Ecology

Dryad (http://datadryad.org/) is a place to look for publicly archived data, together with a published source. Dryad is currently particularly good for ecological data. Ecological time series data for many systems are collected annually and therefore often fall short of our hope to get 100 data points to analyze. That is just something you have to live with if you want to study ecological data. As one example,

Parasitoid-host dynamics.


More parasitoid-host dynamics.


Nicholson’s blowflies



Financial volatility

A general question: What models explain financial volatility? What can you conclude from these models about the behavior of financial markets?

Data: Time series for any financial instrument, for example from finance.yahoo.com.

References: One could analyze various stochastic volatility models in the POMP framework. One possibility is the one we studied in class: Breto, C., “On idiosyncratic stochasticity of financial leverage effects”, Statistics & Probability Letters 91:20-26.

pomp object: One particular stochastic volatility model was covered in the notes. It would be interesting to code up other stochastic volatility models in pomp.



Epidemiology

A general question: Given incidence data for an infectious disease, what models fit the data? Usually, one considers susceptible-infected-recovered (SIR) models, such as developed in the course notes, and variations on them. What can we learn from time series analysis about transmission of the disease?


Cholera.


Polio.


Measles.


Other infectious disease data.