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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, Filtering for Non-linear and non-Gaussian Models, Semiparametric Regression, Principal Components Analysis, and Wavelet Analysis.


The track concerns with 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.

Co-Chairs
Alessandra Luati, University of Bologna, Italy.
D.S.G. Pollock, University of Leicester, UK.
Tommaso Proietti, University of Roma "Tor Vergata", Italy.
Members
  1. Basad Al-sarray, Franche comte unieversity, France.
  2. Andres M Alonso, Universidad Carlos III de Madrid, Spain.
  3. Umberto Amato, CNR, Naples, Italy.
  4. Gianni Amisano, Federal Reserve Board, United States.
  5. Ethan Anderes, University of California at Davis, United States.
  6. Anestis Antoniadis, Universite Joseph Fourier, France.
  7. Richard Baillie, Michigan State University, United States.
  8. Carles Breto, The University of Michigan, United States.
  9. Marcos Bujosa, Universidad Complutense de Madrid, Spain.
  10. Maria Francesca Carfora, Istituto per le Applicazioni del Calcolo CNR, Italy.
  11. Stephane Chretien, Universite de Franche Comte, France.
  12. Pietro Coretto, Universita di Salerno, Italy.
  13. Gianluca Cubadda, University of Rome Tor Vergata, Italy.
  14. David de Antonio Liedo, National Bank of Belgium, Belgium.
  15. Daniela De Canditiis, CNR, Italy.
  16. Manfred Deistler, Vienna University of Technology, Austria.
  17. John Eian, Nonin Medical Inc, United States.
  18. Paul Eilers, Erasmus University Medical Centre, Netherlands.
  19. William J. Fitzgerald, University of Cambridge, UK.
  20. Konstantinos Fokianos, University of Cyprus, Cyprus.
  21. Antonio Garcia-Ferrer, Universidad Autonoma Madrid, Spain.
  22. Hayette Gatfaoui, IESEG School of Management, France.
  23. Ed Godolphin, University of Surrey, United Kingdom.
  24. Simon Godsill, University of Cambridge, UK.
  25. Roberto Golinelli, University of Bologna, Italy.
  26. Victor Gomez, Ministerio de Economia y Hacienda, Spain.
  27. Scott Holan, University of Missouri, United States.
  28. Svend Hylleberg, University of Aarhus, Denmark.
  29. Rania Jammazi, IPAG Business School France, Tunisia.
  30. Miguel Jerez, Universidad Complutense de Madrid, Spain.
  31. Robert Kunst, Institute for Advanced Studies, Austria.
  32. Ercan Engin Kuruoglu, ISTI-CNR, Italy.
  33. Josefa Linares-Perez, Universidad de Granada, Spain.
  34. Alessandra Luati, University of Bologna, Italy.
  35. Agustin Maravall, Bank of Spain, Spain.
  36. Naima Mezhoud, University of BEJAIA, Algeria.
  37. Terrence Mills, Loughborough University, UK.
  38. Carlos Montes-Galdon, Columbia University, United States.
  39. Axel Munk, Georg-August-University Goettingen, Germany.
  40. Fionn Murtagh, Royal Holloway, University of London, UK.
  41. Thomas Nichols, University of Oxford, United Kingdom.
  42. Matthew Nunes, Lancaster University, United Kingdom.
  43. Sofia Olhede, University College London, United Kingdom.
  44. Jean Palate, National Bank of Belgium, Belgium.
  45. Paola Palmitesta, University of Siena, Italy.
  46. Christophe Planas, The European Commission, Italy.
  47. Stephen Pollock, University of Leicester, United Kingdom.
  48. Murray Pollock, University of Warwick, United Kingdom.
  49. Fabio Postiglione, University of Salerno, Italy.
  50. Raquel Prado, UCSC, United States.
  51. Tommaso Proietti, University of Roma Tor Vergata, Italy.
  52. Corrado Provasi, University of Padova, Italy.
  53. Olivier Renaud, University of Geneva, Switzerland.
  54. Esther Ruiz, Universidad Carlos III de Madrid, Spain.
  55. Bernd Schips, ETHZ, Switzerland.
  56. Armin Schwartzman, University of California, San Diego, United States.
  57. Raffaello Seri, University of Insubria, Italy.
  58. Sumeetpal Singh, Cambridge University, United Kingdom.
  59. Luciano Telesca, Institute of Methodologies for Environmental Analysis, Italy.
  60. Kostas Triantafyllopoulos, University of Sheffield, United Kingdom.
  61. Ping Chen Tsai, Southern Taiwan University of Science and Technology, Taiwan.
  62. Fernando Tusell, UPV-EHU, Spain.
  63. Tommi Vuorenmaa, Valo Research and Trading, Finland.
  64. Andrew Walden, Imperial College London, United Kingdom.
  65. Bertil Wegmann, Linkoping University, Sweden.
  66. Brandon Whitcher, Imperial College, University of London, UK.
  67. Marc Wildi, Zurich University, Switzerland.
  68. Tobias Wolkober, Frankfurt University of Apllied Sciences, Germany.
  69. Mohammadreza Yeganegi, Islamic Azad University, Central Tehran Branch, Iran.