SAMSI/SAVI: Indo-US Workshop on Time Series Analysis: May 25-30, 2015

This SAMSI/SAVI Workshop will be held in Pune, India.

Workshop Home Page
Apply to workshop at the link above. The application deadline is March 15.

Objectives

The workshop aims to provide an interdisciplinary and multidisciplinary forum encompassing the trends that have developed in linear and statistical data analysis and non linear data analysis. It seeks to create awareness on time series analysis related to fundamental analysis as well as real-life applications and to give hands-on training on implementation of various techniques. It will also strengthen scientific collaborations between Indian and US researchers by utilization of complementary expertise.

Topics

• Review of standard methods in time series analysis
• High-dimensional time series
• Forecasting methods
• High-frequency time series data
• Nonlinear time series and fractal analysis
• Multi fractal measures from time series
• Recurrence Quantification Analysis
• Network Analysis
• Random matrix theory
• Applications in Biology, Earth Science, Climate Change and Finance

Conveners
G. Ambika, IISER, Pune
Richard Smith, SAMSI, USA
Sujit Ghosh, SAMSI, USA

Organizing Committee
Richard Davis, Columbia University, USA
Sujit Ghosh, SAMSI, USA
G. Ambika, IISER, Pune
M. S. Santhanam, IISER, Pune
Anindya Goswami, IISER, Pune
Uttara Naik Nimbalkar, IISER, Pune