The three talks in this session will present state-of-the art approaches for analyzing high-dimensional time series, with applications in diverse domains. The speakers are internationally renown researchers who are experts in this field. Scott Holan is a full professor at the University of Missouri, Columbia, and is doing exemplary service as the current Co-EIC of the IS Review. His talk will highlight a computationally efficient multivariate Bayesian Circular Lattice Filter to extend the usage of the time varying vector autoregression (TV-VAR).Scott's co-authors come from industry (Amazon) and academia (U. Queensland). Refik Soyer is a full Professor in George Washington University, and has considerable experience in collaboration and capacity building particularly in Hong-Kong, European countries, and Turkey. His talk will address the increasingly useful topic of discrete-valued time series via dynamic multivariate integer AR models. His co-authors are from academia (a PhD advisee and a professor from Arizona State University). The discussant will be Nalini Ravishanker (session organizer), who is also prolific in time series analysis, and has served ISI and ISBIS in various ways (Pres. ISBIS, Theory and Methods Editor of ASMBI, Co-EIC of the IS Review). This will be an interesting and useful session.

Organiser: Prof. Nalini Ravishanker 

Chair: Dr Paulo Canas Rodrigues 

Speaker: Nalini Ravishanker 

Speaker: Prof. Refik Soyer 

Speaker: Dr Scott H. Holan