Professor Idris Eckley
ProfessorResearch Interests
- Wavelets and multiscale methods
- Time series: methods and applications
- Changepoint analysis
- Statistics in Business and Finance
The uncertainty of storm season changes: quantifying the uncertainty of autocovariance changepoints
Nam, C., Aston, J., Eckley, I., Killick, R. 13/07/2015 In: Technometrics. 57, 2, p. 194-206. 13 p.
Journal article
Divisive clustering of high dimensional data streams
Hofmeyr, D., Pavlidis, N., Eckley, I. 2015 In: Statistics and Computing.
Journal article
Estimating the population local wavelet spectrum with application to non-stationary functional magnetic resonance imaging time series
Gott, A., Eckley, I., Aston, J. 2015 In: Statistics in Medicine.
Journal article
Efficient penalty search for multiple changepoint problems
Haynes, K., A. Eckley, I., Fearnhead, P. 11/12/2014 In: arxiv.org.
Journal article
Estimating time-evolving partial coherence between signals via multivariate locally stationary wavelet processes
Park, T.A., Eckley, I., Ombao, H. 15/10/2014 In: IEEE Transactions on Signal Processing. 62, 20, p. 5240 - 5250. 11 p.
Journal article
A multiscale test of spatial stationarity for textured images in R
Nunes, M., Taylor, S., Eckley, I. 06/2014 In: The R Journal. 6, 1, p. 20-30. 11 p.
Journal article
Proposal of the vote of thanks for the paper by Frick, Munk and Sieling
Eckley, I. 06/2014 In: Journal of the Royal Statistical Society: Series B (Statistical Methodology). 76, 3, p. 541-542. 2 p.
Journal article
A test of stationarity for textured images
Taylor, S., Eckley, I., Nunes, M. 2014 In: Technometrics. 56, 3, p. 291-301. 11 p.
Journal article
Classification of non‐stationary time series
Krzemieniewska, K., Eckley, I., Fearnhead, P. 2014 In: Stat. 3, 1, p. 144-157. 13 p.
Journal article
Spectral correction for locally stationary Shannon wavelet processes
Eckley, I., Nason, G.P. 2014 In: Electronic Journal of Statistics. 8, 1, p. 184-200. 17 p.
Journal article
changepoint: an R package for changepoint analysis
Killick, R., Eckley, I. 2014 In: Journal of Statistical Software. 58, 3, p. 1-19. 19 p.
Journal article
The effect of recovery algorithms on compressive sensing background subtraction
Davies, R., Mihaylova, L., Pavlidis, N., Eckley, I. 10/2013 In: Sensor Data Fusion. IEEE p. 1-6. 6 p.
Paper
A note on the effect of wavelet choice on the estimation of the evolutionary wavelet spectrum
Gott, A., Eckley, I. 02/2013 In: Communications in Statistics – Simulation and Computation. 42, 2, p. 393-406. 14 p.
Journal article
A wavelet-based approach for detecting changes in second order structure within nonstationary time series
Killick, R., Eckley, I., Jonathan, P. 2013 In: Electronic Journal of Statistics. 7, p. 1167-1183. 17 p.
Journal article
Optimal detection of changepoints with a linear computational cost
Killick, R., Fearnhead, P., Eckley, I. 2012 In: Journal of the American Statistical Association. 107, 500, p. 1590-1598. 9 p.
Journal article
Analysis of changepoint models.
Eckley, I.A., Fearnhead, P., Killick, R. 08/2011 In: Bayesian time-series models. Cambridge : Cambridge University Press p. 203-224. ISBN: 9780521196765.
Chapter
LS2W: implementing the locally stationary 2D wavelet process approach in R.
Eckley, I.A., Nason, G.P. 07/2011 In: Journal of Statistical Software. 43, 3, p. 1-23. 23 p.
Journal article
Alias detection and spectral correction for locally stationary time series
Eckley, I., Nason, G.P. 2011
Working paper
Efficient detection of multiple changepoints within an oceanographic time series
Killick, R., Eckley, I., Jonathan, P. 2011 In: Proceedings of the 58th Session of ISI. ISI 6 p.
Paper
Detection of changes in the characteristics of oceanographic time-series using changepoint analysis.
Killick, R., Eckley, I.A., Jonathan, P., Ewans, K. 09/2010 In: Ocean Engineering. 37, 13, p. 1120-1126. 7 p.
Journal article
Locally stationary wavelet fields with application to the modelling and analysis of image texture.
Eckley, I.A., Nason, G.P., Treloar, R.L. 08/2010 In: Journal of the Royal Statistical Society: Series C (Applied Statistics). 59, 4, p. 595-616. 22 p.
Journal article
Technical appendix to locally stationary wavelet fields with application to the modelling and analysis of image texture.
Eckley, I.A., Nason, G.P., Treloar, R.L. 2009
Working paper
Efficient computation of the discrete autocorrelation wavelet inner product matrix.
Eckley, I.A., Nason, G.P. 19/04/2005 In: Statistics and Computing. 15, 2, p. 83-92. 10 p.
Journal article
LETS: Locally stationary energy time series
01/09/2011 → 30/04/2016
Research


