Novel network time series models, with applications to advanced modelling and prediction of government flow data sets

Novel network time series models, with applications to advanced modelling and prediction of government flow data sets Cover image

The NETF project primarily addresses the current limitations of NARIMA-type models, focusing on methodological challenges in several directions to (a) more adequately reflect reality of the data set (e.g. non-stationary processes and edge processes, multiple network time series); (b) the deceptively simple-sounding challenge of jointly modelling the first- and second-order structure in network time series, permitting better simultaneous estimation of both, building on the ‘multiscale transforms on a graph’ work; (c) incorporate extra, new and valuable information that previous models fail to account. The impact is explicit and will be progressed in our collaborations with ONS and BT.  

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