Topics

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