Logo

ERCIM Working Group

Computing & Statistics

Statistical Signal Extraction and Filtering


The need to extract signals and other components from time series is a requirement in many empirical sciences, including Medicine, Engineering, Economics and Climatology, to name but a few. Nowadays, a wide variety of methods are available, including Wiener-Kolmogorov Filtering, Kalman Filtering, Filtering for Non-linear and non-Gaussian Models, Semiparametric Regression, Principal Components Analysis, and Wavelet Analysis.


The track concerns with the use of computational and numerical methods for solving theoretical and practical issues associated with filtering and signal extraction algorithms, the impact of the techniques on the relevant subject areas, and specific applications involving computing and data analysis.


Co-Chairs:

D.S.G. (Stephen) Pollock, Queen Mary University of London, UK. E-mail: Send
Tommaso Proietti, University of Roma "Tor Vergata", Italy. E-mail: Send
Esther Ruiz, Universidad Carlos III, Madrid, Spain. E-mail: Send

Members

    1. Andres M. Alonso, Universidad Carlos III de Madrid, Spain.
    2. Umberto Amato, CNR, Naples, Italy.
    3. Anestis Antoniadis, Universite Joseph Fourier, France.
    4. Marcos Bujosa, Universidad Complutense de Madrid, Spain.
    5. Gianluca Cubadda, University of Roma "Tor Vergata", Italy.
    6. Daniela De Canditiis, CNR, Rome, Italy.
    7. Manfred Deistler, University of Technology , Vienna, Austria.
    8. Paul Eilers, Leiden University Medical Centre, The Netherlands.
    9. Konstantinos Fokianos, University of Cyprus.
    10. Antonio Garcia Ferrer, Universidad Autonoma de Madrid, Spain.
    11. William J. Fitzgerald, University of Cambridge, UK.
    12. Simon Godsill, University of Cambridge, UK.
    13. Roland Fried, Universidad Carlos III de Madrid, Spain.
    14. Ed. Godolphin, Royal Holloway, University of London, UK.
    15. Victor Gomez, Ministerio de Economia y Hacienda, Spain.
    16. Svend Hylleberg, University of Aarhus, Denmark.
    17. Miguel Jerez, Universidad Complutense de Madrid, Spain.
    18. Alessandra Luati, University of Bologna, Bologna, Italy.
    19. Agustin Maravall, Bank of Spain, Spain.
    20. Terrence Mills, Loughborough University, UK.
    21. Fionn Murtagh, Royal Holloway, University of London, UK.
    22. Sophia Olhede, Imperial College, University of London, UK.
    23. Jeremy Penzer, London School of Economics, London, UK.
    24. Christophe Planas, The European Commission, Italy.
    25. D.S.G. (Stephen) Pollock, Queen Mary University of London, UK
    26. Tommaso Proietti, University of Roma "Tor Vergata", Italy.
    27. Paola Palmitesta, University of Siena, Italy
    28. Corrado Provasi, University of Padova, Italy
    29. Olivier Renaud, University of Geneva, Switzerland.
    30. Esther Ruiz, Universidad Carlos III, Madrid, Spain.
    31. Bernd Schips, ETHZ, Switzerland.
    32. Kostas Triantafyllopoulos, University of Sheffield, UK.
    33. Tommi Vuorenmaa, University of Helsinki, Finland.
    34. Andrew Walden, Imperial College, University of London, UK.
    35. Brandon Whitcher, GlaxoSmithKline, UK.
    36. Marc Wildi, Institute of Data Analysis, ZHW, Switzerland.


Auxiliary members

    1. Raquel Prado, University of California Santa Cruz, USA.


Created by Computing & Statistics Working Group 2007