2 papers
stat.ME2023
Automatic Locally Stationary Time Series Forecasting with application to predicting U.K. Gross Value Added Time Series under sudden shocks caused by the COVID pandemic
Rebecca Killick, Marina I. Knight, Guy P. Nason +2
Accurate forecasting of the U.K. gross value added (GVA) is fundamental for measuring the growth of the U.K. economy. A common nonstationarity in GVA data, such as the ABML series,…
stat.ME2021
Sequential Estimation of Temporally Evolving Latent Space Network Models
Kathryn Turnbull, Christopher Nemeth, Matthew Nunes +1
In this article we focus on dynamic network data which describe interactions among a fixed population through time. We model this data using the latent space framework, in which th…