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Research

Dr Matthew Nunes

Formerly at Lancaster University

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  1. 2023
  2. Published

    Automatic Locally Stationary Time Series Forecasting with application to predicting U.K. Gross Value Added Time Series under sudden shocks caused by the COVID pandemic

    Killick, R., Knight, M. I., Nason, G. P., Nunes, M. A. & Eckley, I. A., 14/03/2023.

    Research output: Working paper › Preprint

  3. 2020
  4. 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

  5. Published

    Interpretable brain age prediction using linear latent variable models of functional connectivity

    Monti, R. P., Gibberd, A., Roy, S., Nunes, M., Lorenz, R., Leech, R., Ogawa, T., Kawanabe, M. & Hyvärinen, A., 10/06/2020, In: PLoS ONE. 15, 6, 25 p., e0232296.

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

  6. 2019
  7. 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/Magazine › Journal article › peer-review

  8. Published

    Long memory estimation for complex-valued time series

    Knight, M. & Nunes, M. A., 1/05/2019, In: Statistics and Computing. 29, 3, p. 517–536 20 p.

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

  9. 2018
  10. Published

    Complex-valued wavelet lifting and applications

    Hamilton, J., Nunes, M. A., Knight, M. & Fryzlewicz, P., 22/02/2018, In: Technometrics. 60, 1, p. 48-60 13 p.

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

  11. 2017
  12. Published

    A wavelet lifting approach to long-memory estimation

    Knight, M., Nason, G. P. & Nunes, M. A., 11/2017, In: Statistics and Computing. 27, 6, p. 1453-1471 19 p.

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

  13. 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

  14. Published

    Discussion of "Should we sample more frequently?: decision support via multirate spectrum estimation" by G. P. Nason, B. Powell, D. Elliott and P. A. Smith

    Knight, M. & Nunes, M. A., 02/2017, In: Journal of the Royal Statistical Society: Series A Statistics in Society. 180, 2, p. 388-389 2 p.

    Research output: Contribution to Journal/Magazine › Journal article

  15. 2015
  16. Published

    abctools: an R package for tuning Approximate Bayesian Computation analyses

    Nunes, M. A. & Prangle, D., 12/2015, In: The R Journal. 7, 2, p. 189-205 17 p.

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

  17. Published

    Review of Kolaczyk, E. D. and Csárdi, G. Statistical Analysis of Network Data with R

    Nunes, M. A., 6/08/2015, In: Journal of Statistical Software. 66, 1.

    Research output: Contribution to Journal/Magazine › Book/Film/Article review

  18. Published

    Modelling and prediction of time series arising on a graph

    Nunes, M., Knight, M. & Nason, G. P., 4/06/2015, Modeling and Stochastic Learning for Forecasting in High Dimensions. Antoniadis, A., Poggi, J.-M. & Brossat, X. (eds.). 1 ed. New York: Springer International Publishing, Vol. 217. p. 183-192 10 p. (Lecture Notes in Statistics; vol. 217).

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

  19. 2014
  20. 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/Magazine › Journal article › peer-review

  21. 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/Magazine › Journal article › peer-review

  22. 2013
  23. Published

    A comparative review of dimension reduction methods in approximate Bayesian computation

    Blum, M. G. B., Nunes, M., Prangle, D. & Sisson, S. A., 05/2013, In: Statistical Science. 28, 2, p. 189-208 20 p.

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

  24. 2012
  25. Published

    Spectral estimation for locally stationary time series with missing observations

    Knight, M. A., Nunes, M. & Nason, G. P., 07/2012, In: Statistics and Computing. 22, 4, p. 877-895 19 p.

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

  26. 2010
  27. Published

    On optimal selection of summary statistics for approximate Bayesian computation

    Nunes, M. A. & Balding, D. J., 2010, In: Statistical Applications in Genetics and Molecular Biology. 9, 1, 16 p., 34.

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

  28. 2009
  29. Published

    A multiscale variance stabilization for binomial sequence proportion estimation

    Nunes, M. A. & Nason, G. P., 10/2009, In: Statistica Sinica. 19, 4, p. 1491-1510 20 p.

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

  30. 2008
  31. Published

    An adaptive lifting algorithm and applications

    Knight, M. & Nunes, M., 2008, Proceedings of the 56th Session of the ISI. Gomes, M. I., Pinto Martins, J. A. & Silva, J. A. (eds.). Instituto Nacional de Estatıstica, p. 166-173 8 p. (Bulletin of the International Statistical Institute; vol. LXII).

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

  32. 2006
  33. Published

    Adaptive lifting for nonparametric regression

    Nunes, M. A., Knight, M. I. & Nason, G. P., 06/2006, In: Statistics and Computing. 16, 2, p. 143-159 17 p.

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

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