Outputs (2)

A sparse Bayesian hierarchical vector autoregressive model for microbial dynamics in a wastewater treatment plant (2022)
Journal Article
Hannaford, N., Heaps, S., Nye, T., Curtis, T., Allen, B., Golightly, A., & Wilkinson, D. (2023). A sparse Bayesian hierarchical vector autoregressive model for microbial dynamics in a wastewater treatment plant. Computational Statistics & Data Analysis, 179, https://doi.org/10.1016/j.csda.2022.107659

Proper function of a wastewater treatment plant (WWTP) relies on maintaining a delicate balance between a multitude of competing microorganisms. Gaining a detailed understanding of the complex network of interactions therein is essential to maximisin... Read More about A sparse Bayesian hierarchical vector autoregressive model for microbial dynamics in a wastewater treatment plant.

Enforcing Stationarity through the Prior in Vector Autoregressions (2022)
Journal Article
Heaps, S. E. (2023). Enforcing Stationarity through the Prior in Vector Autoregressions. Journal of Computational and Graphical Statistics, 32(1), 74-83. https://doi.org/10.1080/10618600.2022.2079648

Stationarity is a very common assumption in time series analysis. A vector autoregressive process is stable if and only if the roots of its characteristic equation lie outside the unit circle, constraining the autoregressive coefficient matrices to l... Read More about Enforcing Stationarity through the Prior in Vector Autoregressions.