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Please note change of time. University of Nottingham ======================== Statistics Seminar, School of Mathematical Sciences =================================================== Date: Thursday May 25th Time: 2.30pm, followed by tea at 3.45pm Venue: Room C12, Maths/Physics Building Speaker: Chris Glasbey (BioSS, Edinburgh) Title: "Time series models for weather data" Abstract: The modelling of weather data poses many interesting challenges for statisticians. For example, what time series models are appropriate for rainfall and solar radiation, which have marginal distributions that are highly non-Gaussian? In this talk, we take radically different approaches for the two variables. By applying a monotonic transformation to rainfall data, marginal normality is achieved. This defines a latent Gaussian variable, with zero rainfall corresponding to censored values below a threshold. For solar radiation data, a new form of nonlinear autoregressive times series is proposed, by specifying joint marginal distributions at low lags to be multivariate Gaussian mixtures. The model is also a special case of multiprocess dynamic linear models. For both models, we consider issues of estimation and usage. For location details and other information see http://www.maths.nottingham.ac.uk/seminars/Statistics.html _________________________________________________________ Philip D. O'Neill School of Mathematical Sciences, University of Nottingham, University Park, Nottingham, England NG7 2RD Tel: +44 (0)115 951 4939 (Direct) Tel: +44 (0)115 951 4949 (School) Fax: +44 (0)115 951 4951 Email: [log in to unmask] WWW: http://www.maths.nott.ac.uk/personal/pdo/index.html %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%