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COMPUTATIONAL STATISTICS & DATA ANALYSIS CALL FOR PAPER



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COMPUTATIONAL STATISTICS & DATA ANALYSIS
CALL FOR PAPERS
Special Issue on
STATISTICAL SIGNAL EXTRACTION AND FILTERING

The need to extract signals and other components from time series is a
requirement in many empirical sciences, including Medicine, Engineering,
Economics and Climatology, to name but a few. Nowadays, a wide variety
of methods are available, including Wiener–Kolmogorov Filtering, Kalman
Filtering, Principal Components Analysis, andWavelet Analysis. Some of
the methods have been conceived in the time domain and others have
originated in the frequency domain. A few of the methods may be
interpreted equally in both domains. The majority demand skilful use of
the computer for their successful implementation.

Give the variety of the available methods of Statistical Signal
Extraction and Filtering, and given the diversity of the subject areas
in which they are applied, there are plentiful opportunities for cross
fertilisation and technology transfer. We therefore invite submissions
for a special issue of Computational Statistics & Data Analysis devoted
this topic. We will consider papers addressing the use of computational
and numerical methods for solving theoretical and practical issues
associated with filtering and signal extraction algorithms,
the impact of the techniques on the relevant subject areas, and specific
applications involving computing and data analysis.

The papers submitted to the special issue should contain both
computational and substantive (i.e. subject area) components. Authors
who are uncertain of the suitability of their papers for the special
issue should contact the special issue editors. All papers submitted
must contain original unpublished work that is not being submitted for
publication elsewhere. Manuscripts submitted to this special issue will
be refereed according to standard procedures for Computational
Statistics and Data Analysis. The journal is also interested in
receiving submissions in the broader areas of time-series analysis,
which might be considered for inclusion in the special issue or in
regular issues. Information about the journal can be found at

http://www.elsevier.com/locate/csda

The DEADLINE for submissions is January 31, 2004. The editorial process
is expected to proceed rapidly thereafter. Submission electronically is
encouraged.

Please e-mail a postscript or PDF file of your manuscript to one of the
special issue editors:

Stephen Pollock
Department of Economics
Queen Mary College
University of London
Mile End Road
London E1 4NS
U.K.

E-mail: stephen pollock@sigmapi.u-net.com
Peter C. Young
Environmental Science
Lancaster University
Lancaster LA1 4YF
U.K.
E-mail: P.Young@lancaster.ac.uk
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-- 
HOME:
Stephen Pollock
12, Gladsmuir Road
London N19 3JX
Tel: +44-(0)20-7272-1023
Email: stephen_pollock@sigmapi.u-net.com

WORK:
D.S.G. Pollock
Department of Economics
Queen Mary College
Mile End Road
London E1 4NS
Tel: +44-(0)20-7882-5095
Email: d.s.g.pollock@qmw.ac.uk
Fax: +44-(0)20 8983 3580

Web site: http://www.qmw.ac.uk/~ugte133/

Attachment: cfp.pdf
Description: Adobe PDF document