Grant: Discovery Grants Program - Individual
University of Western Ontario
$48,000.00
Time Series Models: Sparsity, Mis-specification and Forecasting
EF 2021-22
Résumé
Bayesian hiearchical spatio-temporal models; clustering and classification of time series; forecasting volatility; microarray time series experiments and periodicity tests; multivariate time series; optimal forecasts for transformed series; sparsity, mis-specification and prediction; statistical computing; testing for whiteness in weakly dependent time series; time series analysis, model building, forecasting
Programme
Discovery Grants Program - Individual
Bénéficiaire
Emplacement
Ontario, Canada
Type de bénéficiaire
Academia
Type
Grant
Source
NSERC's Awards Data
Tel que publié
Application id
RGPIN-2017-06082
Name nom
McLeod, Angus Ian
Department département
Department of Statistical and Actuarial Sciences
Organization id
36
Institution établissement
University of Western Ontario
Province en
Ontario
Province fr
Ontario
Country en
CANADA
Country fr
CANADA
Fiscal year exercice financier
2021
Competition year année de concours
2017
Award amount
48000
Program id
RGPIN
Program name en
Discovery Grants Program - Individual
Program name fr
Programme de subventions à la découverte - individuelles
Group en
Discovery grants programs
Group fr
Programmes de subventions à la découverte
Committee code
1508
Committee name en
Mathematics and Statistics
Committee name fr
Mathématiques et statistique
Area of application code
801
Area of application group en
Information and communication services
Area of application group fr
Services d'information et de télécommunications
Area of application en
Computer software
Area of application fr
Logiciel
Research subject code
3002
Research subject group en
Statistics and probability
Research subject group fr
Statistique et probabilité
Research subject en
Time series analysis
Research subject fr
Analyse des séries chronologiques
Installment
inst:5; 6
Partie
2
Nb partie
6
Application title
Time Series Models: Sparsity, Mis-specification and Forecasting
Keyword
NSERC
Application summary
Bayesian hiearchical spatio-temporal models; clustering and classification of time series; forecasting volatility; microarray time series experiments and periodicity tests; multivariate time series; optimal forecasts for transformed series; sparsity, mis-specification and prediction; statistical computing; testing for whiteness in weakly dependent time series; time series analysis, model building, forecasting
