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Times Series

This team is concerned with all methodological and computational aspects of time series analysis.

Nowadays, more and more variables are measured repeatedly and with increasing sampling frequencies to gain information about the evolution of a system over time. Among the many statistical application fields we find finance, epidemiology, genetics, engineering, environmental sciences, etc. Important tasks are the exploration of possibly complex dependencies among subsequent measurements of the same or of different variables for understanding the data generating process, description of trends or seasonal patterns, detection of structural breaks (change-points), prediction of future outcomes, specification of the inherent uncertainties (volatility estimation), among others. There is a big interest in realistic and sophisticated models for the many modern applications and often complex mechanisms encountered in practice, triggering the need for more refined procedures for statistical model building and prediction, and causing many computational issues. Moreover, statistical inference in such contexts cannot rely on asymptotic theory only, but needs to be complemented with sound simulation experiments and computational tools for statistical inference, based e.g. on resampling. So far, most existing algorithms and software packages for time series analysis are restricted to simple linear methods, or have problems with the high-dimensional and massive data sets encountered in practice nowadays, particularly if oversimplistic and stringent modelling assumptions are to be avoided. All of this implies that there is much space for improvement and future research.


Co-Chairs
Roland Fried, TU Dortmund, Germany.
Piotr Fryzlewicz, London School of Economics, UK.
Members
  1. Juan Carlos Abril, Universidad Nacional de Tucuman, Argentina.
  2. Ebenezer Afrifa-Yamoah, Edith Cowan University, Australia.
  3. Oluokun Kasali Agunloye, Obafemi Awolowo University, Nigeria.
  4. Mary Akinyemi, University of Manchester, United Kingdom.
  5. Basad Al-sarray, Franche comte unieversity, France.
  6. Giuseppina Albano, University of Salerno, Italy.
  7. Manuel Leonard Albis, University of the Philippines, Philippines.
  8. Abdelkamel Alj, Universite libre de Bruxelles, Belgium.
  9. Andres M Alonso, Universidad Carlos III de Madrid, Spain.
  10. Umberto Amato, CNR, Naples, Italy.
  11. Gianni Amisano, Federal Reserve Board, United States.
  12. Maiya Anokhina, HSE, Russia.
  13. Anestis Antoniadis, Universite Joseph Fourier, France.
  14. Antonia Aristidou, PBT, Cyprus.
  15. Argimiro Arratia, Universitat Politecnica de Catalunya, Spain.
  16. Seyhan Aygul, University of Reading, United Kingdom.
  17. Ali Babikir, KwaZulu Natal, South Africa.
  18. Richard Baillie, Michigan State University, United States.
  19. Aurelio F Bariviera, Universitat Rovira i Virgili, Spain.
  20. Michele Bergamelli, City University London, United Kingdom.
  21. Pierre Bertrand, University Clermont-Ferrand, France.
  22. Ana Borges, Porto Polytechnic, Portugal.
  23. Matthias Borowski, University of Muenster, Germany.
  24. Mohammed Bouaddi, The American University in Cairo, Egypt.
  25. Carles Breto, The University of Michigan, United States.
  26. Marcos Bujosa, Universidad Complutense de Madrid, Spain.
  27. Maria Francesca Carfora, Istituto per le Applicazioni del Calcolo CNR, Italy.
  28. Eduardo Caro, Technical University of Madrid, Spain.
  29. Isabel Casas, University of Southern Denmark, Denmark.
  30. Itamar Caspi, Bar-Ilan University and Bank of Israel, Israel.
  31. Peter Julian Cayton, The Australian National University, Australia.
  32. Mohamed Chaouch, United Arab Emirates University, United Arab Emirates.
  33. Jia Chen, University of York, United Kingdom.
  34. Baoline Chen, Bureau of Economic Analysis, United States.
  35. Jing Chen, Cardiff University, United Kingdom.
  36. Wenqian Cheng, London School of Economics, United Kingdom.
  37. Jie Cheng, Xi-an Jiaotong-Liverpool University, China.
  38. Jie Cheng, Keele University, United Kingdom.
  39. Yong Bum Cho, Columbia University, United States.
  40. Stephane Chretien, NPL, United Kingdom.
  41. Axioglou Christos, Athens University of Economics and Business, Greece.
  42. Peter Claeys, Vrije Universiteit Brussel, Belgium.
  43. Roberta Colavecchio, Hamburg University, Germany.
  44. Marco Costa, University of Aveiro, Portugal.
  45. Christophe Croux, Edhec Business School, France.
  46. Gianluca Cubadda, University of Rome Tor Vergata, Italy.
  47. Rainer Dahlhaus, University of Heidelberg, Germany.
  48. Boris Darkhovsky, Institute for Systems Analysis Russian Academy of Sciences, Russia.
  49. Paola De Santis, Iccrea Banca SpA, Italy.
  50. Patricia de Zea Bermudez, University of Lisbon, Portugal.
  51. Manfred Deistler, Vienna University of Technology, Austria.
  52. Tomas del Barrio Castro, University of the Balearic Islands, Spain.
  53. Andreia Dionisio, University of Evora, Portugal.
  54. Baojun Dou, London school of economics and political science, United Kingdom.
  55. Carlo Drago, University of Rome Niccolo Cusano, Italy.
  56. Idris Eckley, Lancaster University, United Kingdom.
  57. John Eian, Nonin Medical Inc, United States.
  58. Paul Eilers, Erasmus University Medical Centre, Netherlands.
  59. Burak Alparslan Eroglu, Istanbul Bilgi University, Turkey.
  60. Erkal Ersoy, Heriot-Watt University, United Kingdom.
  61. Maria Fernandez-Garcia, University of Oviedo, Spain.
  62. Mark Fiecas, University of Minnesota, United States.
  63. William J. Fitzgerald, University of Cambridge, UK.
  64. Konstantinos Fokianos, University of Cyprus, Cyprus.
  65. James Forest, University of Massachusetts - Amherst, United States.
  66. Tayyab Fraz, University of Karachi, Pakistan.
  67. Roland Fried, TU Dortmund University, Germany.
  68. Christiane Fuchs, Helmholtz Center Munich, Germany.
  69. Pedro Galeano, Universidad Carlos III de Madrid, Spain.
  70. Xiaoli Gao, University of North Carolina at Greensboro, United States.
  71. Antonio Garcia-Ferrer, Universidad Autonoma Madrid, Spain.
  72. Manuel Garcia-Magarinos, Universidade da Coruna, Spain.
  73. Carolina Garcia-Martos, Universidad Politecnica de Madrid, Spain.
  74. Matthieu Garcin, Leonard de Vinci Pole Universitaire, France.
  75. Deborah Gefang, University of Leicester, United Kingdom.
  76. Kilani Ghoudi, United Arab Emirates University, United Arab Emirates.
  77. Ed Godolphin, University of Surrey, United Kingdom.
  78. Simon Godsill, University of Cambridge, UK.
  79. Roberto Golinelli, University of Bologna, Italy.
  80. Victor Gomez, Ministerio de Economia y Hacienda, Spain.
  81. Joao Henrique Goncalves Mazzeu, Universidad Carlos III de Madrid, Spain.
  82. Jesus Gonzalo Munoz, Universidad Carlos III de Madrid, Spain.
  83. Mariusz Gorajski, University of Lodz, Poland.
  84. Yannig Goude, EDF, France.
  85. Daniel Grabowski, Universitaet Giessen, Germany.
  86. Lutz Gruber, Duke University, United States.
  87. Sermin Gungor, University of Western Ontario, Canada.
  88. Henryk Gurgul, AGH University of Science and Technology, Poland.
  89. Niels Strange Hansen, Aarhus University, Denmark.
  90. Scott Holan, University of Missouri, United States.
  91. Andrew Hooker, Uppsala University, Sweden.
  92. Ai Jun Hou, Stockholm University, Sweden.
  93. Na Huang, London School of Economics, United Kingdom.
  94. Xu Huang, De Montfort University, United Kingdom.
  95. Kirstin Hubrich, Federal Reserve Board, United States.
  96. Svend Hylleberg, University of Aarhus, Denmark.
  97. Matteo Iacopini, Ca Foscari University of Venice, Italy.
  98. Edward Ionides, University of Michigan, United States.
  99. Rania Jammazi, IPAG Business School France, Tunisia.
  100. Elvis Jara Alegria, UNICAMP, Brazil.
  101. Jooyoung Jeon, University of Bath, United Kingdom.
  102. Miguel Jerez, Universidad Complutense de Madrid, Spain.
  103. Robert Jung, University of Hohenheim, Germany.
  104. Ana Justel, Universidad Autonoma de Madrid, Spain.
  105. Juho Kanniainen, Tampere University of Technology, Finland.
  106. Dimitris Karlis, RC Athens University of Economics and Business, Greece.
  107. Paraskevi Katsiampa, The University of Sheffield, United Kingdom.
  108. Tanmay Kayal, Indian Institute of Technology Patna, India.
  109. Dhouha Kbaier Ben Ismail, IFREMER, France.
  110. Piotr Keblowski, University of Lodz, Poland.
  111. M G M Khan, The University of the South Pacific, Fiji.
  112. Claudia Klueppelberg, Technische Universitaet Muenchen, Germany.
  113. Ioannis Korkos, University of Essex, United Kingdom.
  114. Adriano Koshiyama, University College London, United Kingdom.
  115. Panagiotis Koutroumpis, Queen Mary University London, United Kingdom.
  116. Ladislav Kristoufek, Institute of Information Theory and Automation, Czech Academy of Sciences, Czech Republic.
  117. Konstantin Kuck, University of Hohenheim, Germany.
  118. Dimitris Kugiumtzis, Aristotle University of Thessaloniki, Greece.
  119. Robert Kunst, Institute for Advanced Studies, Austria.
  120. Ercan Engin Kuruoglu, ISTI-CNR, Italy.
  121. Petra Kynclova, Vienna University of Technology, Austria.
  122. Maria Kyriacou, University of Southampton, United Kingdom.
  123. Katarzyna Lasak, VU Amsterdam, Netherlands.
  124. Remigijus Leipus, Vilnius University, Lithuania.
  125. Lukasz Lenart, Cracow University of Economics, Poland.
  126. Zhixi Li, The University of Hong Kong, China.
  127. Guangjie Li, Cardiff University, United Kingdom.
  128. Tobias Liboschik, TU Dortmund, Germany.
  129. Josefa Linares-Perez, Universidad de Granada, Spain.
  130. Pietro Lio, University of Cambridge, United Kingdom.
  131. Shuangzhe Liu, University of Canberra, Australia.
  132. Hedibert Lopes, INSPER, Brazil.
  133. Wanbo Lu, Southwestern University of Finance and Economics, China.
  134. Alessandra Luati, University of Bologna, Italy.
  135. Kristofer Maansson, Jonkoping University, Sweden.
  136. Corrado Macchiarelli, National Institute of Economic and Social Research, United Kingdom.
  137. Marco Malgarini, ANVUR, Italy.
  138. Jacky Mallett, Reykjavik University, Iceland.
  139. Worapree Ole Maneesoonthorn, University of Melbourne, Australia.
  140. Agustin Maravall, Bank of Spain, Spain.
  141. Juan-Carlos Martinez-Ovando, ITAM, Mexico.
  142. Camilla Mastromarco, University of Salento - Lecce, Italy.
  143. Markus Matilainen, University of Turku/Turku PET Centre, Finland.
  144. David Matteson, Cornell University, United States.
  145. Laurent Maurin, European Investment Bank, Luxembourg.
  146. Ramses Mena, UNAM, Mexico.
  147. George Michailidis, U of Florida, United States.
  148. Terrence Mills, Loughborough University, UK.
  149. Guillaume Monarcha, Orion Financial Partners, France.
  150. Magda Monteiro, University of Aveiro, Portugal.
  151. Carlos Montes-Galdon, European Central Bank, Germany.
  152. Hiroshi Morita, Hosei University, Japan.
  153. Pilar Munoz, Universitat Politecnica de Catalunya, Spain.
  154. Fionn Murtagh, University of Huddersfield, United Kingdom.
  155. Mehrdad Naderi, University of Pretoria, South Africa.
  156. Kok-haur Ng, University of Malaya, Malaysia.
  157. Thomas Nichols, University of Oxford, United Kingdom.
  158. Klaus Nordhausen, Vienna University of Technology, Austria.
  159. Sofia Olhede, EPFL, Switzerland.
  160. Oluwasola Oni, Caleb University Lagos Nigeria, Nigeria.
  161. Oluwole Oyebamiji, Lancaster University, United Kingdom.
  162. Iyabode Favour Oyenuga, The Polytechnic Ibadan, Nigeria.
  163. Antonio Pacheco, CEMAT and Instituto Superior Tecnico - Universidade de Lisboa, Portugal.
  164. Paola Palmitesta, University of Siena, Italy.
  165. Theologos Pantelidis, University of Macedonia, Greece.
  166. Evi Pappa, EUI and UAB, Italy.
  167. Xanthi Pedeli, University of Cyprus, Cyprus.
  168. Diego Pedregal, University of Castilla-La Mancha, Spain.
  169. Shelton Peiris, University of Sydney, Australia.
  170. Daniel pekny, harvard, Australia.
  171. Isabel Pereira, University of Aveiro, Portugal.
  172. Michele Piffer, Queen Mary, University of London, United Kingdom.
  173. Alexandra Piryatinska, San Francisco State University, United States.
  174. Christophe Planas, The European Commission, Italy.
  175. Krzysztof Podgorski, Lund University, Sweden.
  176. Jean-Michel Poggi, University of Paris Descartes, France.
  177. Stephen Pollock, University of Leicester, United Kingdom.
  178. Pilar Poncela, Universidad Autonoma de Madrid, Spain.
  179. Marta Poncela Blanco, Joint Research Center, Italy.
  180. Andre Portela Santos, Universidade Federal de Santa Catarina, Brazil.
  181. Raquel Prado, UCSC, United States.
  182. Zuzana Praskova, Charles University, Czech Republic.
  183. Diogo de Prince, Federal University of Sao Paulo, Brazil.
  184. Tommaso Proietti, University of Roma Tor Vergata, Italy.
  185. Corrado Provasi, University of Padova, Italy.
  186. Xinghao Qiao, London School of Economics, United Kingdom.
  187. Fanirisoa Zazaravaka R Hasinavonizaka, Pantheon Sorbonne, France.
  188. Anders Rahbek, University of Copenhagen, Denmark.
  189. Maruf Raheem, Sheffield Hallam University, United Kingdom.
  190. Donya Rahmani, Bournemouth University, United Kingdom.
  191. Dooruj Rambaccussing, University of Dundee, United Kingdom.
  192. M Rosario Ramos, FCiencias.ID, Portugal.
  193. Yao Rao, The University of Liverpool, United Kingdom.
  194. Olivier Renaud, University of Geneva, Switzerland.
  195. Saeid Rezakhah, Amirkabir University of Technology, Iran.
  196. Giorgia Rivieccio, Parthenope University, Italy.
  197. Dolores Robles, Universidad Complutense de Madrid, Spain.
  198. Michael Rockinger, UNIL-HEC Lausanne, Switzerland.
  199. Julio Rodriguez-Puerta, Universidad Autonoma de Madrid, Spain.
  200. Aniq Rohmawati, Telkom University, Indonesia.
  201. Magda Roszczynska-Kurasinska, University of Warsaw, Poland.
  202. Peter Ruckdeschel, University of Oldenburg, Germany.
  203. Esther Ruiz, Universidad Carlos III de Madrid, Spain.
  204. Marcos Sanso-Navarro, Universidad de Zaragoza, Spain.
  205. Charles Saunders, University of Western Ontario, Canada.
  206. Melanie Schienle, Karlsruhe Institute of Technology, Germany.
  207. Bernd Schips, ETHZ, Switzerland.
  208. Armin Schwartzman, University of California, San Diego, United States.
  209. Manuel Scotto, Universidade de Aveiro, Portugal.
  210. Raffaello Seri, University of Insubria, Italy.
  211. Takayuki Shiohama, Tokyo University of Science, Japan.
  212. Maria Eduarda Silva, University of Porto and CIDMA, Portugal.
  213. Artur Silva Lopes, ISEG - Universidade de Lisboa, Portugal.
  214. Sumeetpal Singh, Cambridge University, United Kingdom.
  215. Sandy Suardi, La Trobe University, Australia.
  216. Grzegorz Szafranski, National Bank of Poland and University of Lodz, Poland.
  217. Sara Taskinen, University of Jyvaskyla, Finland.
  218. Yuan Tian, Boston University, United States.
  219. Kostas Triantafyllopoulos, University of Sheffield, United Kingdom.
  220. Carlos Trucios, Sao Paulo School of Economics - FGV, Brazil.
  221. Ping Chen Tsai, Southern Taiwan University of Science and Technology, Taiwan.
  222. Yetkin Tuac, Ankara University, Turkey.
  223. Fernando Tusell, UPV-EHU, Spain.
  224. Clement Twumasi, Cardiff University, United Kingdom.
  225. Meltem Ucal, Kadir Has University, Turkey.
  226. Ramon Van den Akker, Tilburg University, Netherlands.
  227. Andrey Vasnev, University of Sydney, Australia.
  228. Lazar Velimirovic, Mathematical Institute of the Serbian Academy of Sciences and Arts, Serbia and Montenegro.
  229. Jose Eduardo Vera Valdes, Aalborg University, Denmark.
  230. Urmil Verma, CCS Haryana Agricultural University, India.
  231. Anand Vidyashankar, George Mason University, United States.
  232. Jose Vilar, Universidade da Coruna, Spain.
  233. Tommi Vuorenmaa, Valo Research and Trading, Finland.
  234. Andrew Walden, Imperial College London, United Kingdom.
  235. Chao Wang, The University of Sydney, Australia.
  236. Yongli Wang, University of Essex, United Kingdom.
  237. Brandon Whitcher, Imperial College, University of London, UK.
  238. Marc Wildi, Zurich University, Switzerland.
  239. Olivier Wintenberger, University Paris-Dauphine, France.
  240. Tomasz Wojtowicz, AGH University of Science and Technology, Poland.
  241. Tobias Wolkober, Frankfurt University of Apllied Sciences, Germany.
  242. Max Wornowizki, TU Dortmund University, Germany.
  243. Yongdeng Xu, Cardiff University, United Kingdom.
  244. Grace Yap, The University of Nottingham Malaysia Campus, Malaysia.
  245. OlaOluwa Yaya, University of Ibadan, Nigeria.
  246. Mohammad Reza Yeganegi, Islamic Azad University, Central Tehran Branch, Iran.
  247. Edy Zahnd, Forex and economic research, Switzerland.
  248. Emilio Zanetti Chini, Sapienza University of Rome, Italy.
  249. Ying Zhang, Acadia University, Canada.
  250. Xin Zheng, University of Sydney, Australia.
  251. Zhou Zhou, University of Toronto, Canada.