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


This SAMSI/SAVI Workshop was held in Pune, India.


Workshop Home Page

The workshop aimed 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 aimed 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 served to strengthen scientific collaborations between Indian and US researchers by utilization of complementary expertise.


  • 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