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Anna Louise Schröder PhD student in the Department of Statistics Supervised by Prof. Piotr
Fryzlewicz |
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Office: TW1, Room 11.01 E-Mail: a.m.schroeder@lse.ac.uk
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Research
Interests
· Non-stationary time series
· Multiscale correlation estimation
·
Change-point
detection in mean and variance
·
Change-point
detection in time-varying spectra
· Statistical analysis of large data
Publications
· Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery, with Piotr Fryzlewicz. Statistics and Its Interface, 6, 449-461.
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FreSpeD:
Frequency-specific
change-point detection in epileptic seizure multi-channel EEG data, with
Hernando Ombao from the UCI Space-Time Group. Under review.
The R package FreSpeD (part of our submission) has not been officially
released on CRAN. I am happy to provide source code of the submitted package
version.
The video clip below illustrates our method’s performance on a live recording
of an epileptic seizure. The upper graphic represents electrode channel locations on
the human scalp, using the international 10–20 name convention. Channels light up red if a change point is detected in a channel’s normalized
spectrum. If the coherence between two channels changes, a lines appears
between them. The lower panel shows the recording at one channel, with the red
bar indicating the current point in time. At the seizure onset (c. 35s in this visualization) we detect a large number of changes near-simultaneously
at channel- and coherence-level. Details on definitions and data are provided upon request.
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[Last modified: November 2016 by A. L. Schröder]
Past performance is not a reliable indicator of future results.
© London
School of Economics and Political Science 2016