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Changepoints and Time Series

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  1. 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

  2. Published

    Changepoint Detection: An Analysis of the Central England Temperature Series

    Shi, X., Beaulieu, C., Killick, R. & Lund, R., 1/10/2022, In: Journal of Climate. 35, 19, p. 2729-2742 14 p.

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

  3. E-pub ahead of print

    Characterising the ice sheet surface in North East Greenland using Sentinel-1 SAR data

    Shu, Q., Killick, R., Leeson, A., Nemeth, C., Fettweis, X., Hogg, A. & Leslie, D., 31/08/2023, (E-pub ahead of print) In: Journal of Glaciology. 12 p.

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

  4. Published

    Infants Oscillatory Frequencies change during Free-Play for Social vs Non-social Interactions

    Smith, E., Elliott, D., Killick, R., Crawford, T., Kidby, S. & Reid, V., 31/08/2021, In: Infant Behavior and Development. 64, 14 p., 101612.

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

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

  6. Published

    CoFlux: Robustly Correlating KPIs by Fluctuations for Service Troubleshooting

    Su, Y., Zhao, Y., Xia, W., Liu, R., Bu, J., Zhu, J., Cao, Y., Li, H., Niu, C., Zhang, Y., Wang, Z. & Pei, D., 16/04/2020, 2019 IEEE/ACM 27th International Symposium on Quality of Service (IWQoS). IEEE

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

  7. Published

    Nonparametric Time Series Summary Statistics for High-Frequency Accelerometry Data from Individuals with Advanced Dementia

    Suibkitwanchai, K., Sykulski, A., Perez Algorta, G., Waller, D. & Walshe, C., 25/09/2020, In: PLoS ONE. 15, 9, 23 p., e0239368.

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

  8. Published

    Modelling and Estimation of Time Series with Long Memory

    Suibkitwanchai, K., 2022, Lancaster University. 234 p.

    Research output: Thesis › Doctoral Thesis

  9. Forthcoming

    Continuously-Tempered PDMP samplers

    Sutton, M., Salomone, R., Chevallier, A. & Fearnhead, P., 14/09/2022, (Accepted/In press) In: Advances in Neural Information Processing Systems. 35, 28293--28304

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

  10. Published

    Concave-Convex PDMP-based sampling

    Sutton, M. & Fearnhead, P., 2/10/2023, In: Journal of Computational and Graphical Statistics. 32, 4, 22 p.

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

  11. E-pub ahead of print

    Multi-step Estimators and Shrinkage Effect in Time Series Models

    Svetunkov, I., Kourentzes, N. & Killick, R., 24/06/2023, (E-pub ahead of print) In: Computational Statistics.

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

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

  13. Published

    A Widely Linear Complex Autoregressive Process of Order One

    Sykulski, A. M., Olhede, S. C. & Lilly, J. M., 1/12/2016, In: IEEE Transactions on Signal Processing. 64, 23, p. 6200-6210 11 p., 7539658.

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

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

  15. 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 Journal/Magazine › Comment/debate

  16. Published

    The elliptical Ornstein–Uhlenbeck process

    Sykulski, A., Olhede, S. C. & Sykulska-Lawrence, H., 28/12/2022, In: Statistics and Its Interface. 16, 1, p. 133-146 14 p.

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

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

  18. Published

    Motor unit number estimation via sequential Monte Carlo

    Taylor, S., Sherlock, C., Ridall, G. & Fearnhead, P., 1/04/2020, In: Computational Statistics and Data Analysis. 144, 16 p., 106845.

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

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

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

  21. Published

    Changepoint detection for data intensive settings

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

    Research output: Thesis › Doctoral Thesis

  22. Published

    A computationally efficient, high-dimensional multiple changepoint procedure with application to global terrorism incidence

    Tickle, S. O., Eckley, I. A. & Fearnhead, P., 31/10/2021, In: Journal of the Royal Statistical Society: Series A Statistics in Society. 184, 4, p. 1303-1325 23 p.

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

  23. Published

    The evolving role of weather types on rainfall chemistry under large reductions in pollutant emissions

    Tso, C-HM., Monteith, D., Scott, T., Watson, H., Dodd, B., Pereira, M. G., Henrys, P., Hollaway, M., Rennie, S., Lowther, A., Watkins, J., Killick, R. & Blair, G., 15/04/2022, In: Environmental Pollution. 299, 11 p., 118905.

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

  24. Published

    Scalable change-point and anomaly detection in cross-correlated data with an application to condition monitoring

    Tveten, M., Eckley, I. & Fearnhead, P., 30/06/2022, In: Annals of Applied Statistics. 16, 2, p. 721-743 23 p.

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

  25. Published

    Micro-Macro Changepoint Inference for Periodic Data Sequences

    Ushakova, A., Taylor, S. & Killick, R., 31/05/2023, In: Journal of Computational and Graphical Statistics. 32, 2, p. 684-695 12 p.

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

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