Inference for Spatio-Temporal Processes (MAST90122)

Modern data collection technologies are creating unprecedented challenges in statistics and data science related to the analysis and interpretation of massive data sets where observations exhibit patterns through time and space. This subject introduces probability models and advanced statistical inference methods for the analysis of temporal and spatio-temporal data. The subject balances rigorous theoretical development of the methods and their properties with real-data applications. Topics include inference methods for univariate and multivariate time series models, spatial models, lattice models, and inference methods for spatio-temporal processes. The subject will also address aspects related to computational and statistical trade-offs, and the use of statistical software.