Inference for Hawkes processes with challenging data. The Hawkes processes are statistical models for the analysis of high-impact event sequences, such as bushfires, earthquakes, infectious diseases, and cyber attacks. When the times and/or marks are missing for some events or when the data is otherwise incomplete, it is challenging to fit these models and perform diagnostic checks on the fitted models. This project aims to develop novel statistical methods to fit these models in the presence of ....Inference for Hawkes processes with challenging data. The Hawkes processes are statistical models for the analysis of high-impact event sequences, such as bushfires, earthquakes, infectious diseases, and cyber attacks. When the times and/or marks are missing for some events or when the data is otherwise incomplete, it is challenging to fit these models and perform diagnostic checks on the fitted models. This project aims to develop novel statistical methods to fit these models in the presence of incomplete data and to check the goodness-of-fit of the fitted models. The expected outcomes include publications documenting these methods and software packages implementing them. The primary benefits include the advancement of statistical methodology and the training of junior research personnel. Read moreRead less
New methods for modelling real-world extremes. This project aims to develop new theory and methods for analysing and predicting extreme values observed in real-world processes. Many existing techniques are limited by convenient mathematical assumptions that commonly do not hold in practice: dependence at asymptotic levels, process stationarity, and that the observed data are direct measurements of the process of interest. As a result, using these techniques may produce undesirable results. Expec ....New methods for modelling real-world extremes. This project aims to develop new theory and methods for analysing and predicting extreme values observed in real-world processes. Many existing techniques are limited by convenient mathematical assumptions that commonly do not hold in practice: dependence at asymptotic levels, process stationarity, and that the observed data are direct measurements of the process of interest. As a result, using these techniques may produce undesirable results. Expected outcomes of this project include theoretically justified data analysis techniques that can accurately model extreme values seen in the real world. Project benefits include more realistic analyses of nationally important applications in climate, bushfire insurance risk, and anomaly detection.Read moreRead less
Feature Learning for High-dimensional Functional Time Series. This project aims to develop new methods and theories for common features on high-dimensional functional time series observed in empirical applications. The significance includes addressing a key gap in adaptive and efficient feature learning, improving forecasting accuracy and understanding forecasting-driven factors comprehensively for empirical data. Expected outcomes involve advances in big data theory and easy-to-implement algori ....Feature Learning for High-dimensional Functional Time Series. This project aims to develop new methods and theories for common features on high-dimensional functional time series observed in empirical applications. The significance includes addressing a key gap in adaptive and efficient feature learning, improving forecasting accuracy and understanding forecasting-driven factors comprehensively for empirical data. Expected outcomes involve advances in big data theory and easy-to-implement algorithms for applied researchers. This project benefits not only advanced manufacturing by finding optimal stopping time for wood panel compression, but also superior forecasting for mortality in demography, climate data in environmental science, asset returns in finance, and electricity consumption in economics. Read moreRead less
Discovery Early Career Researcher Award - Grant ID: DE180100203
Funder
Australian Research Council
Funding Amount
$348,575.00
Summary
Deep space-time models for modelling complex environmental phenomena. This project aims to adapt deep-learning models, used in areas of artificial intelligence such as image tagging and automatic text translation, to improve our understanding of the environment. The project expects to develop new theory for deep-learning models to learn from measurement data and numerical-model output about environmental phenomena that evolve in space and time, such as ice sheets and the atmosphere. Expected out ....Deep space-time models for modelling complex environmental phenomena. This project aims to adapt deep-learning models, used in areas of artificial intelligence such as image tagging and automatic text translation, to improve our understanding of the environment. The project expects to develop new theory for deep-learning models to learn from measurement data and numerical-model output about environmental phenomena that evolve in space and time, such as ice sheets and the atmosphere. Expected outcomes include the ability to provide reliable predictions and quantification of uncertainty on environmental concerns of national importance, such as sea-level rise. Key benefits include improved risk management and mitigation, for example through financial incentives or infrastructure planning.Read moreRead less