activity
20122021
most citedExponentially Weighted Moving Average Charts for Detecting Concept Drift

408 citations · 426 across the 4 of their papers we have counts for

collaborators

7 papers

stat.AP2021

Bayesian Estimation of the ETAS Model for Earthquake Occurrences

Gordon J Ross

The Epidemic Type Aftershock Sequence (ETAS) model is one of the most widely-used approaches to seismic forecasting. However most studies of ETAS use point estimates for the model…

stat.CO20201 cited

Semiparametric Bayesian Forecasting of Spatial Earthquake Occurrences

Aleksandar A. Kolev, Gordon J. Ross

Self-exciting Hawkes processes are used to model events which cluster in time and space, and have been widely studied in seismology under the name of the Epidemic Type Aftershock S…

stat.AP2018

Bayesian hierarchical modelling of sparse count processes in retail analytics

James Pitkin, Ioanna Manolopoulou, Gordon Ross

The field of retail analytics has been transformed by the availability of rich data which can be used to perform tasks such as demand forecasting and inventory management. However,…

stat.AP2018

Dirichlet Process Mixtures of Order Statistics with Applications to Retail Analytics

James Pitkin, Gordon Ross, Ioanna Manolopoulou

The rise of "big data" has led to the frequent need to process and store datasets containing large numbers of high dimensional observations. Due to storage restrictions, these obse…

q-fin.ST201517 cited

Dynamic Multi-Factor Clustering of Financial Networks

Gordon J. Ross

We investigate the tendency for financial instruments to form clusters when there are multiple factors influencing the correlation structure. Specifically, we consider a stock port…

physics.soc-ph2015

Understanding the Heavy Tailed Dynamics in Human Behavior

Gordon J Ross, Tim Jones

The recent availability of electronic datasets containing large volumes of communication data has made it possible to study human behavior on a larger scale than ever before. From…