Robert H. Shumway
Professor Emeritus of Statistics
Department of Statistics
University of California
Davis, CA 95616
2505 Hepworth Drive
Davis, CA 95616
Tel: 530-756-3475(H), 530-220-3623(C)
FAX: 530-756-3475, 530-752-7099, email: rhshumway@ucdavis.edu
EDUCATION
- B.A. in Mathematics, Carleton College, 1958
- M.S. in Statistics, Iowa State Univeristy, 1960
- Ph.D. in Mathematical Statistics, George Washington University 1965
EMPLOYMENT
- (1960-1962) Assistant Health Services Officer, U.S. Public Health Service
- (1962-1964) Associate Mathematician, United Electrodynamics, Inc.
- (1964-1966) Senior Statistician, Westat Research, Inc.
- (1966-1972) Associate Professor of Statistics, George Washington University
- (1972-1980) Professor of Statistics, George Washington University
- (1980-2006) Professor of Statistics, Univerity of California, Davis
PROFESSIONAL ACTIVITIES
- (1985-1988) Associate Editor, Water Resources Research
- (1988-2000) Departmental Editor, Journal of Forecasting
- (2000- ) Associate Editor, Journal of Forecasting
- (2000- ) Associate Editor, Statistical Modelling: An International Journal
- (2001-2004) Associate Editor, Journal of the American Statistical Association
HONORS
- The 1986 Award for Outstanding Statistical Application, American Statistical Association (with Z.A. Der) for "Deconvolution of Multiple Time Series", Technometrics (1985).
- The 1992 CDC and ATSDR Statical Award (with M.J. Katzoff) for "Adjustment of Provisional Mortality Series: The Dynamic Linear Model with Structured Measurement Errors", Journal of the American Statistical Association (1991), Centers for Disease Control and Agency for Toxic Substances and Disease Registry.
- Elected Member, International Statistical Institute
- Fellow of the American Statistical Association
BOOKS
Shumway, R.H. (1988). Applied Statistical Time Series Analysis. Englewood Cliffs, New Jersey: Prentice hall.
- Shumway, R.H. & D.S. Stoffer (2000). Time Series Analysis and Its Applications. New York: Springer-Verlag.
- Shumway, R.H. & D.S. Stoffer (2006, 2nd. ed.). Time Series Analysis and Its Applications With R Examples. New York: Springer-Verlag.
PUBLICATIONS
Shumway, R.H. and J. Gurland (1960). Fitting the Poisson Binomial Distribution. Biometrics, 16, 522-533.
- Shumway, R.H. and J. Gurland (1960). A Fitting Procedure for Some Generalized Poisson Distributions. Skand. Akt., 8, 97-108.
- Shumway, R.H. (1963). Radionuclide Analysis of Gamma Ray Spectra by Stepise Multiple Regression. Environmental Health Series. Publication 999-R-5, U.S. Public Health Service.
- Shumway, R.H. (1965). Mathematical Model of Mechanisms Influencing Strontium-90 Levels in Milk. Chapt 8 in Ratioactive Fallout, Soils, Plants Foods, man, Elsevier, Holland.
- Shumway, R.H. (1967). On The Expected Gain From Adjusting Matched Term Retrieval Systems. Comm. of Assoc. for Computing Machinery, 10, 722-725.
- Shumway, R.H. and W.C. Dean (1968). Best Linear Unbiased Estimation for Mulivariate Stationary Processes. Technometrics, 10, 523-534.
- Shumway, R.H. (1970). Applied Regression adn Analysis of Variance for Stationary Time Series. JASA, 65, 1527-1546.
- Shumway, R.H. (1971). On Detecting a Signal in N Staionarily Correlated Noise Series. Technometrics, 13, 499-519.
- Shumway, R.H. and A.N. Unger (1974). Linear Discriminant Functions for Stationary Time Series. JASA, 69, 948-956.
- Wirth, M.H., R.R. Blandford, and R.H. Shumway (1976). Automatic Seismic Array and Network Detection. Bull. Seismolog. Soc. Americ., 66, 1375-1380.
- Katzoff, M.J. and R.H. Shumway (1978). Distributed Lag Regression with an Almost Periodic Design Matrix. Journal of Applied Probability, 15, 759-773.
- Shumway, R.H., D.E. Olsen, L.J. Levy (1981). Estimation and Tests of Hypotheses for the Initial Mean and Covariance in the Kalman Filter Model. Comm. in Stat.-Theory and Methods, 10, 1625-1641.
- Shumway, R.H. (1982). Discriminant Analysis for Time Series. Handbook of Statistics, 2, 1-46. North-Holland, Amsterdam.
- Shumway, R.H. and D.S. Stoffer (1982). An Approach to Time Series Smoothing and Forecasting Using the EM Algorithm. J. Time Series Analysis, 3, 253-264.
- Chang, A.C., R.H. Shumway, R.R. Blandford, and B.W. Barker (1983). Two Methods to Improve Location Estimates. Bull. Seismolog. Soc. of Amer., 73, 281-295.
- Shumway, R.H. (1983). Replicated Time Series Regression: An Approach to Signal Estimation and Detection. Handbook of Statistics Vol. 3, Chapt. 18, 383-408, Time Series in the Frequency Domain. D.R. Brillinger and P.R. Krishnaiah ed., North Holland.
- Shumway, R.H. (1984). Some Applications of the EM Algorithm to Analyzing Incomplete Time Series Data. Time Series Analysis of Irregularly Observed Data. Lecture Notes in Statistics, 25, 290-304, E. Parzen ed., Springer-Verlag, New York.
- Shumway, R.H. (1984). Deconvolution of Multiple Time Series. Proceedings of U.S.-Japan Joint Seminar on Statical Time Series Analysis 294-316, may 21-25, 1984, Institute of Statistical Mathematics, Tokyo.
- Shumway, R.H. (1985). Time Series in the Soil Sciences: Is There Life After Kriging?, Soil Spatial Variability 35-60. D.R. Nielsen and J. Bouma ed., Pudoc Wageningen Centre for Agricultural Publishing, Wageningen, The Netherlands.
- Shumway, R.H. and Z.A. Der (1985). Deconvolution of Multiple Time Series. Technometrics, 27, 385-393.
- Rivers, D.W., R.H. Shumway, and R. Wagner (1986). Statistical Analysis of Explosion Magnitudes and Yields. The Vela Program, 771-779. A. Kerr ed., Executive Graphic Services, Arlington, Virginia.
- Shumway, R.H. (1986). AUTOBOX. Statistical Computing Software Reviews, American Statistician, 40, 299-300.
- Der, Z.A., R.H. Shumway, and A.C Lees (1987). Multi-channel Deconvolution of P Waves at Seismic Arrays. Bull. of the Seismolog. Soc. of Amer., 77, 195-211.
- Shumway, R.H., A.S. Azari, and Y. Pawitan (1988). Modeling Mortality Fluctuations in Los Angeles as Functions of Pollution and Weather Effects. Environ Res., 45, 224-241.
- Der, Z.A., R.H. Shumway and A.C. Lees (1988). Frequency Domain Coherent Processing of Regional Seismic Signals at Small Arrays. Bull. Seismol. Soc. Amer., 78, 326-338.
- McLaughlin, K.L., T.W. McElfresh, and R.H. Shumway (1988). Determination of Event Magnitudes with Correlated Data and Censoring: A Maximum Likelihood Approach. Geophy. J., 95, 31-44.
- Tillotson, W.R., R.H. Shumway, J.W. Biggar, and D.R. Nielsen (1988). Multivariate Statistical Analysis of Potassium and Chloride Redistribution From a Line-Source Sprinkler Experiment. Soil Sci. Soc. Amer. J., 52, 909-915.
- Bazza, M., R.H. Shumway, and D.R. Nielsen (1988). Two-dimensional Spectral Analysis of Soil Surface Temeratures. Hilgardia, 56, 1-28.
- Loaiciga, H.A., R.H. Shumway, and W.W-G. Yeh (1988). Linear Spatial Interpolation: Kriging Vis a Vis Trend-surface Analysis With an Application to the San Joaquin Vally, California. Stochastic Hydrology and Hydraulics, 2, 113-136.
- Preising, B.M., M.L. Hull, R.G. Taylor, and R.H. Shumway (1988). Carrier Detection of Duchenne Dystrophy by Signal Processing Electromyograms. J. Biomed. Eng., 10, 417-425.
- Shumway, R.H., F. Morkoc, M. Bazza, J.W. Biggar and D.R. Nielsen (1989). Time and Frequency Domain Analysis of Field Observations. Soil Science, 147, 286-299.
- Morkoc, F., R.H. Shumway, J.W. Biggar and D.R. Nielsen (1989). River Quality Modeling I: A Time Domain Approach. J. Irrigation and Drainage Eng., Amer. Soc. of Civil Eng., 4, 663-673.
- Pawitan, Y. and R.H. Shumway (1989). Spectral Estimation and Deconvolution for a Linear Time Series Model. J. Time Series Analysis, 10, 115-129.
- Shumway, R.H., A.S. Azari, and P. Johnson (1989). Estimating Mean Concentrations Under Transformation for Environmental Data with Detection Limits. Technometrics, 31, 347-356.
- Morkoc, F., J.W. Biggar, R.H. Shumway and D.R. Nielsen (1989). River Quality Modeling: A Frequency Domain Approach. J. Irrigation and Drainage Eng., Amer. Soc. of Civil Eng., 115, 1008-1017.
- Jih, W.S. and R.H. Shumway (1989). Iterative Magnitude Estimation and Uncertainty Assessment With Noisy and Clipped Observations. Bull. Seismological Soc. Amer., 79, 1122-1141.
- Deluyker, H.A., R.H. Shumway, et al. (1990). Modeling Daily Milk Yield in Holstein Cows Using Time Series Analysis. Jorn. of Dairy Science, 73, 539-548.
- Hurvich, C.M., R.H. Shumway, and C. Tsai (1990). Improved Estimators of Kullback-Leibler Information for Autoregressive Model Selection in Small Samples. Biometrika, 77, 709-719.
- Der, Z.A., M.R. Hirano and R.H. Shumway (1990).Coherent Processing of Regional Signals at Small Arrays. Bull. Seismolog. Soc. Amer., 80 B, 2161-2176.
- Shumway, R.H. and D.S. Stoffer (1991). Dynamic Linear Models with Switching. JASA, 86, 763-769.
- Shumway, R.H. and M.J. Katzoff (1991). Adjustment of Provisional Mortality Series: The Dynamic Linear Model With Structured Measurement Errors. JASA, 86, 611-617.
- Der, Z.A., M.R. Hirano and R.H. Shumway (1992). Time Delay Waveform Inersion, a Frequency Domain View: How Well do we Need to Match Waveforms?. Bull. Seismolog. Soc. Amer, 81, 2351-2370.
- Shumway, R.H., Z.A. Der, A.C. Lees and K.L. McLaughlin (1992). Multichannel Deconvolution of Short Period Teleseismic and Regional Time Series. Chapter 9 in Statistics in the Environmental and Earth Sciences, A.T. Walden and P. Guttorp (eds.), 156-188. London: Edward Arnold (New York: Halsted Press).
- Shuwmay, R.H. and K.L. Verosub (1992). State Space Modeling of Paleoclimatic Time Series. Proceedings, 5th International Meeting on Statistical Climatology, 139-144, June 22-26, 1992, Toronto, Canada.
- Shumway, R.H. and K.L. Verosub (1992). Validation of the New England Varve Chronology as a Paleoclimate Recorder. EOS Trans. Amer. Geophys. Union 73 71.
- Der, Z.A., D.R. Baumgardt adn R.H. Shumway (1993). The Nature of Particle Motion in Regional Seismograms and its Utilization for Phase Identification. Geophy. J. Int. 115, 1012-1024.
- Shumway, R.H. and K.L. Verosub (1993). Statistical Structure of the New England Varve Sequence. EOS Trans. Amer. Geophys. Union 74 84.
- McQuarrie, D.R. and R.H. Shumway (1993). Parametric and Nonparametric Discriminants for Regional Earthquakes and Explosions. Report PL-TR-93-2164, Phillips Lab., Hanscom Air Force Base, Massachusetts.
- Angulo, J., A.S. Azari, R.H. Shumway and Z. Yucel (1994). Fourier Approximations for Estimation and Smoothing of Irregularly Observed Spatial Processes. K.W. Hipel ed. Stochastic and Statistical Methods in Hydrology and Environmental Engineering, Vol. 2: Stochastic and Statistical Modeling With Groundwater and Surface Water Applications, 353-365. Doordrecht, The Netherlands: Kluwer Academic.
- Hameed, T., M.A. Marliño and R.H. Shumway (1995). Evapotranspiration Transfer-function-noise Modeling. J. Irrigation and Drainage Eng., 121, 159-169.
- Cavanaugh, J.E. and R.H. Shumway (1996). On Computing the Expected Fisher Information Matrix for State-Space Model Parameters. Statistics and Probability Letters, 26, 347-355.
- Yücel, Z.T. and R.H. Shumway (1996). A Spectral Approach to Estimation and Smoothing of Continuous Spatial Processes. Stochastic Hydrology and Hydraulics, 10, 107-126.
- Shumway, R.H. (1996). Statistical Approaches to Seismic Discrimination. Monitoring a Comprehensive Test Ban Treaty 791-803, A.M. Dainty & E.S. Husebye, Ed., Doordrecht, The Netherlands: Kluwer Academic.
- Piver, W.T., R.H. Shumway, R.S. Azari and T.L. Jacobs (1996). Seocond Moment Method to Evaluate Human Health Risks of Climate Change. Supplement to J. of Epidemiology, Japan Epidemiological Assoc. 6, S149-152. Proceedings of the 14th Int. Scientific Meeting of the International Epicemiological Assoc., Epidemiology for Global Health in a Changing Environment, Aug. 27-30, Nagoya, Japan.
- Cavanaugh, J.E. and R.H. Shumway (1997). A Bootstrap Corrected Variant of AIC for State-space Model Selection. Statistica Sinica, 7, 473-496.
- McQuarrie, A.D.R., R.H. Shumway and C-L Tsai (1997). The Model Selection Criterion AICu. Statistics and Probability Letters, 34, 285-292.
- Burman, P. and R.H. Shumway (1998). Semiparametric Modeling of Seasonal Time Series. J. Time Series Analysis, 19, 127-145.
- Kakizawa, Y, R.H. Shumway, and M. Taniguchi (1998). Discrimination and Clustering for Multivariate Time Series. JASA, 93, 328-340.
- Cavanaugh, J.E. and R.H. Shumway (1998). An Akaike Information Theory Criterion for Model Selection in the Presence of Incomplete Data. J. Statist. Planning and Inf., 67, 45-65.
- Shumway, R.H., D.R. Baumgardt, and Z.A. Der (1998). A Cepstral F-statistic for Detecting Delay-fired Seismic Signals. Technometrics, 40, 100-110.
- Shumway, R.H., S.E. Kim, and R.R. Blandford (1999). Nonlinear Estimation for Time Series Observed on Arrays. Ch. 7, Ghosh ed. Asymptotics, Nonparametrics, and Time Series, 227-258. New York: Marcel Dekker.
- Basagaoglu, H., M.A. Marinño and R.H. Shumway (1999). δ-Form Approximating Problem for a Conjunctive Water Resource Management Model. Advances in Water Resources, 23, 69-81.
- Der, Z.A. and R.H. Shumway (1999). Phase Onset Time Estimation at Regional Distances Using the CUSUM Algorithm. Physics of the Earth and Planetary Interiors, 113, 227-246.
- Shumway, R.H. (2000). Dynamic Mixed Models for Irregularly Observed Time Series. Resenhas-Reviews of the Institute of Mathematics and Statistics, (4), 433-456, University of Sao Paulo, Brazil: USP Press.
- Shumway, R.H. (2001). Multivariate Classical and Bayesian Methods for Yield Estimation: The Indian and Pakistani Tests. Transcations on Pure and Applied Geophysics, 158, 2275-2290.
- Johns, C.J., B.A. Holmén, D.A. Niemier and R.H. Shumway (2001). Nonlinear Regression for Modeling Censored One-dimensional Concentration Profiles of Fugitive Dust Plumes. J. Agricultural Biological and Environmental Statistics, 6, 99-117.
- Shumway, R.H. (2002). Switching Process. A. El-Shaarawi and W. Piegorsch Ed. Encyclopedia of Environmetrics, Vol 4, 2162-2164. Chichester: John Wiley & Sons, Ltd.
- Mokhtarian, P.L., F.J. Samaniego, R.H. Shumway and N.H. Willits (2002). Revisiting the Notion of Induced Traffic Through a Matched-pairs Study. Transportation, 29, 193-220.
- Shumway, R.H., A.S. Azari, and M. Kayhanian (2002). Statistical Approaches to Estimating Mean Water Quality Concentrations with Detection Limits. Environ. Sci. Technol., 36, 3345-3353.
- Bonner, J.L., D.T. Reiter, and R.H. Shumway (2002). Application of a Cepstral F-statistic for Improved Depth Estimation. Bulletin of the Seism. Soc. of Amer., 92, 1675-1693.
- Der, Z.A., R.H. Shumway and E.T. Herrin ed. (2002). Monitoring the Comprehensive Nuclear-Test-Ban Treaty: Data Processing and Infrasound. Basel: Birkäuser Verlag.
- Shumway, R.H. (2003). Time-frequency Clustering and Discriminant Analysis. Statistics & Prob. Letters, 63, 307-314.
- Shumway, R.H. (2003). Discrimination and Clustering for Multivariate Time Series. The Encyclopedia of Biostatistics, 2nd ed. New York: Wiley.
- Bonner, J.L., D.G. Harkrider, E.T. Herrin, S.A. Russell, I.M. Tibuleac and R.H. Shumway (2003). Evaluation of Short-period Near-regional Ms Scales for the Nevada Test Site. Bull. Seismolog. Soc. Amer., 93, 1-19.
- Tibuleac, I.M., E. Herrin, J. Britton, R.H. Shumway and A.C. Anca (2003). Nonparametric Deconvolution of Seismic Depth Phases. D.R. Brillinger, E.A. Robinson and R. Schoenberg ed., Time Series Analysis and Applications to Geophysical Systems, 1-10, IMA Volume 139, New York: Springer-Verlag.
- Fein, G., V. Di Stafani, C. Taylor, K. Moon, J. Barakos, H. Tran, B. Landman, and R.H. Shumway (2004). Controlling for Premorbid Brain Size in Imaging Studies: T1-derived Cranium Volume Scaling Factor vs. T2-derived Intracranial Vault Volume. Psychiatric Research Neuroimaging, 1131, 169-176.
- Ho, M-H.R., R.H. Shumway and H. Ombao, (2005). A State-space Approach to Modelling Brain Dynamics. Statistica Sinica, 15, 407-425.
- Johns, C.J. and R.H. Shumway (2005). A Non-linear and non-Gaussian State Space Model for Censored Air Pollution Data. Environmetrics, 16, 167-180.
- Ho, M-H, R.H. Shumway and H. Ombao (2006). The State-space Approach to modelling Dynamic Processes: Application in Biological and Social Sciences. Invited Book Chapter: Models for Intensive Longitudinal Data ed. T.A. Walls and J.L. Shafer, New York: Oxford University Press.
- Fein, G., B. Landman, H. Tran, J. Barakos, K. Moon, V. Di Sclafini and R.H. Shumway (2006). Statistical Parametric Mapping of Brain Morphology: Sensitivity is Dramatically Increased by Using Brain-extracted Images as Inputs. NeuroImage, In Press, Elsevier.
- Burman, P. and R.H. Shumway (2006). Generalized Exponential Predictors for Time Series Forecasting. J. Amer. Statist. Assoc., 101, 1598-1606.
- Mukherjee, K., R.H. Shumway, and K.L. Verosub (2007). On The Alignment of Multiple Time Series Fragments. Biometrika, 94, 347-358.
- Auestad, B.H., R.H. Shumway, D. Tjostheim and K.L. Verosub. Nonlinear Alignment of Time Series With Applications to Varve Chronologies. Environmetrics, In Press.
- Last, M. and R.H. Shumway. Detecting Abrupt Changes in a Piecewise Locally Stationary Time Series. J. Multivariate Analysis, In Press.
BOOK REVIEWS
- Shumway, R.H. (1987). Book Review: Statistics and Data Analysis in Geology. Technometrics, 29, 492.
- Shumway, R.H. (1990). Book Review: Bayesian Analysis of Time Series and Dynamic Models. J. Amer. Statist. Assoc., 85, 1168.
- Shumway, R.H. (1993). Book Review: Forecasting WIth Dynamic Regression Models by Alan Pankratz. J. Amer. Statist. Assoc., 422, 705-706.
- Shumway, R.H. (1995). Book Review: Longitudinal Data With Serial Correlation: A State-Space Approach by R.H. Jones. J. of Statist. Planning and Inference, 47, 395-397.
- Shumway, R.H. (2005). Book Review: Predictions in Time Series, by F. Stulajter. Journal of Time Series Analysis, 26, 779.
SUBMITTED PAPERS
- Burman, P. and R.H. Shumway. Asymptotic Mean Square Error and Convergence Rates for Stochastic Trend Estimation. Annals of Statistics, Under Revision.
GRANTS AND CONTRACTS
- Advances in Mixed Signal Processing for Regional and Teleseismic Arrays. Air Force Research Laboratory, Dept. of Energy, Contract FA8718-04-C-0013. 7/1/2004-6/30/2006, $136,559.
- Detection and Location Capabilities of Multiple Infrasound Arrays. Defense Threat Reduction Agency, Dept. of Defense, Contract No. DTRA01-97-C-0150. 8/8/2000-8/8/2002, $134,919.
- Statistical Approaches to Estimating Mean Concentrations Under Transformation for Water Quality Data With Non-Detections. California Department of Transportation, Contract 43A0014, Task Order 33. 7/20/2000-6/30/2001. $34,000.
- Statistical Approaches to Assessing Pesticide Concentrations in the Division of Pesticide Regulation Surface Water Database. Environmental Protection Agency, Department of Pesticide Regulation, Agreement No. 99-0148. 6/1/2000-12/31/2000. $35,000.
- Signal Detection and Estimation of Directional Parameters for Multiple Arrays. Nuclear Treaty Programs Office: Defense Special Weapons Agency, Department of Defense, Contract DSWA01-97-C-0150. 10/1/97-9/30/99. $97,923.