COMPUTATIONAL STATISTICS & DATA ANALYSIS
CALL FOR PAPERS

2nd Special Issue on Time Series Analysis
http://www.elsevier.com/locate/csda

We are inviting submissions for a 2nd special issue of CSDA dealing
with Time Series Analysis.

Time Series Analysis has become one of the most important and widely
used branches of science. The important advances and developments seen
in computational power over this period have helped spur this
development, allowing fast evaluation of many complex and hitherto
intractable statistical problems. The fields of application of time
series span a wide and diverse range of other fields from
neurophysiology to astrophysics, covering such well known areas as the
analysis of biological data, control systems, signal processing and
communications and vibrations engineering.

New applications are developing very quickly and are found in diverse
research areas. The aim of this special issue is to illustrate and
showcase recent advances in computation and data-analytic methods
relevant to time series analysis. We aim to cover research topics
including (but not limited to) non-stationarity, high-dimensional
data, change-point methods, high dimensional models, network data and
measures of dependence.  Novel contributions within this remit are
strongly encouraged. Papers should have a strong computational or
applied time series component in order to be considered for
publication. The special issue will not consider econometric related
papers.  Authors who are uncertain about the suitability of their
papers should contact the special issue Guest Editors.

All submissions must contain original unpublished work not being
considered for publication elsewhere. Submissions will be refereed
according to the standard procedures for Computational Statistics &
Data Analysis. Information about the journal can be found at
http://www.elsevier.com/locate/csda.

The deadline for submissions is 30 August 2024.  However, papers can
be submitted at any time and they will enter the editorial system
immediately.

Papers for the special issue should be submitted using the Elsevier
Editorial Manager tool EM: https://www.editorialmanager.com/csda/.
In the EM please choose the special issue on Time Series, and the
Co-Editor responsible for the special issues.

For further information please send an email to: csda@cmstatistics.org

The special issue Guest Editors:

Stefano Castruccio, University of Notre Dame, USA
Email: scastruc@nd.edu

Herold Dehling, Ruhr-University Bochum, Germany
Email: herold.dehling@ruhr-uni-bochum.de

Yan Liu, Waseda University, Japan
Email: liu@waseda.jp

Shujie Ma, University of California, Riverside, USA
Email: shujie.ma@ucr.edu

Xia Yingcun, National University of Singapore, Singapore
Email: yingcun.xia@nus.edu.sg