Optimal design of experiments

  • Optimal design for time-dependent data
  • Optimal design for spatial data
  • Numerical methods of construction of optimal designs
  • Optimization challenges in design

Global optimization

  • New developments in Lipschitz global optimization
  • Stochastic models in global optimization

Time series analysis with SSA and similar methods

  • Interrelations between SSA, classical time series analysis and subspace-based methods of signal processing
  • Monitoring structure of time series
  • Forecasting
  • Non-parametric detection of change-points and structural breaks in time series and processes
  • Multivariate time series analysis and causality

Last modified: 2012-12-04
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