RSFAS Seminar | Dr Michael Bertolacci

Speaker: Dr Michael Bertolacci

Institution: University of Wollongong

Title: AdaptSPEC-X: Spectral analysis of multiple nonstationary time series

Time series that are realisations from nonstationarity processes occur frequently in data analysis, and one category of methods for dealing with this involves estimating the time varying mean and spectrum of the process. For naturally cyclical processes, such as rainfall or seasonal diseases, these techniques have the additional advantage that the spectrum is physically meaningful. We present a Bayesian method called AdaptSPEC-X for spectral estimation in the setting where multiple potentially nonstationary time series are available over a spatial field. The method takes advantage of the spatial dependencies to improve estimation of the time varying mean and spectrum, which also allows for prediction at unknown locations. We describe applications of the method to Australian rainfall data and measles incidence in the US.