Time Series Connect
Sessions run about 55 minutes, typically a 45-minute presentation followed by 10 minutes of discussion. We welcome multiple speakers on a shared theme as well as panel formats.
Each event often ends with a 30-minute Virtual Coffee, where participants can chat, ask questions, and connect. Everyone’s welcome, even if they missed the main talk!
Rebecca Killick, Associate Director of Research and Professor, School of Mathematical and Statistical Sciences, Clemson University
As a community, we don’t do simulation studies well - myself included! We often produce theory for general ARMA orders but give simulation studies with one anecdotal case or maybe a grid of values for an AR or MA orde...
Rob J Hyndman, Vice-Chancellor's Distinguished Professor of Statistics, Department of Econometrics and Business Statistics, Monash University
I will present a statistical framework for identifying anomalies in three time series settings: unusual observations within a single historical series, unusual series within a large collection, and real-time surveilla...
Minchul Shin, Senior Economic Advisor and Machine Learning Economist, Research Department, Federal Reserve Bank of Philadelphia
Text data are increasingly used to measure economic conditions, expectations, policy communication, and other latent variables that are difficult to observe directly. In this talk, I discuss how information extracted ...
