Items where department is "Centre for Analysis of Time Series"

University Structure (106206) LSE (106206) Former organisational units (1364) Centre for Analysis of Time Series (284)
Number of items: 16.
A
  • Altalo, Mary G., Hale, M. (2004). Turning weather forecasts into business forecasts. Environmental Finance,
  • Altalo, Mary G., Smith, Leonard A. (2004). Using ensemble weather forecasts to manage utilities risk. Environmental Finance, Octobe(Supple), 48-49.
    • B
  • Barrieu, Pauline, El Karoui, Nicole (2004). Optimal derivatives design under dynamic risk measures. In Yin, George, Zhang, Qing (Eds.), Mathematics of Finance (pp. 13-26). American Mathematical Society.
  • Barrieu, Pauline, El Karoui, Nicole (2004). Optimal risk transfer. Finance, 25, 31-47.
  • Bates, R. A., Wynn, Henry P. (2004). Modelling feasible design regions using lattice-based kernel methods. Quality and Reliability Engineering International, 20(2), 135-142. https://doi.org/10.1002/qre.624
  • Golobic, I., Pavlovic, E., von Hardenberg, J., Berry, M., Nelson, R.A., Kenning, D.B.R., Smith, Leonard A. (2004). Comparison of a mechanistic model for nucleate boiling with experimental spatio-temporal data. Chemical Engineering Research and Design, 82(4), 435-444. https://doi.org/10.1205/026387604323050146
  • Kilminster, Devin, Clark, Liam, Roulston, Mark, Ziehmann, Christine, Bröcker, Jochen, Smith, Leonard (2004). From MOS to eMOS: generalising model output statistics for full ensemble forecasts. (Centre for the Analysis of Time Series). London School of Economics and Political Science.
    • G
  • Gasparini, Mauro, Margaria, Gabriella, Wynn, Henry P. (2004). Dynamic risk control for project development. Statistical Methods and Applications, 13(1), 73-88. https://doi.org/10.1007/s10260-003-0075-x
    • H
  • Hayter, A.J., Wynn, Henry P., Liu, W. (2004). Confidence bands for regression: the independence point method. (S3RI Methodology Working Papers M05/17). Southampton Statistical Sciences Research Institute.
  • Smith, Leonard A., Hansen, James A. (2004). Extending the limits of ensemble forecast verification with the minimum spanning tree. Monthly Weather Review, 132(6), 1522-1528. https://doi.org/10.1175/1520-0493(2004)132<1522:ETLOEF>2.0.CO;2
    • J
  • Judd, Kevin, Smith, Leonard A. (2004). Indistinguishable states II: the imperfect model scenario. Physica D: Nonlinear Phenomena, 196(3-4), 224-242. https://doi.org/10.1016/j.physd.2004.03.020
  • Judd, Kevin, Smith, Leonard A., Weisheimer, Antje (2004). Gradient free descent: shadowing, and state estimation using limited derivative informations. Physica D: Nonlinear Phenomena, 190(3-4), 153-166. https://doi.org/10.1016/j.physd.2003.10.011
    • K
  • Kwasniok, Frank, Smith, Leonard A. (2004). Real-time construction of optimized predictions from data streams. Physical Review Letters, 92(16), 116-120. https://doi.org/10.1103/PhysRevLett.92.164101
  • von Hardenberg, Jost, Kenning, David B. R., Xing, Huijuan, Smith, Leonard A. (2004). Identification of nucleation site interactions. International Journal of Heat and Fluid Flow, 25(2), 298-304. https://doi.org/10.1016/j.ijheatfluidflow.2003.11.015
    • M
  • McSharry, Patrick E., Smith, Leonard A. (2004). Consistent nonlinear dynamics: identifying model inadequacy. Physica D: Nonlinear Phenomena, 192(1-2), 1-22. https://doi.org/10.1016/j.physd.2004.01.003
    • R
  • Roulston, M.S., Smith, Leonard A. (2004). The boy who cried wolf revisited: the impact of false alarm intolerance on cost-loss scenarios. Weather and Forecasting, 19(2), 391-397. https://doi.org/10.1175/1520-0434(2004)019<0391:TBWCWR>2.0.CO;2