Refereed publications

  • Knight, M. I., Nunes, M. A. and Hargreaves, J. K. (2023+) Adaptive wavelet domain principal component analysis for nonstationary time series. Computational and Graphical Statistics (accepted for publication). Author accepted version online: [Open Access link]
  • Turnbull, K., Nemeth, C., Nunes, M. A. and McCormick, T. (2023) Sequential Estimation of Temporally Evolving Latent Space Network Models. Computational Statistics and Data Analysis, 179, 107627 [Open Access link]
  • McGonigle, E. T., Killick, R. and Nunes, M. A. (2022) Modelling Time-varying First and Second-order Structure of Time Series via Wavelets and Differencing. Electronic Journal of Statistics, 16(2), 4398-4448. [Open Access link]
  • McGonigle, E. T., Killick, R. and Nunes, M. A. (2022) Trend Locally Stationary Wavelet Processes. Journal of Time Series Analysis, 3 (6), 895-917. [Open Access link]
  • Wilson, R. E., Eckley, I. A., Nunes, M. A. and Park, T. (2021) A wavelet-based approach for imputation in nonstationary multivariate time series. Statistics and Computing, 31 (2), Article 18. [Open Access link]
  • McGonigle, E. T., Killick, R. and Nunes, M. A. (2021) Detecting changes in mean in the presence of time-varying autocovariance. Stat, 10 (1), e351. [Open Access link]
  • Lowther, A., Fearnhead, P., Nunes, M. A. and Jensen, K. (2020) Semi-automated simultaneous predictor selection for Regression-SARIMA models. Statistics and Computing, 30, 1759-1778. [Open Access link]
  • Monti, R. P., Gibberd, A., Roy, S., Nunes, M. A., Lorenz, R., Leech, R. Ogawa, T., Kawanabe, M. and Hyvärinen, A. (2020) Interpretable brain age prediction using linear latent variable models of functional connectivity. PLOS One, 15 (6), e0232296. [link].
  • Knight, M. I, Leeming, K., Nason, G. P. and Nunes, M. A. (2020) Generalised Network AutoRegressive Processes and the GNAR package. Journal of Statistical Software, 96 (5), 1-36. [Open Access link]
  • Wilson, R. E., Eckley, I. A., Nunes, M. A. and Park, T. (2019) Dynamic detection of anomalous regions within distributed acoustic sensing data streams using locally stationary time series. Data Mining and Knowledge Discovery, 33 (3), 748-772. [Open Access link]
  • Knight, M. I. and Nunes, M. A. (2019) Long memory estimation for complex-valued time series. Statistics and Computing, 29 (1), 517-536. [Open Access link]
  • Hamilton, J., Nunes, M. A., Knight, M. I. and Fryzlewicz, P. (2018) Complex-valued wavelet lifting and applications. Technometrics, 60 (1), 48-60. [Open Access link]
  • Knight, M. I., Nason, G. P. and Nunes, M. A. (2017) A wavelet lifting approach to long-memory estimation. Statistics and Computing, 27 (6), 1453-1471. [Open Access link]
  • Taylor, S. L., Eckley, I. A. and Nunes, M. A. (2017) Multivariate locally stationary 2D wavelet processes with application to colour texture analysis. Statistics and Computing, 27 (4), 1129-1143. [Open Access link]
  • Nunes, M. A. and Prangle, D. (2015) abctools: An R package for tuning Approximate Bayesian Computation analyses. The R Journal, 7/2, 189-205. [Open Access link]
  • Nunes, M. A., Taylor, S. L. and Eckley, I. A. (2014) A Multiscale Test of Spatial Stationarity for Textured Images in R. The R Journal, 6/1, 20-30. [Open Access link]
  • Taylor, S. L., Eckley, I. A. and Nunes, M. A. (2014) A Test of Stationarity for Textured Images. Technometrics, 56 (3), 291-301. [pdf]
  • Blum, M. G. B., Nunes, M. A., Prangle, D. and Sisson, S. A. (2013) A Comparative Review of Dimension Reduction Methods in Approximate Bayesian Computation. Statistical Science, 28 (2), 189-208. [Open Access link]
  • Knight, M. I., Nunes, M. A. and Nason, G. P. (2012) Spectral Estimation for Locally Stationary Time Series with Missing Observations. Statistics and Computing, 22 (4), 877-895. [pdf]
  • Nunes, M. A. and Balding, D. J. (2010) On Optimal Selection of Summary Statistics for Approximate Bayesian Computation. Statistical Applications in Genetics and Molecular Biology, 9 (1), Article 34. [pdf]
  • Nunes, M. A. and Nason, G. P. (2009) A Multiscale Variance Stabilization For Binomial Sequence Proportion Estimation. Statistica Sinica, 19 (4), 1491-1510. [pdf]
  • Nunes, M. A., Knight, M. I. and Nason, G. P. (2006) Adaptive Lifting for Nonparametric Regression. Statistics and Computing, 16 (2), 143-159. [pdf]

Book Chapters & Peer-reviewed Conference Proceedings

  • Nunes, M. A., Knight, M. I. and Nason, G. P. (2015) Modelling and Prediction of Time Series Arising on a Graph. In Antoniadis, A., Poggi, J.-M. and Brossat, X. (eds.) Lecture Notes in Statistics: Modeling and Stochastic Learning for Forecasting in High Dimension, 217, 183-192. [link]
  • Knight, M. I. and Nunes, M. A. (2007) An Adaptive Lifting Algorithm and Applications. In Proceedings of the 56th Session of ISI. [pdf]

Discussion Contributions

  • Knight, M.I. and Nunes, M. A. (2017) Should we sample a time series more frequently? Decision support via multirate spectrum estimation (contribution to discussion). Journal of the Royal Statistical Society A, 180. Epub: [link] (Discussion p. 388-389).

Book Reviews

  • Review of Shumway, R. H. and Stoffer, D. S. Time Series: A Data Analysis Approach Using R (2019). In Journal of Time Series Analysis. 41 (3), 485-486. [link]
  • Review of Kolaczyk, E. D. and Csárdi, G. Statistical Analysis of Network Data with R (2015). In Journal of Statistical Software, 66, Book Review 1. [link]

PhD Thesis

  • Nunes, M. A. (2006) Some New Multiscale Methods for Curve Estimation and Binomial Data. Ph.D. Thesis, University of Bristol. [pdf]


Software

Please see my GitHub page for bug fixes and code updates.

  • Nunes, M. A. and Knight, M. I. (2005) adlift. [CRAN]
  • Knight, M.I. and Nunes, M. A. (2008) nlt. [CRAN]
  • Nunes, M. A. (2009) binhf. [CRAN]
  • Nason, G.P., Jansen, M. and Nunes, M. A. (2009) LiftVor.
  • Nason, G. P., Nunes, M. A., Fryzlewicz, P. and Eckley, I. A. (2012) AutoSpec.
  • Nunes, M. A., Prangle, D. and Rodrigues, G. (2013) abctools. [CRAN]
  • Taylor, S. L., Nunes, M. A., and Eckley, I. A. (2014) LS2Wstat. [CRAN]
  • Knight, M. I., Nunes, M. A. and Nason, G. P. (2016) liftLRD. [CRAN]
  • Nunes, M. A., Knight, M. I., Hamilton, J. and Fryzlewicz, P. (2017) CNLTreg. [CRAN]
  • Hamilton, J., Nunes, M. A., Knight, M. I., and Fryzlewicz, P. (2017) CNLTtsa. [CRAN]
  • Nunes, M. A. and Knight, M. I. (2018) CliftLRD. [CRAN]
  • Leeming, K., Nason, G. P., Nunes, M. A. and Knight, M. I. (2018) GNAR. [CRAN]