THE ROYAL STATISTICAL SOCIETY
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TIMSAC (Time Series and Applications) Study Group Meeting
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Thursday 14 January 1999, 4:00 pm
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The Royal Statistical Society, 12 Errol Street, London EC1
(Nearest Underground stations: Barbican, Moorgate)
DAVE DENNISON (Imperial College)
"Multitaper testing of closely spaced spectral lines:
An application using Ulysses magnetic field data"
BARRY QUINN (UMIST)
"Fitting mixed sinusoidal/AR models to time series with missing values"
A L L A R E W E L C O M E !
SUMMARIES
DAVE DENNISON
In this talk we develop statistical testing methodology for closely
spaced spectral lines based on multitaper spectrum estimates. This
methodology is shown to detect the solar rotation frequency and
its harmonics in the magnetic field data recorded by the first spacecraft
to traverse the poles of the Sun, namely Ulysses.
Tea break at 4:45 p.m.
BARRY QUINN
Time series with periodic components may be modelled as sums of sinusoids,
with frequencies multiples of a fundamental, with added coloured noise.
Quinn & Thomson (1991)* developed estimation and testing procedures for these
models. We address two problems ignored there - estimating the spectral
density and coping with missing values.
*Quinn, B.G. and Thomson, P.J. (1991). Estimating the frequency of a periodic
function, Biometrika, 78, 65-75.
Information on TIMSAC can be found on:
http://www.zoo.cam.ac.uk/timsac/timsac.htm
or contact:
[log in to unmask],
Barbel Finkenstadt, University of Cambridge, Dept of Zoology,
Downing Street, Cambridge CB2 3EJ, tel/fax ++44 (0)1223 336644
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