Stochastic Modelling and Time Series

The research carried out under this theme covers the development of generic stochastic models and the investigation of their properties, as well as modelling and inference for applications in a range of physical and biological sciences. Major components include:

  • modelling and inference for spatial-temporal processes, with important applications in environmental sciences including hydrology, climatology, and atmospheric science,
  • theoretical research on epidemic models and genetics, leading to applications in the life sciences and insight on biological mechanisms.

Theme members

Name Position Selected Applications
Serge Guillas Reader (Theme Lead)  
Alexandros Beskos Lecturer  
Richard Chandler Senior Lecturer  
Hilde Wilkinson-Herbots Lecturer  
Valerie Isham Professor  
Giampiero Marra Lecturer  
James Nelson Lecturer  
Paul Northrop Lecturer  
Sofia Olhede Professor Ecology, Neuroscience, Earth Science, Oceanography
Afzal Siddiqui Senior Lecturer  Energy economics, risk management
Somayeh Heydari
Postdoctoral Research Associate
Stochastic optimisation, energy price modelling
Anton Flugge
PhD Student   
Victoria Harris
PhD Student
Zhen Li PhD Student  
Lajos Maurovich-Horvat
PhD Student
Risk management, energy, stochastic programming
Farha AlKuwari
PhD Student Statistical downscaling, ground level ozone
Ah Yeon Park
PhD Student Functional data, semi-parametric regression, stratospheric ozone
Andria Sarri
PhD Student Emulation of tsunami models

Recent research grants

  • Hydrological extremes and feedbacks in the changing water cycle, Feb 2011 - Feb 2014 (Chandler PI)
  • Leverhulme Research Fellowship, "stratospheric ozone and climate change" Jan. 2011- Dec. 2012 (Guillas PI)
  • EPSRC Leadership Fellowship High Dimensional Models for Multivariate Time Series Analysis (EP/I005250/1) Oct. 2010–Sept. 2015 £1,220,055. (Olhede PI)
  • NERC Studentship (NE/F013051/1) Oct. 2008– Sept. 2012 £71,343. Multiscale Analysis of Integrated and Species-Specific Response to Climate Forcing and Eutrophication in Northern European Seas
  • EPRSC Network Grant (EP/F031157/1) Jan. 2008–Dec. 2010 £ 102,403. Network on multiScale Information, RePresentatIon and Estimation -- (INSPIRE)
  • EPSRC Springboard Fellowship Oct. 2007–Sept. 2008 £122,637. Modelling Complex-Valued Diffusion Tensor Imaging Data and Efficient Methods for Inference (EP/E031536/1)
  • 2006 (2 months) EPSRC Visiting Fellowship for Professor Harry Pavlopoulos. Spatial-temporal variability of observed and simulated rainfall fields. £6K
  • 2006-2007 New Researcher Fellowship, Statistical and Applied Mathematical Sciences Institute (SAMSI), (Guillas)
  • 2005-2007. EPA STAR Grant, Center for Integrating Statistical and Environmental Science, University of Chicago. (Guillas, co-PI)
  • 2003-2006 DEFRA project FD2113. Spatial-temporal rainfall modelling with climate change scenarios (Chandler and Isham jointly with Onof and Wheater at Imperial College) £154K.
  • 2002-2005. DEFRA project FD2115. Improved Methods for National Spatial-Temporal Rainfall and Evaporation Modelling for BSM. (Chandler and Isham jointly with Onof and Wheater at Imperial College) £683K
  • 2002-2005 NERC Environmental Mathematics and Statistics studentship: Modelling of the Geochemical Mobility of Arsenic in Cornwall. (Isham jointly with Glass at Exeter) £54K

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