Community Research and Development Information Service - CORDIS

Periodic Report Summary 1 - ANLSDA (Advance Challenging Statistical Analysis for Massive High-Dimensional Nonlinear Spatial Time Series)

In general, nonlinear features in spatial/temporal modelling are not possible within the traditional scope of covariance structures, and require more sophisticated tools. This project under the support by the MC-CIG therefore aims to develop new tools for modelling and prediction with nonlinear time-lagged and spatial neighbouring effects well considered for spatial time series data.

In order to avoid the dangers of possible model mis-specification in using parametric approaches, we are developing nonparametric and semiparametric techniques for nonlinear spatio-temporal modelling and prediction, which allow the data to speak for themselves in determining the complex form of mathematical relationships between variables without prespecifying a parametric structure on the data-generating process.

Work and main results in the past two years include:

(i) This career integration grant has significantly helped the fellow to achieve important scientific progress/results, with 4 publications under this grant support by such top journals as Journal of American Statistical Association and Journal of Econometrics, in addition to other working papers and 5 publications, focusing on new semiparametric methods developed for non-Gaussian/nonlinear modelling of spatial and time series data.

(ii) Not only so, this grant has greatly supported the fellow to develop his smooth transition in research from Australia to the UK as a professor/chair in statistics at University of Southampton, with a study group of RiSMOR (Research in Statistical Modelling and Optimisation on Risks) initiatively established by the fellow together with his colleagues for his research career development integrated with the colleagues at Southampton.

(iii) In addition, under the support of this grant, since May 2014, the fellow has actively participated in more than 10 local and international seminars, workshops and conferences, either as an invited speaker or as an organiser of the sessions of conferences, for examples, the fellow being the member of the Scientific Program Committee of the International Conferences on Computational and Financial Econometrics in 2015 and 2016 and organising sessions on spatial econometrics and financial time series econometrics, which all greatly help promote the research under this project.

In short, the work and results the fellow has established in the past two years have laid a solid base for the work to be continued in this project under the support of this MC-CIG. It can be expected that the final results with this project will continue to generate high quality publications and the active involvement in international academic activities in seminars, workshops and conferences will help to promote the research continued in this project, generating potential socio-economic impact by providing more efficient and robust methodologies for practitioners and policy-makers with the objectives from this project more achieved. No doubt, the project is being well carried out under the support of this MC-CIG grant.

Reported by

United Kingdom


Life Sciences
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