Wavelets

Wavelet-Based Modeling of Dependence Structures in Nonstationary Multivariate Time Series

Haibo Wu, Ph.D. Student, Statistics

Nov 4, 15:00 - 17:00

B3 R5209

Wavelets dynamical modeling Time Series Time Series Analysis multivariate nonstationary extreme data multivariate statistics

This thesis develops a unified wavelet-based statistical framework for modeling time-varying, multiscale dependence structures in nonstationary multivariate time series, to establish a rigorous and versatile statistical foundation for wavelet-based dependence analysis, progressing from pairwise crossscale coherence to canonical and partial canonical coherence between sets of signals.

Hernando Ombao

Professor, Statistics

Time Series Spectral Analysis Wavelets Longitudinal Models Mixed Effects Models Functional Magnetic Resonance Imaging Electroencephalograms

KAUST Professor of Statistics Hernando Ombao is an expert in time series models and their applications to designed medical experiments on complex biological processes.