Time-series of count data are generated in many different contexts, such as web access logging, freeway traffic monitoring, and security logs associated with buildings. Since this...
TheexactlikelihoodfunctionofaGaussianvectorautoregressive-movingaverage(VARMA)model is evaluated in two nonstandard cases: (a) a parsimonious structured form, such as obtained in ...
Time-series segmentation in the fully unsupervised scenario in which the number of segment-types is a priori unknown is a fundamental problem in many applications. We propose a Ba...
We propose a cord distance in the space of dynamical models that takes into account their dynamics, including transients, output maps and input distributions. In data analysis app...
A simple explanation is given of an anomaly often detected in traffic measurement when packet timings are truncated to nearest whole numbers. The correct observed discrete distrib...
Vic Grout, Stuart Cunningham, Denise Oram, Rich He...