Current Research

Locally Stationary Time Series Analysis

In October 2008 I began my PhD with Prof G. P. Nason. The general topic is Locally Stationary Time Series Analysis, and in particular the estimation of the second order structure of a Locally Stationary Wavelet (LSW) processes.

The second order structure of an LSW process can either be measured using the localized autocovariance or the evolutionary wavelet spectrum (EWS). I have produced methods of estimating the EWS using Bayesian wavelet shrinkage, which also has the added benefit of easily producing confidence intervals. I am comparing these techniques with previously well estabilished methods, where I have also developed confidence intervals for these alternative methods.

Previous Research

In my MRes Project (also supervised by Prof. G. P. Nason) I calculated particular components associated with the Shannon wavelet used in LSWA. Understanding the behaviour of components, such as the Localized Autocorrelation Wavelet, help to identify strengths and weaknesses in using this wavelet. Also, the good theoretical properties of the Shannon wavelet have improved our understanding of LSW processes.

Previously, I worked with the Public Health and Epidemiology department at Peninsula College of Medicine and Dentistry. We investigated the epidemiology of ageing and chronic diseases using large cohort studies. Genotyping was used to detect genetic predispostion to ageing diseases, such as type II diabetes and cardiovascular disease.

Publications

Maria Isabel Parahyba, Kara Stevens, William Henley, Iain A. Lang, David Melzer. (2009) Reductions in Disability Prevalence Among the Highest Income Groups of Older Brazilians. American Journal of Public Health.

Melzer D, Perry JRB, Hernandez D, Corsi A-M, Stevens K, et al. (2008) A Genome-Wide Association Study Identifies Protein Quantitative Trait Loci (pQTLs) . PLoS Genet 4(5): e1000072. doi:10.1371/journal.pgen.1000072.

Kara N Stevens, Iain A Lang, Jack M Guralnik, David Melzer. (2008) Epidemiology of balance and dizziness in a national population: findings from the English Longitudinal Study of Ageing . Age Ageing 37:300-305.

S Rafiq, T M Frayling, A Murray, A Hurst, K Stevens, M N Weedon, W Henley, L Ferrucci, S Bandinelli, A-M Corsi, J M Guralnik and D Melzer. (2007) A common variant of the interleukin 6 receptor (IL-6r) gene increases IL-6r and IL-6 levels, without other inflammatory effects. Genes and Immunity 8, 552–559.

S Rafiq, K Stevens, A J Hurst, A Murray, W Henley, M N Weedon, S Bandinelli, A M Corsi, J M Guralnik, L Ferruci, D Melzer and T M Frayling (2007) Common genetic variation in the gene encoding interleukin-1-receptor antagonist (IL-1RA) is associated with altered circulating IL-1RA levels. Genes and Immunity 8, 344–351.