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IMA Workshop 4
Time Series Analysis and Applications to Geophysical Systems
November 12-15, 2001


Mathematics in the Geosciences, September 2001 - June 2002

Organizers:

David R. Brillinger
Department of Statistics
University of California-Berkeley
brill@stat.berkeley.edu

Enders Robinson
Department of Earth and Environmental Engineering
Columbia University

ear11@columbia.edu

Frederic Schoenberg
Department of Statistics
University of California-Los Angeles
frederic@stat.ucla.edu

Robert H. Shumway
Department of Statistics
University of California at Davis
rhshumway@ucdavis.edu

 

Time series methods, both univariate and multivariate, provide important sources of information for the analysis and identification of dynamical properties of a wide range of physical systems. Traditional approaches are based on the statistics of random processes. More recent approaches incorporate ideas from the ergodic theory of dynamical systems. The cross-fertilization of these two approaches provides unique opportunities for the application of time-series methods to the geosciences. The goal of this workshop is to seek out new opportunities to apply recent advances in the statistical analysis of time series to geophysical applications. Intended participants are statisticians interested in new applications, and earth scientists seeking to learn about recent advances in the application of modern statistical methods.

This workshop will start with a tutorial on the statistical and dynamical approaches to time-series analysis, including time-domain and spectral tools, as well as point processes. Recent methods, such as wavelets, the multitaper method, and singular-spectrum analysis, will be covered. Applications will include various solid-earth time series, including earthquake magnitudes and volcanic events, magnetic field reversals and sunspot counts, as well as intraseasonal, interannual, interdecadal, and paleoclimatic time series. Owing to the currency of the topic, a special tutorial session will be organized to provide mathematicians and other non-specialists with some perspectives on the issues of global change, notably the greenhouse effect and global warming.

WORKSHOP SCHEDULE

Monday Tuesday
MONDAY, NOVEMBER 12
All talks are in Lecture Hall EE/CS 3-180 unless otherwise noted.
8:30 am Coffee and Registration

Reception Room EE/CS 3-176

9:15 am Douglas N. Arnold, Robert Gulliver, and Robert H. Shumway Welcome and Introduction
9:30 am Murray Rosenblatt
University of California, San Diego

Linear Stationary Non-Gaussian Time Series

Slides

10:30 am Coffee Break Reception Room EE/CS 3-176
11:00 am Richard A. Davis
Colorado State University
Maximum Likelihood Estimation for All-Pass Models
12:00 pm
Lunch Break
2:00 pm Tohru Ozaki
The Institute of Statistical Mathematics

Innovation Approach to the Identification of Nonlinear Causal Models in Time Series Analysis

Slides:   html   pdf    powerpoint

3:30 pm IMA Tea/Reception
A variety of appetizers and beverages will be served.
Reception Room EE/CS 3-176
TUESDAY, NOVEMBER 13
All talks are in Lecture Hall EE/CS 3-180 unless otherwise noted.
9:00 am Coffee Reception Room EE/CS 3-176
9:30 am Keh-Shin Lii
University of California
Nonparametric Estimation of the Intensity Function of a Point Process
10:30 am Coffee Break Reception Room EE/CS 3-176
11:00 am Wei Biao Wu
University of Chicago

A New Look at the Change-point Problem

Slides

12:00 pm
Lunch Break
2:00 pm
Donald L. Turcotte
Cornell University

Self-affine time series: measures and applications in geophysics

Slides

3:00 pm
Ana Monica Costa Antunes
University of Manchester

Non-linear Analysis of Spatial Time Series

Slides:   html   pdf   powerpoint

3:30 pm
Zhongjie Xie
Peking University
Hidden Periodicities Analysis for Spatial Data and its Application in Geophysics
4:00 pm Coffee Break Reception Room EE/CS 3-176
4:30 pm
                                      Discussion Session 
 Leaders:
Robert H. Shumway
University of California, Davis
Dale N. Anderson
Pacific Northwest National Laboratory
WEDNESDAY, NOVEMBER 14
All talks are in Lecture Hall EE/CS 3-180 unless otherwise noted.
9:00 am Coffee Reception Room EE/CS 3-176
9:30 am Donald B. Percival
University of Washington

Modeling North Pacific Climate Time Series

slides.pdf     figures.pdf

10:30 am Coffee Break Reception Room EE/CS 3-176
11:00 am Tata S. Subba-Rao
University of Manchester Institute of Science and Technology
Non stationary time series analysis of Global Temperature anamolies
12:00 pm
Lunch Break
2:00 pm
David J. Thomson
Bell Labs
Musings on "Long-Memory" Processes
2:30 pm Edward J. Wegman
George Mason University
Pixel Tours
3:00 pm Shaleen Jain
NOAA Climate Diagnostics
Multiple Time-scale Climate Controls on Flood probabilities: Examples from the Western United States
3:30 pm Coffee Break Reception Room EE/CS 3-176
4:00 pm                                          Discussion Session 
 Leader:
David S. Stoffer
University of Pittsburgh
Title: A Sleepy Observer Problem --- how do you spectral analyze data from a point process when the observer keeps falling asleep?
6:00 pm Workshop Dinner Kikugawa at Riverplace, 43 Main St. S.E. Minneapolis
THURSDAY, NOVEMBER 15
All talks are in Lecture Hall EE/CS 3-180 unless otherwise noted.
9:00 am Coffee Reception Room EE/CS 3-176
9:30 am Robert H. Shumway
University of California
Nonparametric Deconvolution of Seismic Depth Phases
10:30 am Coffee Break Reception Room EE/CS 3-176
11:00 am Genshiro Kitagawa
The Institute of Statistical Mathematics

State Space Approach to Signal Extraction Problems in Seismology

Slides:   html    pdf    powerpoint

12:00 pm
Conclusion and Lunch
Monday Tuesday

LIST OF CONFIRMED PARTICIPANTS
(in addition to postdocs and long-term participants)

As of 11/13/2001
Name
Department Affiliation
Dale N. Anderson   Pacific Northwest Laboratory
Elizabeth M. Andrews Statistics Colorado State University
Ana Monica Costa Antunes Mathematics UMIST
Doug Arnold   Institute for Mathematics & its Applications
Christopher Binghamn Statistics University of Minnesota
Richard Davis Statistics Colorado State University
William T.M. Dunsmuir Biostatistics, Statistics University of Minnesota
Robert Gulliver   Institute for Mathematics & its Applications
Roger Hansen Geophysical Institute University of Alaska Fairbanks
Shaleen Jain CIRES Climate Diagnostics Center NOAA
Sung-Eun Kim Mathematical Sciences University of Cincinnati
Genshiro Kitagawa Prediction and Control The Institute of Statistical Mathematics
Keh-Shin Lii Statistics University of California, Riverside
Gary W. Oehlert Statistics University of Minnesota
Tohru Ozaki Statistical Methodology The Institute of Statistical Mathematics
Donald B. Percival Applied Physics Laboratory University of Washington
Gabriel A. Rodriguez-Yam Statistics Colorado State University
Murray Rosenblatt Mathematics University of California, San Diego
Fadil Santosa   Institute for Mathematics & its Applications
Robert Shumway Statistics University of California, Davis
David S. Stoffer Biostatistics University of Pittsburg
Tata Subba Rao Mathematics UMIST
Tze Chein Sun Mathematics Wayne State University
David J. Thomson   Bell Laboratories
Donald Turcotte Geological Sciences Cornell University
Edward J. Wegman Centre for Computational Statistics George Mason University
Asst Wei Biao Wu Statistics University of Chicago
Zhongjie Xie Mathematical Science Peking University

Mathematics in the Geosciences, September 2001 - June 2002

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