3 papers
stat.AP2025
Forecasting UK Consumer Price Inflation with RaGNAR: Random Generalised Network Autoregressive Processes
Guy P. Nason, Henry Antonio Palasciano
This article forecasts CPI inflation in the United Kingdom using Random Generalised Network Autoregressive (RaGNAR) Processes. More specifically, we fit Generalised Network Autoreg…
math.ST2025
Continuous Time Locally Stationary Wavelet Processes
Henry Antonio Palasciano, Marina I. Knight, Guy P. Nason
This article introduces the class of continuous time locally stationary wavelet processes. Continuous time models enable us to properly provide scale-based time series models for i…
stat.ME2024
A multiscale method for data collected from network edges via the line graph
Dingjia Cao, Marina I. Knight, Guy P. Nason
Data collected over networks can be modelled as noisy observations of an unknown function over the nodes of a graph or network structure, fully described by its nodes and their con…