Matthew Nunes

Search results

• 2022

  Acoustic long-range monitoring of tropical cyclones at low frequencies

  Audone, G., Blondel, P., Nunes, M., Budd, C., Harris, P. & Robinson, S., 19 Jun 2022, p. 39.

  Research output: Contribution to conference › Abstract › peer-review

  • cyclones 100%
  • low frequencies 49%
  • acoustics 41%
  • underwater acoustics 32%
  • climate 22%

• Modelling Time-Varying First and Second-Order Structure of Time Series via Wavelets and Differencing

  McGonigle, E. T., Killick, R. & Nunes, M. A., 31 Dec 2022, In: Electronic Journal of Statistics. 16, 2, p. 4398-4448 51 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Wavelets 100%
  • Trends 84%
  • Time-varying 82%
  • Time series 76%
  • First-order 58%

• Sequential Estimation of Temporally Evolving Latent Space Networks

  Turnbull, K., Nemeth, C., Nunes, M. & Mccormick, T., 27 Sep 2022, (Acceptance date) In: Computational Statistics & Data Analysis.

  Research output: Contribution to journal › Article › peer-review

  • Sequential Monte Carlo 100%
  • Sequential Estimation 89%
  • Scalability 89%
  • Sequential Monte Carlo Methods 52%
  • Dynamic Networks 49%

• Trend Locally Stationary Wavelet Processes

  McGonigle, E., Killick, R. & Nunes, M., 2 Mar 2022, (E-pub ahead of print) In: Journal of Time Series Analysis.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Wavelets 100%
  • Trends 84%
  • Time series 76%
  • First-order 58%
  • Nonstationarity 53%
• 2021

  A wavelet-based approach for imputation in nonstationary multivariate time series

  Wilson, R., Eckley, I. A., Nunes, M. & Park, T., 17 Feb 2021, In: Statistics and Computing. 31, 2, 18.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Non-stationary Time Series 100%
  • Multivariate Time Series 91%
  • Imputation 91%
  • Wavelets 82%
  • Stationary Time Series 52%
  1 Citation (SciVal)

• Detecting changes in mean in the presence of time-varying autocovariance

  McGonigle, E., Killick, R. & Nunes, M., 31 Dec 2021, In: Stat. 10, 1, e351.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Autocovariance 100%
  • Time-varying 73%
  • Time series 68%
  • Change-point Detection 26%
  • Change Point 25%
• 2020

  Book Review: Time Series: A Data Analysis Approach Using R

  Nunes, M., 1 May 2020, In: Journal of Time Series Analysis. 41, 3, p. 485-486

  Research output: Contribution to journal › Book/Film/Article review

  Open Access

  File
  64 Downloads (Pure)

• Generalized Network Autoregressive Processes and the GNAR package

  Knight, M., Leeming, K., Nason, G. & Nunes, M., 31 Dec 2020, In: Journal of Statistical Software. 96, 5, p. 1-36 36 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Autoregressive Process 100%
  • Time series 66%
  • Multivariate Time Series 24%
  • Network Structure 24%
  • Ease of Use 21%
  1 Citation (SciVal)

• Interpretable brain age prediction using linear latent variable models of functional connectivity

  Monti, R. P., Gibberd, A., Roy, S., Nunes, M., Lorenz, R., Leech, R., Ogawa, T., Kawanabe, M. & Hyvarinen, A., 10 Jun 2020, In: PLoS ONE. 15, 6, p. e0232296 e0232296.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  File

  • Brain 100%
  • Neuroimaging 73%
  • Linear Models 63%
  • Connectome 57%
  • Passive Cutaneous Anaphylaxis 52%
  1 Citation (SciVal)

  15 Downloads (Pure)

• Semi-automated simultaneous predictor selection for Regression-SARIMA models

  Lowther, A., Fearnhead, P., Nunes, M. & Jensen, K., 30 Nov 2020, In: Statistics and Computing. 30, p. 1759-1778

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Predictors 100%
  • Regression Model 77%
  • Serial Correlation 35%
  • Telecommunication Network 33%
  • Joint Model 31%
• 2019

  Dynamic detection of anomalous regions within distributed acoustic sensing data streams using locally stationary wavelet time series

  Wilson, R., Eckley, I. A., Nunes, M. & Park, T., 15 May 2019, In: Data Mining and Knowledge Discovery. 33, 3, p. 748-772 25 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Data streams 100%
  • Time series 85%
  • Acoustics 80%
  • Data recording 43%
  • Oil wells 38%

• Long memory estimation for complex-valued time series

  Knight, M. I. & Nunes, M. A., 31 May 2019, In: Statistics and Computing. 29, 3, p. 517-536 20 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Long Memory 100%
  • Time series 74%
  • Hurst Exponent 54%
  • Sampling 43%
  • Task Analysis 32%
  2 Citations (SciVal)
• 2018

  CliftLRD: Complex-Valued Wavelet Lifting Estimators of the Hurst Exponent for Irregularly Sampled Time Series

  Nunes, M. & Knight, M. I., 31 Dec 2018

  Research output: Non-textual form › Software

• Complex-Valued Wavelet Lifting and Applications

  Hamilton, J., Nunes, M. A., Knight, M. I. & Fryzlewicz, P., 2 Jan 2018, In: Technometrics. 60, 1, p. 48-60 13 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Lifting Scheme 100%
  • Wavelets 82%
  • Sampling 65%
  • Nonparametric Regression 65%
  • Time series analysis 57%
  2 Citations (SciVal)

• GNAR: Methods for Fitting Network Time Series Models

  Leeming, K., Nason, G. P., Nunes, M. & Knight, M. I., 31 Dec 2018

  Research output: Non-textual form › Software
• 2017

  A wavelet lifting approach to long-memory estimation

  Knight, M. I., Nason, G. P. & Nunes, M. A., 30 Nov 2017, In: Statistics and Computing. 27, 6, p. 1453-1471 19 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Long Memory 100%
  • Wavelets 96%
  • Climate 69%
  • Long-range Dependence 59%
  • Sampling 57%
  12 Citations (SciVal)

• CNLTreg: Complex-Valued Wavelet Lifting for Signal Denoising

  Nunes, M., Knight, M. I., Hamilton, J. & Fryzlewicz, P., 31 Dec 2017

  Research output: Non-textual form › Software

• CNLTtsa: Complex-Valued Wavelet Lifting for Univariate and Bivariate Time Series Analysis

  Hamilton, J., Nunes, M., Knight, M. I. & Fryzlewicz, P., 31 Dec 2017

  Research output: Non-textual form › Software

• Discussion as part of "Should we sample more frequently?: decision support via multirate spectrum estimation" by G. P. Nason, B. Powell, D. Elliott and P. A. Smith

  Knight, M. & Nunes, M. A., 1 Feb 2017, In: Journal of the Royal Statistical Society: Series A (Statistics in Society). 180, 2, p. 388-389 2 p.

  Research output: Contribution to journal › Article

  Open Access

  File

  • Decision Support 100%
  • time series 69%
  • Time series 58%
  12 Citations (SciVal)

  34 Downloads (Pure)

• Multivariate locally stationary 2D wavelet processes with application to colour texture analysis

  Taylor, S. L., Eckley, I. A. & Nunes, M. A., 31 Jul 2017, In: Statistics and Computing. 27, 4, p. 1129-1143 15 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Texture Analysis 100%
  • Texture 85%
  • Wavelets 75%
  • Color 53%
  • Framework 36%
  4 Citations (SciVal)
• 2016

  liftLRD: Wavelet Lifting Estimators of the Hurst Exponent for Regularly and Irregularly Sampled Time Series

  Knight, M. I., Nunes, M. & Nason, G. P., 31 Dec 2016

  Research output: Non-textual form › Software
• 2015

  abctools: An R Package for Tuning Approximate Bayesian Computation Analyses

  Nunes, M. A. & Prangle, D., 29 Jul 2015, In: The R Journal. 7, 2, p. 189-205 17 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Bayesian Computation 100%
  • Tuning 87%
  • Summary Statistic 51%
  • Dimension Reduction 35%
  • Model Choice 24%
  28 Citations (SciVal)

• Modelling and prediction of time series arising on a graph

  Nunes, M., Knight, M. & Nason, G. P., 1 Jun 2015, Modeling and Stochastic Learning for Forecasting in High Dimensions. Antoniadis, A., Poggi, J-M. & Brossat, X. (eds.). Cham, Switzerland: Springer International Publishing, p. 183-192 10 p. (Lecture Notes in Statistics; vol. 217).

  Research output: Chapter in Book/Report/Conference proceeding › Chapter
  1 Citation (SciVal)

• Statistical Analysis of Network Data with R

  Nunes, M., 6 Aug 2015, In: Journal of Statistical Software. 66, Book review 1.

  Research output: Contribution to journal › Book/Film/Article review

  Open Access
• 2014

  A Multiscale Test of Spatial Stationarity for Textured Images in R

  Nunes, M. A., Taylor, S. L. & Eckley, I. A., 16 Jun 2014, In: The R Journal. 6, 1, p. 20-30 11 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Texture 100%
  • Stationarity 83%
  • Image Segmentation 62%
  • Random Field 57%
  • Quadtree 56%
  5 Citations (SciVal)

• A Test of Stationarity for Textured Images

  Taylor, S. L., Eckley, I. A. & Nunes, M. A., 3 Jul 2014, In: Technometrics. 56, 3, p. 291-301 11 p.

  Research output: Contribution to journal › Article › peer-review

  • Texture Analysis 100%
  • Stationarity 69%
  • Textures 51%
  • Texture 26%
  • Process Model 23%
  11 Citations (SciVal)

• LS2Wstat: A Multiscale Test of Spatial Stationarity for LS2W Processes

  Taylor, S., Nunes, M. & Eckley, I. A., 2014

  Research output: Non-textual form › Software
• 2013

  abctools: Tools for ABC Analyses

  Nunes, M., Prangle, D. & Rodrigues, G., 31 Dec 2013

  Research output: Non-textual form › Software

• A Comparative Review of Dimension Reduction Methods in Approximate Bayesian Computation

  Blum, M. G. B., Nunes, M. A., Prangle, D. & Sisson, S. A., 1 May 2013, In: Statistical Science. 28, 2, p. 189-208 20 p.

  Research output: Contribution to journal › Article › peer-review

  • Dimension Reduction 100%
  • Bayesian Computation 69%
  • Reduction Method 58%
  • Summary Statistic 43%
  • Review 37%
  168 Citations (SciVal)
• 2012

  Spectral estimation for locally stationary time series with missing observations

  Knight, M. I., Nunes, M. A. & Nason, G. P., 1 Jul 2012, In: Statistics and Computing. 22, 4, p. 877-895 19 p.

  Research output: Contribution to journal › Article › peer-review

  • Stationary Time Series 100%
  • Missing Observations 88%
  • Spectral Estimation 87%
  • Wavelets 62%
  • Time series 59%
  19 Citations (SciVal)
• 2010

  On Optimal Selection of Summary Statistics for Approximate Bayesian Computation

  Nunes, M. A. & Balding, D. J., 6 Jan 2010, In: Statistical Applications in Genetics and Molecular Biology. 9, 1

  Research output: Contribution to journal › Article › peer-review

  • Bayesian Computation 100%
  • Datasets 58%
  • Statistics 57%
  • Two-stage Procedure 48%
  • Entropy 44%
  80 Citations (SciVal)
• 2009

  A multiscale variance stabilization for binomial sequence proportion estimation

  Nunes, M. A. & Nason, G. P., 1 Oct 2009, In: Statistica Sinica. 19, 4, p. 1491-1510 20 p.

  Research output: Contribution to journal › Article › peer-review

  Open Access

  • Stabilization 100%
  • Proportion 78%
  • Wavelets 51%
  • Nonparametric Regression 42%
  • Wavelet Denoising 37%

• binhf: Haar-Fisz Functions for Binomial Data

  Nunes, M., 2009

  Research output: Non-textual form › Software
• 2008

  An adaptive lifting algorithm and applications

  Knight, M. & Nunes, M., 31 Dec 2008, Proceedings of the 56th Session of the ISI. Gomes, M. I., Pinto Martins, J. A. & Silva, J. A. (eds.). Instituto Nacional de Estatıstica, p. 166-173 8 p. (Bulletin of the International Statistical Institute).

  Research output: Chapter in Book/Report/Conference proceeding › Chapter

• nlt: A Nondecimated Lifting Transform for Signal Denoising

  Knight, M. I. & Nunes, M., 31 Dec 2008

  Research output: Non-textual form › Software
• 2006

  Adaptive lifting for nonparametric regression

  Nunes, M. A., Knight, M. I. & Nason, G. P., 1 Jun 2006, In: Statistics and Computing. 16, 2, p. 143-159 17 p.

  Research output: Contribution to journal › Article › peer-review

  • Nonparametric Regression 100%
  • Wavelets 61%
  • Prediction 42%
  • Shrinkage 34%
  • Motorcycle 17%
  20 Citations (SciVal)
• 2005

  adlift: An Adaptive Lifting Scheme Algorithm

  Nunes, M. & Knight, M. I., 2005

  Research output: Non-textual form › Software