ProfessorAndrew Walden
Senior Research Investigator
Department of Mathematics - Faculty of Natural Sciences
Orcid identifier0000-0002-2466-929X (opens in a new tab)
- Senior Research InvestigatorDepartment of Mathematics - Faculty of Natural Sciences
- 020 7594 8524 (Work)
- 531, Huxley Building, South Kensington Campus, United Kingdom
RESEARCH
Overview
Theory and application of the discrete and continuous wavelet transforms to problems in the analysis of non-stationary time series.
Time series, particularly complex-valued. Graphical modelling. Applications in geophysics, oceanography and medicine.
Graduating Research students
Emma McCoy. Some New Statistical Approaches to the Analysis of Long Memory Processes, 1994.Alberto Contreras Cristan. Advances in the Analysis of Time Series using Wavelets, 1998.Evangelia Tsakiroglou. Wavelet-based Parametric Spectrum Estimation, 2000.Sofia Olhede. Analysis via Time, frequency and Scale of Nonstationary Signals, 2003.Tarek Medkour. Advances in the Theory and Application of Bivariate Complex Gaussian Vectors, 2007. Sandra Ogunya. Multiscale Analysis of High Frequency Exchange Rate Time Series, 2007. [Joint supervision with Sofia Olhede]Patrick Rubin-Delanchy. Some New Results in the Analysis of Complex-Valued Time Series, 2009. Zi (Sue) Yang. An Examination of Some Significant Approaches to Statistical Deconvolution, 2011. [Joint supervision with Emma McCoy]Chloe Chen. Graphical Modelling of Multivariate Time Series, 2011.Ed Cohen. A Statistical Study of Wavelet Coherence for Stationary and Nonstationary Processes, 2011.Paul Ginzberg. Quaternion Matrices: Statistical Properties and Applications to Signal Processing and Wavelets, 2013.Swati Chandna. Frequency Domain Analysis and Simulation of Multi-Channel Complex-Valued Time Series, 2013.Deborah Schneider-Luftman. Statistical Approaches to Connectivity Estimationfor Multivariate Times Series with Application to EEG Data, 2016.
Rob Wolstenholme. Clustering Time Series Data by Analyzing Graphical Models of Connectivity and the Application to Diagnosis of Brain Disorders.
Theory and application of the discrete and continuous wavelet transforms to problems in the analysis of non-stationary time series.
Time series, particularly complex-valued. Graphical modelling. Applications in geophysics, oceanography and medicine.
Graduating Research students
Emma McCoy. Some New Statistical Approaches to the Analysis of Long Memory Processes, 1994.Alberto Contreras Cristan. Advances in the Analysis of Time Series using Wavelets, 1998.Evangelia Tsakiroglou. Wavelet-based Parametric Spectrum Estimation, 2000.Sofia Olhede. Analysis via Time, frequency and Scale of Nonstationary Signals, 2003.Tarek Medkour. Advances in the Theory and Application of Bivariate Complex Gaussian Vectors, 2007. Sandra Ogunya. Multiscale Analysis of High Frequency Exchange Rate Time Series, 2007. [Joint supervision with Sofia Olhede]Patrick Rubin-Delanchy. Some New Results in the Analysis of Complex-Valued Time Series, 2009. Zi (Sue) Yang. An Examination of Some Significant Approaches to Statistical Deconvolution, 2011. [Joint supervision with Emma McCoy]Chloe Chen. Graphical Modelling of Multivariate Time Series, 2011.Ed Cohen. A Statistical Study of Wavelet Coherence for Stationary and Nonstationary Processes, 2011.Paul Ginzberg. Quaternion Matrices: Statistical Properties and Applications to Signal Processing and Wavelets, 2013.Swati Chandna. Frequency Domain Analysis and Simulation of Multi-Channel Complex-Valued Time Series, 2013.Deborah Schneider-Luftman. Statistical Approaches to Connectivity Estimationfor Multivariate Times Series with Application to EEG Data, 2016.
Rob Wolstenholme. Clustering Time Series Data by Analyzing Graphical Models of Connectivity and the Application to Diagnosis of Brain Disorders.