P. & Bardwell, L., 21/12/2023, (Accepted/In press) In: Journal of Statistical Software.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. Published

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

    Fisch, A. T. M., Eckley, I. A. & Fearnhead, P., 31/08/2022, In: Statistical Analysis and Data Mining. 15, 4, p. 494-508 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. Published

    Real time anomaly detection and categorisation

    Fisch, A. T. M., Bardwell, L. & Eckley, I. A., 31/08/2022, In: Statistics and Computing. 32, 4, 15 p., 55.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. 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 Journal/MagazineJournal articlepeer-review

  10. 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 Journal/MagazineJournal articlepeer-review

  11. 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 Journal/MagazineJournal articlepeer-review

  12. 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 Journal/MagazineJournal articlepeer-review

  13. Published

    Autocovariance Estimation in the Presence of Changepoints

    Gallagher, C., Killick, R., Lund, R. & Shi, X., 31/12/2022, In: Journal of the Korean Statistical Society. 51, 4, p. 1021-1040 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  14. 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 Journal/MagazineJournal articlepeer-review

  15. 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 Journal/MagazineJournal articlepeer-review

  16. 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 Journal/MagazineJournal articlepeer-review

  17. 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 Journal/MagazineJournal articlepeer-review

  18. Forthcoming

    Identifying Changes In Activity Sequences: An Application To Passive Household Monitoring

    Gillam, J., Killick, R., Taylor, S., Heal, J. & Norwood, B., 10/10/2022, (Accepted/In press) In: Journal of the Royal Statistical Society: Series C (Applied Statistics).

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  19. Unpublished

    Identifying change in human behaviour utilising static sensors

    Gillam, J., 2022, (Unpublished) Lancaster University. 175 p.

    Research output: ThesisDoctoral Thesis

  20. Published

    Modeling and forecasting of at home activity in older adults using passive sensor technology

    Gillam, J., Killick, R., Heal, J. & Norwood, B., 31/10/2022, In: Statistics in Medicine. 41, 23, p. 4629-4646 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  21. Published

    Identifying irregular activity sequences: an application to passive household monitoring

    Gillam, J., Killick, R., Taylor, S., Heal, J. & Norwood, B., 30/06/2023, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 72, 3, p. 519-543 25 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  22. Published

    Estimating the parameters of ocean wave spectra

    Grainger, J., Sykulski, A., Jonathan, P. & Ewans, K., 1/06/2021, In: Ocean Engineering. 229, 20 p., 108934.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  23. Published

    A multivariate pseudo-likelihood approach to estimating directional ocean wave models

    Grainger, J. P., Sykulski, A. M., Ewans, K., Hansen, H. F. & Jonathan, P., 8/02/2022, In: arXiv.

    Research output: Contribution to Journal/MagazineJournal article

  24. Published

    Spectral Time Series Analysis of Ocean Wave Buoy Measurements

    Grainger, J., 2022, Lancaster University. 274 p.

    Research output: ThesisDoctoral Thesis

  25. Published

    changepoint.mv: Changepoint Analysis for Multivariate Time Series

    Grose, D., Fearnhead, P., Eckley, I. & Bardwell, L., 29/11/2018

    Research output: Exhibits, objects and web-based outputsSoftware

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