Research

Main fields of interest

- Linear and nonlinear analysis of time series.
- Connectivity analysis of multivariate time series.
- Investigating complex systems from multivariat time series.
- Complex networks.
- Computational statistics.
- D
ynamical systems, chaos and complexity.
- C
lassification, clustering and fetaure selection.
- S
oftware development.
- Stochastic simulation.
- Computational neuroscience.
- Analysis of
geophysical data.
- Analysis of
financial data, econophysics.
- Analysis of biological data.
- Analysis of data in engineering.
- Biosurveillance

Topics of current research work

- Clustering and community detection in networks.
- Estimation of connectivity networks from high-dimensional time series using information measures.
- Estimation of connectivity networks from high-dimensional time series using parametric models.
- Short-term and long-term prediction of complex systems from high-dimensional time series.
- Estimating hidden sources in high-dimensional time series.
- Estimating structual changes in high-dimensional time series.
- Investigating regime changes in epileptic electroencephalograms (EEG).
- Analysis of TMS-EEG (TMS: transcranial magnetic stimulation).
- Investigating changes in financial markets.
- Studying network properties from seismological data.
- Estimating long-range correlations in symbol sequences and the DNA.

On-going research projects

  1. There is no funded research project running.

 

Completed research projects

  1. Coordinator of the research project titled “Networks and Classification from Granger Causality of Multivariate Time Series with Applications in Neurophysiology” funded by the General Secretariat for Research and Technology, Greece (1/2014 – 7/2015), overall budget: 130000 [http://eeganalysis.web.auth.gr]

  2. Participation in the project "Smart open internet service for Health (SOHealth)" funded by the General Secretariat for Research and Technology, Greece [https://www.sohealth.gr/].

  3. Funded project titled “Granger causality and complex networks from multivariate time series” from the program for support of research activity in AUTh (4/2013 – 4/2014), overall budget: 4000

  4. Participation in the project "Secure and Revokable Biometric Identification for use in Disparate Intelligence Environments" funded by the General Secretariat for Research and Technology, Greece (4/2011 – 4/2014), Overall Budget: 591365 € [http://biotaytotita.encodegroup.com] 5/2011 - 5/2014.

  5. Participation in the EU funded action titled “Advanced Methods For The Estimation Of Human Brain Activity And Connectivity (NEUROMATH)” (3/2007 - 5/2011).

  6. Coordinator of the research project (03ED748) with title "Linear and Nonlinear Statistical Analysis of Electroencephalograms for the Prediction of Epileptic Seizures", implemented within the framework of the "Reinforcement Programme of Human Research Manpower" (PENED), and it was co-financed at 90% jointly by E.U.-European Social Fund (75%) and the Greek Ministry of Development -GSRT (25%) and at 10% by Rikshospitalet, Norway. Two PhD were completed by the end of the project. For more information you may visit the home page [http://eeganalysis.web.auth.gr]
  7. Coordinator of the thematic network of AUTh for the Statistical and Dynamical Analysis of Socio-economical Systems (SDASS), which started at 2006 but is inactive now. For more information you may visit the home page at http://sdass.web.auth.gr.

Collaborators 

On going collaboration with other researchers:

- Senior neurophysiologist Pål Gunnar Larsson (Department of Neurology, Oslo University Hospital, Oslo, Norway) on the analysis of epileptic EEG.

- Assoc. Prof. Vassilis Kimiskidis (Laboratory of Clinical Neurophysiology, Medical School, Aristotle University of Thessaloniki) on the analysis of EEG under transcranial magnetic stimulation (TMS).

- Prof. Cees Diks (Faculty of Economics and Management, University of Amsterdam), Assoc. Prof. Catherine Kyrtsou and PostDoc Angeliki Papana (Department of Economics, University of Macedonia) on Granger causality and complex  networks from financial multivariate time series.

- Prof. Eleftheria Papadimitriou (Dept of Geology, AUTh) on complex networks in seismology.

- Prof. Michael Small (Dept of Mathematics, University of Western Australia) in the investigation of complex systems from high-dimensional time series.

- Senior Researcher Milan Palus (Institute of Computer Science, Academy of Sciences of the Czech Republic) in the estimation of coupling from the phases of multivariate time series.

On-going PhDs:

- Elsa Siggiridou (main supervisor), started December 2012.
 
Thesis title "Connectivity and time series networks with application to the effect of transcranial magnetic stimulation in epilepsy
"
  PhD at the
School of Electrical and Computer Engineering, AUTh

- Maria Papapetrou (main supervisor), started July 2010.
  Thesis title "
Investigation of Long Range Correlation in Symbol Sequences".
  PhD at the
School of Electrical and Computer Engineering, AUTh

Former PhDs (active collaboration):

- Dr Christos Koutlis (main supervisor), completed February 2017.
 
PhD at the
School of Electrical and Computer Engineering, AUTh
  Thesis title "Granger Causality of Multivariate Time Series with Applications to Neurophysiology"

- Dr Alkiviadis Tsimpiris (main supervisor), completed June 2012.
  PhD at the Department of Mathematical, Physical, and Computational Sciences, Faculty of Engineering, AUTh
  Thesis title "
Data mining in time series databases: feature selection and classification".  

- Nikos Kouvaris (formally main supervisor, but most supervision was done by Senior Researcher Astero Provata at "Demokritos" Research Center, Athens, Greece), completed June 2011.
  PhD at the Department of Mathematical, Physical, and Computational Sciences, Faculty of Engineering, AUTh
  Thesis title "Study of Synchronization in Discrete Biological Systems".

- Dr Ioannis Vlachos (main supervisor), completed October 2009.
  PhD at the Department of Mathematical, Physical, and Computational Sciences, Faculty of Engineering, AUTh
  Thesis title "Oscillation Features Time Series and Linear / Nonlinear Dynamic Regression Models with Application in Predicting Epileptic Seizures".

- Dr Aggeliki Papana (main supervisor), completed June 2009.
  PhD at the Department of Mathematical, Physical, and Computational Sciences, Faculty of Engineering, AUTh
  Thesis title "
Nonlinear Statistical Analysis of Biological Time Series".

Former PhDs (member of supervising committee):

- Petroula Laiou (examiners committee), completed October 2017. Supervisor Prof. Ralph Andrzejak (Department of Information and Communication Technologies, University Pompue Fabra)
  PhD at the
Department of Information and Communication Technologies, University Pompue Fabra.
  Thesis title "Data-driven analysis of interactions between pairs and ensembles of coupled dynamics

- Athanasios Fragkou (member of supervising committee), completed January 2017.
  PhD at the Department of Civil Engineering, University of Thessaly.
  Thesis title "Detection and characterization of correlations of observations of dynamical systems using advanced methods of time series analysis"

- Avraam Charakopoulos (member of supervising committee), completed June 2015.
  PhD at the Department of Civil Engineering, University of Thessaly.
  Thesis title "Analysis and Identification of Spatiotemporal Phenomena Using Advanced Methods of Time Series Analysis"

- Antonios Avramidis (member of supervising committee), completed March 2011.
  PhD at the Department of Mathematical, Physical, and Computational Sciences, Faculty of Engineering, AUTh
  Thesis title "Robust Regression using Mathematical Programming".

- Athanasios Vafeiadis (supervision in collaboration with Assoc. Prof. Efthimia Bora-Senta, Dept of Mathematics, AUTh), completed April 2011.
  PhD at the Department of Mathematics, AUTh
  Thesis title "Investigation of Linear Piece-wise Trends in Time Series"

MScs (ordered by date of completion, on-going at the end of list):

  Name / Surname Start End Department (AUTh) Supervision Role Title
1 Athanasios Vafeiadis 2003 2004 Mathematics Member, joint supervision with Assoc.Prof. E. Bora-Senta Comparison of the performance of test for the presence of weak  trend in time series
2 Sonia Antoniadou 2003 Feb-2005 Forestry Member Time series models for forest fires and burnt areas in Greece
3 Evripides Stefanidis 2005 2005 Mathematics Member, joint supervision with Assoc.Prof. E. Bora-Senta Test of normality in time series: investigation and evaluation of test statistics
4 Maria Laftsidou 2004 Nov-2005 Mathematics Member, joint supervision with Assoc.Prof. E. Bora-Senta  Evaluation of the performance of the independent tests in time series using linear and nonlinear test statistics 
5 Pantelis Kakkalos 2006 Dec-2006 Mathematics Member, joint supervision with Assoc.Prof. E. Bora-Senta Stable distributions and applications
6 Kiriaki Palampougiouki 2006 July-2007 Mathematics Member, joint supervision with Assoc.Prof. E. Bora-Senta Evaluation of measures of bivariate correlation and autocorrelation
7 Kiriaki Roditou 2006 Dec-2007 Mathematics Member, joint supervision with Assoc.Prof. E. Bora-Senta Investigation of the Markov chain order in symbolic time series
8 Stiliani Fraggeli 2007 2007 Physics Member (no collaboration) Study of the dynamics of Van der Pol forced oscillator
9 Anastasios Evaggelopoulos 2007 Dec-2007 Mathematics Member, joint supervision with Assoc.Prof. E. Bora-Senta Study of bootstrap techniques in time series
10 Konstantina Konstantinou 2007 July-2008 Mathematics Member, joint supervision with Assoc.Prof. E. Bora-Senta Study and comparison of methods for the estimation of long-range correlation in time series
11 Georgia Margia 2008 23/2/2009 Physics Main supervisor Analysis and prediction of time series
12 Maria Papapetrou 2008 Mar-2009 Mathematics Member Long-range correlation in binary Markov chains and in the DNA chain
13 Georgios Papadopoulos 2008 20/6/2009 Physics Main supervisor Investigation of correlation structures and Models in financial indices
14 Lambros Mountrakis 2008 29/10/2009 Physics Main supervisor Multi-step prediction with local models of nearest neighbors in time series from nonlinear dynamical systems
15 Georgia Kiousi 2009 June-2010 Physics Main supervisor Resampling in time series with long-term memory and application
16 Fedra Theodosiou 2008 16/12/2010 Mathematics Member, joint supervision with Assoc.Prof. E. Bora-Senta Comparison of correlation coefficients in time series
17 Elsa Siggiridou 2010 31/5/2011 Mathematics Member, joint supervision with Assoc.Prof. E. Bora-Senta Investigation of the statistical significance of correlation among time series for the construction of networks
18 Athanasios Stavropoulos 2010 18/10/2011 Physics Member Stochastic differential equations and application to dynamical systems
19 Stavroula Evaggelopoulou 1/10/2011 July 2012 Mathematics Main supervisor Granger causality test on multivariate time series with seasonality and application to the electric power market of Italy
20 Eleftheria Koti 2010 July 2012 Mathematics Member Statistical analysis of fractal point processes. Application to seismology. 
21 Konstantinos Mouratidis 1/10/2011 15/11/2012 Mathematics Main supervisor Granger causality in non-stationary time series and application to econometrics
22 Thomas Theodorides 2010 11/12/2012 Mathematics Main supervisor Comparing Unweighted to Weighted Directed Networks from Time Series
23 Petros Damos 2010 24/12/2012 Mathematics Main supervisor Pest-Insect Time series analysis and the Development of Population Causal networks
24 Konstantinos Papaspyropoulos 1/5/2012 31/1/2013 Mathematics Main supervisor Granger causality in count time series and application to historic data of biodiversity protection
25 Georgios Hatziioannides 1/10/2011 31/1/2013 Mathematics Main supervisor Time evolving complex networks from rolling windows on time series records
26 Koutsouri Eleonora 2010 Μαρ-13 Mathematics Member Comparison of Granger causality index and transfer entropy with application to product marker problems
27 Kirilos Dosemetzis 21/12/2010 28/5/2013 Geology Member Metrical assortivity and gene dimorphism in the genus  Mesopithecus
28 Georgios Dimitriadis 1/9/2011 20/12/2013 Mathematics Main supervisor Time series networks from detection and monitoring of topic discussions
29 Georgios Dimitriadis 1/4/2012 30/10/2013 Physics Main supervisor Comparative assessment of reference systems of electroencephalographic recordings
30 Petroula Laiou 1/10/2011 2/7/2013 Physics Main supervisor Comparison of two Granger causality indices that combine mixed embedding and information measures
31 Antiopi Tsaousi 1/9/2012 5/4/2013 Mathematics Main supervisor Granger causality index for gappy time series and application to atmospheric pollutants
32 Pandria Niki 1/9/2012 Ιουν-13 Mathematics Main supervisor Cross correlation of time series using Dynamic Time Warping (DTW)
33 Eleni Brikou 1/1/2013 21/11/2014 Mathematics Main supervisor Granger causality in non-stationary time series using multivariate models VECM - application to main global financial indices
34 Chrisoula Milona 1/1/2013 23/12/2015 Mathematics Main supervisor Τime Series Forecasting in Biosurveilllance
35 Vaggelis Kanoulas 1/3/2013 6/7/2015 Mathematics Main supervisor Estimation of the order of autoregressive models using the conditional mutual information
36 Giannis Boumakis 1/9/2012 31/1/2014 Physics Main supervisor Estimation and prediction of autoregressive models for time series with gaps
37 Prodromos Tsinaslanidis  Απρ-13 7/2/2014 Mathematics Main supervisor Perceptually important points and dynamic time warping in time series prediction: Application to finance
38 Dimitris Horozoglou Αυγ-13 9/7/2014 Mathematics Main supervisor Randomization test of correlation networks from multivariate time series
39 Hristos Koutlis Αυγ-13 11/2/2014 Mathematics Main supervisor Discrimination of dynamical systems from time series characteristics
40 Elena Giannakopoulou Απρ-13 20/12/2013 Mathematics Member tsinpro@gmail.com
41 Eleni Nikolaidou Αυγ-13 20/12/2013 Mathematics Member dchorozo@hotmail.com
42 Georgia Vougiouka Σεπ-14 2/12/2016 Mathematics Main supervisor Investigation of Correlation in Seismic Time Series
43 Thenia Kounatidou Σεπ-14 29/9/2016 Mathematics Main supervisor Canonical Correlation Analysis and Granger Causality – Application to Electroencephalograms
44 Sotiris Skaperas Σεπ-14 26/7/2016 Mathematics Main supervisor Change point detection in multivariate time series using correlation statistics
45 Vaggelis Chandakas Σεπ-14 1/2/2016 Mathematics Main supervisor Granger causality estimation using the independent component analysis (ICA)
46 Argyris Giorgos Ιαν-15 3/12/2016 Mathematics Main supervisor mathematicaldeveloper@gmail.com
47 Spyroglou Giannis   Σεπ-15 Electr.Engin Demokritus Uni Member  Generalized methods of regression analysis of biomedical data
48 Lyssoudis Christos Σεπ-15 Ιουλ-16 Physics Main supervisor Communities in connectivity networks from time series withh application in epileptic electroencephalograms
49 Gkogkos Dimitris Σεπ-16 10/7/2017 Mathematics Main supervisor Graphical models in the analysis of multivariate time series
50 Gravanis Marios Σεπ-16 22/12/2017 Mathematics Main supervisor Causality networks using information measures on non-stationary time series with application to finance
51 Kouroutzioudi Despina Σεπ-16 9/2/2017 Mathematics Main supervisor Prediction with adjusted local model for time series with trend
52 Grigoriou Rafaila Ιαν-16 9/2/2017 Mathematics Main supervisor Case study in athletics: kinematic multivariate data and time-series analysis
53 Aslanoglou Konstantinos   27/9/2017 Mathematics Member Causality analysis in association networks from medical data
54 Karagiotas Giannis 1/10/2017   Mathematics Main supervisor  
55 Katanos 1/10/2017   Mathematics Main supervisor Clustering methods in the search for communities in networks
56 Papadimitriou Natalia 1/10/2017   Mathematics Main supervisor  
57 Theodoridis Michalis 1/10/2017   Mathematics Main supervisor Correlation networks of branches of the Greek stock market
58 Hristopoulos 1/10/2017   Mathematics Main supervisor  
59 Zalavetoudi Despina 1/10/2017   Mathematics Main supervisor  


Last updated 16/5/2018.