Press Release:

Recent Advances and Trends in Time Series Analysis: Nonlinear Time Series, High Dimensional Inference and Beyond

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).

BIRS Scientific Director, Nassif Ghoussoub
E-mail: birs-director[@]birs.ca
http://www.birs.ca/~nassif