6 papers
Bayesian estimation of trend components within Markovian regime-switching models for wholesale electricity prices: an application to the South Australian wholesale electricity market
Angus Lewis, Nigel Bean, Giang Nguyen
We discuss and extend methods for estimating Markovian-Regime-Switching (MRS) and trend models for wholesale electricity prices. We argue the existing methods of trend estimation u…
Estimation of Markovian-regime-switching models with independent regimes
Nigel Bean, Angus Lewis, Giang Nguyen
Markovian-regime-switching (MRS) models are commonly used for modelling economic time series, including electricity prices where independent regime models are used, since they can…
A framework for streamlined statistical prediction using topic models
Vanessa Glenny, Jonathan Tuke, Nigel Bean +1
In the Humanities and Social Sciences, there is increasing interest in approaches to information extraction, prediction, intelligent linkage, and dimension reduction applicable to…
Semi-supervised graph labelling reveals increasing partisanship in the United States Congress
Max Glonek, Jonathan Tuke, Lewis Mitchell +1
Graph labelling is a key activity of network science, with broad practical applications, and close relations to other network science tasks, such as community detection and cluster…
A discontinuous Galerkin method for approximating the stationary distribution of stochastic fluid-fluid processes
Nigel Bean, Giang T. Nguyen, Malgorzata M. O'Reilly +1
Introduced by Bean and O'Reilly (2014), a stochastic fluid-fluid process is a Markov processes , where the first fluid is driven by the Markov c…
SMERC: Social media event response clustering using textual and temporal information
Peter Mathews, Caitlin Gray, Lewis Mitchell +2
Tweet clustering for event detection is a powerful modern method to automate the real-time detection of events. In this work we present a new tweet clustering approach, using a pro…