THE ROYAL STATISTICAL SOCIETY
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TIMSAC (Time Series and Applications) Study Group Meeting
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Thursday, 14. May 1998, at 4 p.m.
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The Royal Statistical Society, 12 Errol Street, London EC1
(Nearest Underground stations: Barbican, Moorgate)
YUDI PAWITAN
(University College Dublin)
" Estimation of the parameters of non-Gaussian non-minimum
phase convolution models"
PETER CRAIG
(University of Durham)
" Forecasting and decision-making for hydrocarbon reservoirs and
other complex spatial-temporal systems "
A L L A R E W E L C O M E !
SUMMARIES
YUDI PAWITAN:
The problem is equivalent to the estimation of
non-invertible MA models or source functions in geophysics. Time
series methods arbitrarily impose the invertibility or minimum-phase
condition. This affects the source function, the deconvolution filter and the
prediction variance. The talk will review recent works, including
maximum (quasi-)likelihood and minimum entropy deconvolution methods.
Tea break at 4:45 p.m.
PETER CRAIG:
For a complex system such as an oil reservoir, important insight often
comes from a simulator, software which simulates the system's temporal
evolution. Conventional statistical forecasting methods do not
readily include the simulator's role. A Bayesian approach to
forecasting such systems will be presented and illustrated using a
real reservoir.
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FORTHCOMING TIMSAC meeting: 18. June 1998 , 4 - 6 p.m. at the RSS
Ottar N. Bj/ornstad (University of Oslo, Norway):
" Statistical population dynamics in animals with complicated
life cycle: two case studies"
Cees Diks (University of Kent):
" Estimating invariants of noisy attractors "
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Information on TIMSAC can be found on:
http://www.zoo.cam.ac.uk/timsac/timsac.htm
or contact:
Barbel Finkenstadt, University of Cambridge, Dept of Zoology,
Downing Street, Cambridge CB2 3EJ, [log in to unmask]
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