Guy Nason

Professor Guy Nason is the Chair in Statistics at Imperial College London's Department of Mathematics, part of the Faculty of Natural Sciences. He leads the NeST Programme Grant, a UKRI-funded initiative involving nine investigators across six universities, focusing on network stochastic processes and time series. He also serves as co-Chair of the Home Office Science Advisory Council, advising the UK Government on scientific matters. His research spans time series analysis, network time series (e.g., GNAR models), multiscale methods, and applications in official statistics, energy, and epidemiology. His work emphasizes practical methodologies, with over 40 collaborators and significant industry partnerships (e.g., EDF Paris, Shell). He develops R packages like 'GNAR' and 'NetTree' for statistical analysis and forecasting. His contributions include advancing locally stationary time series modeling and network-based forecasting techniques, particularly for high-dimensional and missing data scenarios.

• Key roles: Director of NeST Programme Grant, Home Office Science Advisory Council co-Chair, Head of Statistics Section at Imperial
• Research themes: Network time series, multiscale wavelet methods, official statistics
• Software contributions: 18+ R packages including 'wavethresh', 'GNAR', and 'NetTree'

His research addresses challenges in forecasting, variance stabilization, and network-driven data analysis, with applications to public health (e.g., Mumps and COVID-19 modeling), economic indicators, and political dynamics (e.g., Early Day Motion analysis in UK Parliament).