Items where Division is "Centre for Analysis of Time Series" and Year is 2004

A

Altalo, Mary G. and Hale, M. (2004) Turning weather forecasts into business forecasts. Environmental Finance. ISSN 1468-8573

Altalo, Mary G. and Smith, Leonard A. (2004) Using ensemble weather forecasts to manage utilities risk. Environmental Finance, Octobe (Supple). pp. 48-49. ISSN 1468-8573

B

Barrieu, Pauline ORCID: 0000-0001-9473-263X and El Karoui, Nicole (2004) Optimal derivatives design under dynamic risk measures. In: Yin, George and Zhang, Qing, (eds.) Mathematics of Finance. Contemporary mathematics (351). American Mathematical Society, Providence, USA, pp. 13-26. ISBN 9780821834121

Barrieu, Pauline ORCID: 0000-0001-9473-263X and El Karoui, Nicole (2004) Optimal risk transfer. Finance, 25. pp. 31-47. ISSN 0752-6180

Bates, R. A. and Wynn, Henry P. ORCID: 0000-0002-6448-1080 (2004) Modelling feasible design regions using lattice-based kernel methods. Quality and Reliability Engineering International, 20 (2). pp. 135-142. ISSN 0748-8017

G

Gasparini, Mauro, Margaria, Gabriella and Wynn, Henry P. ORCID: 0000-0002-6448-1080 (2004) Dynamic risk control for project development. Statistical Methods and Applications, 13 (1). pp. 73-88. ISSN 1618-2510

Golobic, I., Pavlovic, E., von Hardenberg, J., Berry, M., Nelson, R.A., Kenning, D.B.R. and Smith, Leonard A. (2004) Comparison of a mechanistic model for nucleate boiling with experimental spatio-temporal data. Chemical Engineering Research and Design, 82 (4). pp. 435-444. ISSN 0263-8762

H

Hayter, A.J., Wynn, Henry P. ORCID: 0000-0002-6448-1080 and Liu, W. (2004) Confidence bands for regression: the independence point method. S3RI Methodology Working Papers (M05/17). Southampton Statistical Sciences Research Institute, Southampton, UK.

J

Judd, Kevin and Smith, Leonard A. (2004) Indistinguishable states II: the imperfect model scenario. Physica D: Nonlinear Phenomena, 196 (3-4). pp. 224-242. ISSN 0167-2789

Judd, Kevin, Smith, Leonard A. and Weisheimer, Antje (2004) Gradient free descent: shadowing, and state estimation using limited derivative informations. Physica D: Nonlinear Phenomena, 190 (3-4). pp. 153-166. ISSN 0167-2789

K

Kilminster, Devin, Clark, Liam, Roulston, Mark, Ziehmann, Christine, Bröcker, Jochen and Smith, Leonard (2004) From MOS to eMOS: generalising model output statistics for full ensemble forecasts. Centre for the Analysis of Time Series. London School of Economics and Political Science, London, UK.

Kwasniok, Frank and Smith, Leonard A. (2004) Real-time construction of optimized predictions from data streams. Physical Review Letters, 92 (16). pp. 116-120. ISSN 0031-9007

M

McSharry, Patrick E. and Smith, Leonard A. (2004) Consistent nonlinear dynamics: identifying model inadequacy. Physica D: Nonlinear Phenomena, 192 (1-2). pp. 1-22. ISSN 0167-2789

R

Roulston, M.S. and Smith, Leonard A. (2004) The boy who cried wolf revisited: the impact of false alarm intolerance on cost-loss scenarios. Weather and Forecasting, 19 (2). pp. 391-397. ISSN 0882-8156

S

Smith, Leonard A. and Hansen, James A. (2004) Extending the limits of ensemble forecast verification with the minimum spanning tree. Monthly Weather Review, 132 (6). pp. 1522-1528. ISSN 0027-0644

V

von Hardenberg, Jost, Kenning, David B. R., Xing, Huijuan and Smith, Leonard A. (2004) Identification of nucleation site interactions. International Journal of Heat and Fluid Flow, 25 (2). pp. 298-304. ISSN 0142-727X