Balliol College, Oxford

Perspectives on Time Series

Time series (measurements of some quantity over time) are studied in many different disciplines including medicine (ECGs, EEGs), climatology (rainfall, temperature), geology (seismic recordings, ice core data), physics (astronomical and sunspot recordings), engineering (control), economics (share prices, volume data), mathematics and statistics (dynamical systems, nonlinear dynamics and chaos), and so on. However, the methods and models used to uncover structure in these particular signals tends to be highly discipline-specific. Could it be that they are all reinventing the wheel, or is there something to be learnt by trying to compare and unify the different approaches to time-series analysis?

Our seminar series aims to promote interdisciplinary collaboration on time series. It is hoped that a greater understanding of the unifying concepts of time-series analysis will be gained by combining multiple perspectives. Each seminar will feature speakers explaining a particular problem in their area of expertise to an interdisciplinary audience. Lessons learnt from other disciplinary perspectives can be shared, which may lead to exciting new collaborations to direct new approaches for the field. Seminars will occur twice per term.

Planned topics

• Time-series analysis in econometrics
• Diagnosis using analysis of medical time-series
• High throughput methods for audio analysis
• Geophysical models of climate variability
• Astronomy and lasers: time-series from physics laboratories

Mailing List

If you’re interested in participating, please ask to join our mailing list by sending a blank email to: bii-timeseries-subscribe@maillist.ox.ac.uk and we will keep you informed of the seminars as they occur. Details of seminars will also be posted to this web page. Please direct any queries to Ben Fulcher at benjamin.fulcher@balliol.ox.ac.uk

Convenors: Ben Fulcher, Andrew Whitby, Nick Jones