Recent Advances and Trends in Time Series Analysis: Nonlinear Time Series, High Dimensional Inference and Beyond (14w5157)

Arriving in Banff, Alberta Sunday, April 27 and departing Friday May 2, 2014

Organizers

(University of Waterloo)

(University of Ottawa)

(University of Western Ontario)

Description

The Banff International Research Station will host the "Recent Advances and Trends in Time Series Analysis: Nonlinear Time Series, High Dimensional Inference and Beyond" workshop from April 27th to May 2nd, 2014.


With the advent of massive and complex data sets and especially phenomenon of high
frequency and ultra high frequency observations, the classical paradigms of linear
time series s not applicable, which leads to a booming interest in developing novel
methodology in time series analysis.


The unifying theme for the conference will be start-of-the-art methodology and
applications of time series, in a general sense. The workshop aims to enhance exchange
of research ideas on new challenges for the theoretical foundations as well as the
implementation and numerical properties of modern time series. In particular,
the conference will explore the current state and future directions needed for
such very important class of data problems as nonlinear time series and high dimensional
inference for time series.





The Banff International Research Station for Mathematical Innovation and Discovery (BIRS) is a collaborative Canada-US-Mexico venture that provides an environment for creative interaction as well as the exchange of ideas, knowledge, and methods within the Mathematical Sciences, with related disciplines and with industry. The research station is located at The Banff Centre in Alberta and is supported by Canada's Natural Science and Engineering Research Council (NSERC), the U.S. National Science Foundation (NSF), Alberta's Advanced Education and Technology, and Mexico's Consejo Nacional de Ciencia y Tecnología (CONACYT).