LSE is a global, research-intensive social science university, providing innovative insights into the issues that are shaping our economic and social landscape. The UK 2008 Research Assessment Exercise confirmed the School’s position as a leading university, with the highest percentage of world leading research of any other UK Higher Education Institution. By bringing together practitioners, policy-makers, businesses and academics, LSE is an institution where research is focused on some of the most intractable and pressing issues of our world and where ideas get translated into action.

The Centre for the Analysis of Time Series (CATS), directed by Professor Leonard Smith, brings together the expertise of internationally recognised statisticians and physical scientists who have a common interest in non-linear analysis. CATS aims to promote awareness of the limitations of non-linear analysis and the dangers of confusing models with reality. Over the last few years CATS has focused on the role of uncertainty in complex models, with special intensity on issues of decision support. Of particular interest is the unexpectedly high quality of probabilistic climate forecasts from relatively simple models, when “quality” is judged relative to complex models (for instance those used in the IPCC reports). CATS has a long track record of successful research grant funding from a variety of sponsors in the UK, EU and USA, as well as funding from industry, the latter usually for more discrete projects of specific interest to end users. In addition CATS has recently broadened its research footprint, with Professor Henry Wynn’s involvement in the EU multi-partner Smart Cities project ‘CELSIUS’ (Combined Efficient Large Scale Integrated Urban Systems) which looks at maximising the efficient use of energy by cities. Current projects also include a UK EPSRC-funded project on managing flood risk, ‘Delivering and Evaluating Multiple Flood Risk Benefits’, in which CATS plays a key role in the understanding and communication of issues of model uncertainty. At LSE, CATS works closely with the Department of Statistics, the Centre for Climate Change Economics and Policy (CCCEP) and the Grantham Research Institute on Climate Change and the Environment (GRI), chaired by Lord Nicholas Stern, with many staff involved in or leading programmes in all three centres/institutes. CATS also has close links with the Grantham Institute for Climate Change at Imperial College, London. Further information on CATS can be found at: http://www2.lse.ac.uk/CATS/home.aspx.

 

Principal Investigator:

Leonard Smith is Professor of Statistics and Director of the Centre for the Analysis of Time Series, LSE. He graduated in “Physics Mathematics and Computer Science” from the University of Florida and obtained a PhD in Physics at Columbia University (USA) in 1987. He has held visiting or fixed term research positions at Cambridge (UK), École Normale Supérieure (France), Warwick (UK) and Potsdam University (Germany). Since 1992 he has been a Senior Research Fellow (mathematics) at Pembroke College and Research Associate, Mathematics Institute, University of Oxford (UK) and also became a Professor of Statistics at the LSE in 2004. He has held grants funded by many bodies including the US Office of Naval Research and US National Oceanic and Atmospheric Administration, as well as from Australia, the EC and the UK Research Councils.
He contributes to WP2 and WP8 of Ecopotential project.