Delaware Chapter, ASA
Dinner Meeting: April 2012
NOTE: Times are shifted slightly earlier than usual, starting at 5:45 PM. Note:
Meeting location: Townsend Hall on the University of Delaware campus. Townsend Hall
Issa Zakeri, PhD|
Drexel University School of Public Health
Time reversibility of stationary processes
Most problems in time series go far beyond serial correlation and variability or volatility clustering. It is known that major cyclical variables display asymmetric behavior during various phases of the cycle. Time reversibility is a broad concept of asymmetry or symmetry in time series. In this talk, we consider time reversibility and prediction of stationary autoregressive processes with finite variance. We obtain a simple test for time reversibility. We also discuss time reversibility and prediction of stable processes.
Issa Zakeri's research areas include time series analysis, longitudinal data analysis, multivariate statistical analysis, sequential analysis, stochastic modeling and their applications to scientific problems. His primary area of applied research over the last six years has been in the application of statistical methods to behavioral, biological and medical sciences, in particular in the areas of 1) nutrimetrics -- the application of statistical methods to problems in nutrition. The goal is to advance, develop and apply more accurate and computationally flexible statistical techniques to analyze and understand better many complex problems in nutrition, in particular behavioral nutrition; and 2) stochastic modeling and prediction of energy expenditure in children and adolescents. The research programs involve theoretical studies as well as computational methods in many branches of statistics, particularly analysis of high-dimensional and longitudinal data.
|Date:||Thursday, April 19, 2012
|Time:||Social time -- 5:45 pm
Buffet -- 6:00 pm
Speaker -- 6:30 pm
South College Ave.
University of Delaware
Newark, DE Directions/Map
|Menu:||(Catered by Aramark, University of Delaware Food Services)|
|Cost:||$20 for members/others, students $5, FREC students free|
|Note:||Please be sure to RSVP by this date. Aramark requires an accurate count of the number of plates three days prior to an event, and we pay by the plate.|
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