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SSA WA: Network Time Series (Prof. Guy Nason, 2023 Frank Hansford-Miller Fellow)

  • 18 Apr 2023
  • 6:00 PM - 7:00 PM
  • Cheryl Praeger Lecture Room, The University of Western Australia

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The Frank Hansford-Miller Fellowship subcommittee of the WA Branch of the Statistical Society of Australia (SSA) is pleased to announce that the Fellow for 2023 is Professor Guy Nason of Imperial College London.

Professor Nason will be delivering his lecture at our April gathering and has requested that this event be in-person only without online streaming.

Further information on the Fellowship is available here.

Date: Tuesday, 18 April 2023.
Time: 6:00PM.
Location: Cheryl Praeger Lecture Room, The University of Western Australia.

NB: this event is on the third Tuesday rather than the second Tuesday of the calendar month which is typical of regular SSA WA gatherings.

Network Time Series

Professor Guy Nason, Imperial College London.

A network time series is a multivariate time series where the individual series are known to be linked by some underlying network structure. Sometimes this network is real and known beforehand, but sometimes one assumes an unknown virtual network and tries to infer it along with the modelling.

Network time series are becoming increasingly common, long and collected over a massive number of variables. There are many variants including network time series whose underlying network changes over time, multiple network time series, series with different link types, antagonistic network time series, count data series to name but a few.

This talk advertises some recent methods for the modelling and fitting of network time series, pros and cons and, in some circumstances, attractive forecasting performance. We plan to show examples from epidemiology and economics, sometimes both together.

About the Speaker

Guy Nason is Chair in Statistics at Imperial College London. He has undertaken research in the areas of wavelets and time series analysis, particularly in the area of non-stationary time series.

A major current research direction is network time series in which he is involved in the NeSTProgramme Grant - a partnership of nine investigators at the six UK universities of Bath, Bristol, LSE, Oxford, York and Imperial. He is particularly interested in the statistical modelling of wine production and is especially interested in modelling the wines of Western Australia.

Refreshments and Dinner

Members and visitors are invited to mingle over wine and cheese from 5:30PM onwards at the venue.

Following the meeting all are invited to join the Fellow for dinner at a nearby restaurant. Visitors are welcome.

Venue Directions

The Cheryl Praeger Lecture Room is located on the ground floor of the Mathematics building at The University of Western Australia. Its entrance is on the northern side of the building. See: UWA Maps, Google Maps.

Parking is free on the UWA Crawley campus after 5:00PM. A convenient place to park is Car Park 18 accessible from Fairway Entry 1.

For further information please contact the WA Branch Secretary (ssa.wa.secretary@gmail.com).
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