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Professor Idris Eckley FLSW

Distinguished Professor of Statistics

  1. 2024
  2. Published

    Gamma-Ray Burst Detection with Poisson-FOCuS and Other Trigger Algorithms

    Dilillo, G., Ward, K., Eckley, I. A., Fearnhead, P., Crupi, R., Evangelista, Y., Vacchi, A. & Fiore, F., 14/02/2024, In: The Astrophysical Journal. 962, 2, 137.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. 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/MagazineJournal articlepeer-review

  4. 2023
  5. 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

  6. Published

    Semiparametric detection of changepoints in location, scale, and copula

    Agarwal, G., Eckley, I. A. & Fearnhead, P., 31/10/2023, In: Statistical Analysis and Data Mining: The ASA Data Science Journal. 16, 5, p. 456-473 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. E-pub ahead of print

    Poisson-FOCuS: An Efficient Online Method for Detecting Count Bursts with Application to Gamma Ray Burst Detection

    Ward, K., Dilillo, G., Eckley, I. & Fearnhead, P., 6/09/2023, (E-pub ahead of print) In: Journal of the American Statistical Association. 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. Forthcoming

    High-dimensional time series segmentation via factor-adjusted vector autoregressive modelling

    Cho, H., Maeng, H., Eckley, I. A. & Fearnhead, P., 14/07/2023, (Accepted/In press) In: Journal of the American Statistical Association. p. 1-13 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. 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/MagazineJournal articlepeer-review

  10. 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/MagazineJournal articlepeer-review

  11. Published
  12. 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/MagazineJournal articlepeer-review

  13. Published
  14. Published

    Online non-parametric changepoint detection with application to monitoring operational performance of network devices

    Austin, E., Romano, G., Eckley, I. & Fearnhead, P., 31/01/2023, In: Computational Statistics and Data Analysis. 177, 13 p., 107551.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  15. 2022
  16. Published

    Sparse temporal disaggregation

    Mosley, L., Eckley, I. & Gibberd, A., 31/10/2022, In: Journal of the Royal Statistical Society: Series A Statistics in Society. 185, 4, p. 2203-2233 31 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  17. 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

  18. 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

  19. Published

    Consistency of a range of penalised cost approaches for detecting multiple changepoints

    Zheng, C., Eckley, I. & Fearnhead, P., 30/08/2022, In: Electronic Journal of Statistics. 16, 2, p. 4497-4546 50 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  20. 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/MagazineJournal articlepeer-review

  21. 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

  22. Published

    Industry-Academia Research toward Future Network Intelligence: The NG-CDI Prosperity Partnership

    Race, N., Eckley, I., Parlikad, A., Rotsos, C., Wang, N., Piechocki, R., Stiles, P., Parekh, A., Burbridge, T., Willis, P. & Cassidy, S., 23/03/2022, In: IEEE Network.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  23. 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

  24. 2021
  25. 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/MagazineJournal articlepeer-review

  26. Published

    A wavelet-based approach for imputation in nonstationary multivariate time series

    Wilson, R., Eckley, I., Nunes, M. & Park, T. A., 17/02/2021, In: Statistics and Computing. 31, 18 p., 18.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  27. 2020
  28. Published

    BayesProject: Fast computation of a projection direction for multivariate changepoint detection

    Hahn, G., Fearnhead, P. & Eckley, I., 1/11/2020, In: Statistics and Computing. 30, p. 1691–1705 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  29. Published

    A novel change point approach for the detection of gas emission sources using remotely contained concentration data

    Eckley, I., Kirch, C. & Weber, S., 1/10/2020, In: Annals of Applied Statistics. 14, 3, p. 1258-1284 27 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  30. Published

    The Local Partial Autocorrelation Function and some Applications

    Killick, R. C., Knight, M., Nason, G. P. & Eckley, I. A., 10/09/2020, In: Electronic Journal of Statistics. 14, 2, p. 3268-3314 47 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  31. 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/MagazineJournal articlepeer-review

  32. 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 Journal/MagazineJournal articlepeer-review

  33. 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

  34. 2019
  35. Published

    Multivariate Locally Stationary Wavelet Analysis with the mvLSW R Package

    Taylor, S. A. C., Park, T. A. & Eckley, I. A., 9/08/2019, In: Journal of Statistical Software. 90, 11, 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  36. 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 Journal/MagazineJournal articlepeer-review

  37. Published

    Minimum spectral connectivity projection pursuit: Divisive clustering using optimal projections for spectral clustering

    Hofmeyr, D., Pavlidis, N. G. & Eckley, I. A., 1/03/2019, In: Statistics and Computing. 29, 2, p. 391–414 24 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  38. Published

    Subspace Clustering of Very Sparse High-Dimensional Data

    Peng, H., Pavlidis, N. G., Eckley, I. A. & Tsalamanis, I., 24/01/2019, 2018 IEEE International Conference on Big Data (Big Data). IEEE, p. 3780-3783 4 p.

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

  39. 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 Journal/MagazineJournal articlepeer-review

  40. 2018
  41. 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

  42. Published

    Dynamic Classification using Multivariate Locally Stationary Wavelet Processes

    Park, T., Eckley, I. A. & Ombao, H. C., 11/2018, In: Signal Processing. 152, p. 118-129 12 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  43. 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/MagazineJournal articlepeer-review

  44. Published

    A test for the absence of aliasing or white noise in locally stationary wavelet time series

    Eckley, I. A. & Nason, G. P., 24/09/2018, In: Biometrika. 105, 4, p. 833–848 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  45. 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

  46. 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 Journal/MagazineJournal article

  47. Published
  48. 2017
  49. 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 Journal/MagazineJournal articlepeer-review

  50. 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/MagazineJournal articlepeer-review

  51. 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 Journal/MagazineJournal articlepeer-review

  52. 2016
  53. Published

    Divisive clustering of high dimensional data streams

    Hofmeyr, D., Pavlidis, N. & Eckley, I., 09/2016, In: Statistics and Computing. 26, 5, p. 1101–1120 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  54. 2015
  55. Published

    Estimating the population local wavelet spectrum with application to non-stationary functional magnetic resonance imaging time series

    Gott, A., Eckley, I. & Aston, J., 20/12/2015, In: Statistics in Medicine. 34, 29, p. 3901-3915 15 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  56. Published

    The uncertainty of storm season changes: quantifying the uncertainty of autocovariance changepoints

    Nam, C., Aston, J., Eckley, I. & Killick, R., 13/07/2015, In: Technometrics. 57, 2, p. 194-206 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  57. 2014
  58. Published

    Estimating time-evolving partial coherence between signals via multivariate locally stationary wavelet processes

    Park, T. A., Eckley, I. & Ombao, H., 15/10/2014, In: IEEE Transactions on Signal Processing. 62, 20, p. 5240 - 5250 11 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  59. Published

    A multiscale test of spatial stationarity for textured images in R

    Nunes, M., Taylor, S. & Eckley, I., 06/2014, In: The R Journal. 6, 1, p. 20-30 11 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  60. Published

    Proposal of the vote of thanks for the paper by Frick, Munk and Sieling

    Eckley, I., 06/2014, In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 76, 3, p. 541-542 2 p.

    Research output: Contribution to Journal/MagazineJournal article

  61. Published

    A test of stationarity for textured images

    Taylor, S., Eckley, I. & Nunes, M., 2014, In: Technometrics. 56, 3, p. 291-301 11 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  62. Published

    changepoint: an R package for changepoint analysis

    Killick, R. & Eckley, I., 2014, In: Journal of Statistical Software. 58, 3, p. 1-19 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  63. Published

    Classification of non‐stationary time series

    Krzemieniewska, K., Eckley, I. & Fearnhead, P., 2014, In: Stat. 3, 1, p. 144-157 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  64. Published

    Spectral correction for locally stationary Shannon wavelet processes

    Eckley, I. & Nason, G. P., 2014, In: Electronic Journal of Statistics. 8, 1, p. 184-200 17 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  65. 2013
  66. Published

    The effect of recovery algorithms on compressive sensing background subtraction

    Davies, R., Mihaylova, L., Pavlidis, N. & Eckley, I., 10/2013, Sensor Data Fusion: Trends, Solutions, Applications (SDF), 2013 Workshop on. IEEE, p. 1-6 6 p.

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

  67. Published

    A note on the effect of wavelet choice on the estimation of the evolutionary wavelet spectrum

    Gott, A. & Eckley, I., 02/2013, In: Communications in Statistics – Simulation and Computation. 42, 2, p. 393-406 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  68. Published

    A wavelet-based approach for detecting changes in second order structure within nonstationary time series

    Killick, R., Eckley, I. & Jonathan, P., 2013, In: Electronic Journal of Statistics. 7, p. 1167-1183 17 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  69. 2012
  70. Published

    Optimal detection of changepoints with a linear computational cost

    Killick, R., Fearnhead, P. & Eckley, I., 2012, In: Journal of the American Statistical Association. 107, 500, p. 1590-1598 9 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  71. 2011
  72. Published

    Analysis of changepoint models.

    Eckley, I. A., Fearnhead, P. & Killick, R., 08/2011, Bayesian time-series models. Barber, D., Cemgil, A. T. & Chiappa, S. (eds.). Cambridge: Cambridge University Press, p. 203-224

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  73. Published

    LS2W: implementing the locally stationary 2D wavelet process approach in R.

    Eckley, I. A. & Nason, G. P., 07/2011, In: Journal of Statistical Software. 43, 3, p. 1-23 23 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  74. Unpublished

    Alias detection and spectral correction for locally stationary time series

    Eckley, I. & Nason, G. P., 2011, (Unpublished).

    Research output: Working paper

  75. Published

    Efficient detection of multiple changepoints within an oceanographic time series

    Killick, R., Eckley, I. & Jonathan, P., 2011, Proceedings of the 58th Session of ISI. ISI, 6 p.

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

  76. 2010
  77. Published

    Detection of changes in the characteristics of oceanographic time-series using changepoint analysis.

    Killick, R., Eckley, I. A., Jonathan, P. & Ewans, K., 09/2010, In: Ocean Engineering. 37, 13, p. 1120-1126 7 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  78. Published

    Locally stationary wavelet fields with application to the modelling and analysis of image texture.

    Eckley, I. A., Nason, G. P. & Treloar, R. L., 08/2010, In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 59, 4, p. 595-616 22 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  79. 2009
  80. Unpublished
  81. 2005
  82. Published

    Efficient computation of the discrete autocorrelation wavelet inner product matrix.

    Eckley, I. A. & Nason, G. P., 19/04/2005, In: Statistics and Computing. 15, 2, p. 83-92 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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