For updates on research projects please see the Blog and search for posts with label ‘Research’; see also

My (reproducible) research interests

  • pattern recognition and complexity in spatio-temporal data
  • machine learning
  • nonparametric forecasting
  • information theory
  • time series
    • long memory
    • dimension reduction and forecasting
    • spectral analysis
    • locally stationary
    • error duration models
  • skewed and heavy-tailed distributions