Organizado por la IEEE CIS en colaboración con su Spanish Chapter el 25 de junio de 2014, a las 12:00 horas en el Salón de Grados del Edificio Mecenas de la Universidad de Granada, tendrá lugar una conferencia impartida por el Prof. Bovas Abraham, University of Waterloo, Waterloo, Ontario, Canada, en el ámbito de la predicción de series temporales, y en concreto con el título: George Box: The 'Accidental Statistician' who revolutionized time series analysis
Resumen de la conferencia:
George Edward Pelham Box was born on October 19, 1919 in Gravesend, Kent, England and died on March 28, 2013 in Madison, Wisconsin. George Box was one of the world's most leading statisticians and made path breaking contributions to many areas of statistics including design of experiments, robustness, Bayesian methods, time series analysis and forecasting, and quality improvement. This talk discusses his contributions to time series analysis and forecasting. His work in this area started in collaboration with Gwilym Jenkins in the early 1960's and continued over the next several decades. His contributions include the classic and extraordinarily influential book "Time Series Analysis: Forecasting and Control" written with Gwilym Jenkins and first published by Holden Day in 1970. His subsequent contributions to time series analysis include joint work with George Tiao and many former graduate students including this one. His work provided a unified framework for carrying out time series analysis in practice and laid the foundation for many new developments in the field.
In this discourse, I will discuss many significant developments in time series analysis including ARIMA models and the time series modeling strategy proposed by Box and Jenkins (1970), along with a discussion of their contributions to forecasting. We will consider the use of these models for assessing the impact of external interventions as described by Box and Tiao (1975). Extensions of this approach to detect outliers will also be considered (for example, Abraham and Box (1979)). Box and Newbold (1971) commented on spurious correlations in the context of correlating non-stationary time series, and Box and Tiao (1977) discussed canonical analysis of multiple time series. The ideas in these two papers laid the foundation for the work on co-integration by Rob Engle and Clive Granger who won the Nobel Prize in Economics in 2003. George Box's work has had a great impact on the theory and practice of time series analysis.