Report on Statistical Analysis of Time Series Data with Applications Workshop


January 14–16, 2013

Organized by

Department of Statistics

Cochin University of Science and Technology (CUSAT)


The Department of Statistics, Cochin University of Science and Technology (CUSAT) in collaboration with International Society for Business and Industrial Statistics (ISBIS) and the University Grants Commission (UGC) of India has conducted a Workshop on Statistical Analysis of Time Series Data and Applications during 14 -16 January 2013, to celebrate International Year of Statistics, "Statistics2013".  The workshop was also financially supported by the Council of Scientific and Industrial Research, New Delhi, Department of Science and Technology, Government of India and Reserve Bank of India.


The Workshop was formally inaugurated by Dr. Ramachandran Thekedath, the Vice-Chancellor of CUSAT on 14th January at the Department of Statistics in the presence of Seventy registered participants and the resource persons.  The lectures were delivered on different aspects of Time Series Analysis by eminent resource persons. Prof. Bovas Abraham (University of Waterloo, Canada) introduced the basic concepts of time series, Prof. Nalini Ravishanker (University of Connecticut, USA) talked on the details of Dynamic Linear Models and their applications. Prof. Suresh Chandra (University of Madras, India) spoke on Explosive Time Series.  Dr. Jayakumar (University of Calicut, India), Dr. K.K. Jose (St. Thomas College, Pala, India) talked on the details of non-Gaussian Time Series and their applications.


Photo: Dr. Ramachandran Thekkedath, Vice-Chancellor of CUSAT inaugurating the Workshop by lighting the traditional lamp.


Dr. T.V. Ramanathan (University of Pune, India) delivered talks on some aspects of Financial Time Series. Prof. T. Subba Rao (University of Manchester) gave us some interesting lectures on non-linear Time Series and Spectral Analysis. Prof. Fabrizio Ruggeri lectured on Bayesian estimation in stochastic predator-prey models.


Over all it was an interesting and very useful workshop as is clear from the feedback I received from the participants. I utilize this opportunity to thank all the resource persons, the funding agencies, the sponsors and the participants for helping me to organize this successful academic event.


N. Balakrishna, Convener of the Workshop

Department of Statistics, CUSAT.

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