Previous projects (developed at Lancaster University):

• Electricity Demand Forecasting (with P.C. Young). Several alternatives univariate and input-output non linear relations were developed.
• Barclaycard consultancy (with P.C. Young and W. Tych), for the development of a forecasting system for some time series in the bank.
• CHKS consultancy (with P.C. Young), for the forecasting of bed ocuppancy at different hospitals in the UK.

Current projects:

• Statistical analysis of personal and corporate bankruptcy at Banco del Comercio (BBV holding), using Qualitative Response Models with "choice-based" selection and "partial observability".

Software development (in Matlab):

• Toolbox to forecast electricity demand using univariate or uni-equational non-linear models (with P.C. Young and W. Tych). With Graphical User Interface (GUI) to facilitate the use of the software (screen shot).
• Full stand alone package for forecasting hourly series for Barcalycard plc (with P.C. Young and W. Tych). With GUI.
• Development of microCAPTAIN (with P.C. Young, W. Tych and C.J. Taylor), a general purpose forecast package for analysing and forecasting time series.
•  Credit Scoring toolbox. A toolbox with powerful functions very useful to analyse qualitative data and estimate models in difficult situations, like sample selection. If you like, you can download it from here.

  

Written by DJP (last update April 1999). 
All pages copyright University of Lancaster 1996. ALL RIGHTS RESERVED.