The Centre for the Analysis of Time Series (CATS) was established in 2000 and is based within the Department of Statistics at LSE. It takes a broad definition of 'time series' and has developed a focus on predictability in theory, in practice, and in decision support.
Broadly, the Centre for the Analysis of Time Series aims to:
- Address the question of data analysis using both physical insight and the most relevant statistical methods.
- Exploit non-linear analysis in situations of economic and physical interest, including the role of forecasts both in weather-like and climate-like situations.
- Promote awareness of limitations of non-linear analysis and the danger of blindly transferring well-known physics to simulation modelling.
- Focus on end-to-end forecasting, taking account of current uncertainty about the state of the system, model inadequacy and finite computational power.
- Enjoy the beauty of purely mathematical challenges.
Below you can read more about some of our current and recent research projects. Click on each link to view or print a postcard and find out more.
Our work has a very wide range of application. CATS research has been used to:
Our interactions with real-world problems are also a source of inspiration for new academic challenges, insights and research directions. Questions like the above have helped us to:
To learn more about our work, you can: