Speaker |
Adam Sykulski |
|---|---|
Affiliation |
UCL |
Date |
Friday, 22 June 2012 |
Time |
12:30-14:00 |
Location |
Zoom |
Link |
Darwin B15 Biochemistry LT |
Event series |
Jump Trading/ELLIS CSML Seminar Series |
Abstract |
We have a large data set from 10,000 or so floating devices which drift around the Earth's oceans. Summarising these 'ocean surface trajectories’ is best done using time series analysis. In this talk we provide a general introduction to time series analysis, with a focus on complex-valued time series and spectral domain analysis - which is particularly useful for ocean data (and indeed many other applications). We then construct a semi-parametric statistical model for ocean surface trajectories which is composed of a combination of stochastic processes. We demonstrate the usefulness of our model in terms of detecting and summarising changes in the behaviour of the data - which helps the oceanographers understand how the movement of oceans change over time and space. Slides for the talk: PDF |
Biography |