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Workshop: Nonlinear Dynamical Methods and Time Series Analysis
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From: Roberto Carniel <carniel65@xxxxxxxxx>
Dear VOLCANO Colleagues,
Please find enclosed the first announcement of the Workshop:
"Nonlinear Dynamical Methods and Time Series Analysis", co-sponsored
by SICC, that will take place in Udine (Italy) on August 30 ?
September 1, 2006.
The strength of the workshop lies in its multidisciplinarity, but I
would like to signal the presence of a session explicitly dedicated to
"Non linear time series analysis in geophysics". Applications to
volcanoes are of course particularly welcome.
Best regards. Roberto Carniel
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Workshop: "Nonlinear Dynamical Methods and Time Series Analysis",
Udine (Italy), August 30 ? September 1, 2006.
Organized by
* Marji Lines, Alfredo Medio, Roberto Carniel - University of Udine
* Sergio Invernizzi, Serena Fonda - University of Trieste
* Aldo Casaleggio - CNR Istituto di Biofisica, Genova
* Sebastiano Manzan - University of Leicester, England
Sponsored by
* MIUR, PRIN2004 131177
* University of Udine
* SICC ? Società Italiana Caos e Complessità
The Workshop is a natural outlet of the PRIN research project on
"numerical and graphical methods for time series analysis" (see
http://tsnonlinear.uniud.it ) . The central objective of the project
is to develop an open source software package in the R environment
which brings together a number of computational methods deriving from
nonlinear dynamical systems theory. We began with threshold
autoregressive models and decided to invite a few scholars who gave
major contributions to the field to present their most recent
research. The Workshop has expanded to include a number of other
related and highly topical approaches and we intend to publish a
selection of papers in a special issue of an international journal.
The topics of the school include:
* nonlinear autoregressive models of various types, such as
threshold models, models with shifting means, regime-switching, local
linear models;
* tests for dependence and modeling dependence;
* nonlinear time series analysis of business cycles and monetary policy;
* nonlinear methods and models for specific types of data such as
financial data, geophysical data or environmental data.
Presentations can be either theoretical or applied in nature. All
presentations are plenary and that there are a limited number of slots
for contributed papers (20 minutes each). The program also includes
poster sessions.
Invited Speakers:
* Howell Tong Department of Statistics at London School of
Economics, and Hong Kong University
* Timo Terasvirta Department of Economic Statistics and
Decision Support at Stockholm School of Economics
* Antonello Provenzale Centro di Ricerca Interuniversitaria e
Monitoraggio Ambientale, and ISAC, Istituto di Scienze dell'Atmosfera
e del Clima (CNR- Torino)
For information and applications, visit the website
http://tsnonlinear.uniud.it/workshop.htm
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