Event Date
Speaker: Rebecca Killick (Professor of Statistics, Lancaster University, visiting UC Santa Cruz)
Title: "Nonstationary Forecasting - what can be done?"
Abstract: The fundamentals of nonstationary forecasting have been considered by several authors, but mostly from a theoretical standpoint. A handful of papers provide an implementable forecast but often rely on user-chosen settings for some parameters that are not easily interpreted in the context of the data at hand. This talk presents a fully implemented and automated approach to forecasting locally stationary time series alongside a motivating application from biosciences.
Short Bio: Rebecca Killick received their PhD degree in Statistics from Lancaster University, where they hold a Professor and DIrector of Research positions. For 2024/25 Rebecca is also a visiting Professor at UC Santa Cruz. Their primary research interests lie in development of novel methodology for the analysis of univariate and multivariate nonstationary time series models. Rebecca is highly motivated by real world problems and has worked with data in a range of fields including Bioinformatics, Energy, Engineering, Environment, Finance, Health, Linguistics and Official Statistics. Rebecca is a firm advocate for open source software and contributing to the wider statistical community.
Faculty web-page (links to Lancaster University): https://www.lancs.ac.uk/~killick/