Autocorrelation Estimates of Locally Stationary Time Series: Post #1

Lancaster, they say, is the second most congested town or city in the UK. It’s the next best place for traffic apart from London. Since coming here, I’ve become so acclimatised to the weather, that I’ve stopped creating variations of the following: “Why is still raining?”, “Why is it windy?” (local residents only accept the feeble description of a `breeze’ to describe the gales here), and  the ever popular “Is this as warm as it gets?!” To be fair, it is the middle of July. Surely, there’s such a thing as summer around these parts?

Two weeks into my research internship, I can honestly say that I’ve never socialised or thrown myself into my work as much as I have here. I’ve ran head first towards everything, that I can hardly recognise who I’ve become. Normally, I wouldn’t react as well to such a hectic, people-oriented environment. I think that it’s been easy to integrate into life here, because the other interns are not only from a similar academic environment to me, but they are very quick to accept difference and welcome you in.

There’s been a lot of activity on the exercise front. For some bizarre reason, I’ve managed to complete some form of exercise every day thus far. There’s been badminton (I now consider myself to be an expert at this one), walking, hiking (how I survived this one I don’t know), swimming (it had been six years since I had entered a pool), and running. Alongside all of this, I’ve been challenged to execute a full pull-up before the end of the internship. As an athletically-challenged and lazy individual, all of this stuff is wildly outside of my comfort zone and expertise. I just pray to the powers that be that I don’t make a total prat of myself.

I would say that I have been overwhelmed by the sheer number of conversations I’ve had. It’s one thing to introduce yourself to everybody on the first day, but is a ten minute presentation about ourselves to the entire department really necessary? As a collective group of interns, we tend to do everything together. Work in the office, eat lunch, buy our weekly shop from Sainsbury’s, drink coffee, go the sports centre and cook. There’s very little that I actually do on my own. To challenge my boundaries, I do take the initiative to socialise more than I normally would do at university, but it does get tiring. The few hours of private free time I get are utter bliss. To be perfectly honest, I do joke that it’s like we’ve all  moved into a little retirement home for the summer, with scheduled activities at every waking moment of the day. Even though the social aspect of the internship is a lot for me to take on, I wouldn’t have it any other way. Overall, my music and film knowledge have grown, I’ve realised that I love pub quizzes, and I’ve never laughed as much I have in the last fortnight.

The research side of the research internship has also been a major leap into the unknown. I came here with no knowledge of computer programming or academic writing. The transformation from utter novice to fairly competent user was frustrating, mentally exhausting, but also very rewarding. My actual project on time series has only just begun, so I can’t really say much on that. However, I am certain that it will be a rather steep learning curve! My degree programme doesn’t really offer the opportunity for this sort of skills building and that makes this opportunity that much more valuable to me. The department here are investing lots of time, resources and manpower into helping me shape this internship into something I can be proud of.

Once I stopped doubting that I wasn’t right or qualified enough for this internship (that one took the entire first week to shake off), I really started to feel at home. I’m really happy right now. The people, the place, the work and even the weather have grown on me. Let’s see where the rest of the summer will take me!!

Day 2: The Unholy Trinity

The Unholy Trinity


The way they make your life difficult,
hair raising on the back of your neck when you hear them approach.
Every second as they stroll towards you feels like a nervous countdown.
Underneath all that pale, blank exterior,
no one really knows how they do it.
How they make you question your very self in that moment,
or how they strip you raw,
leaving you out to dry in the sun.
Yes, it is scary.
They leave no trace of damage but they make sure you’ve felt it,
reeling from the shock.
I lose my sense of direction.
Nevertheless, after all of it is over, I am always okay.
I have people who care to anchor me to the land of all that is real and living.
The second the shadows have left, it’s like the can of lead paint in your stomach has dissolved.
You’ll see, one day. or maybe you won’t.



Day 1: ex-ante, realisation, ex-post

ex-ante, realisation, ex-post


it’s easier to avoid than face reality
will i ever learn?
then i beat myself up over it.
and then we start again

their backs are against each other, there’s three of them
when your brain doesn’t stop moving
and your stomach is turning inside out
and you feel like you can’t hold anything in
and when you want to stop everything
it goes on for hours and days
it’s relentless and there’s no reprieve, no sleep
on the last day, you feel really sick

the pain in your stomach vanishes
but it’s important to rehash and critique the last few days
because that’ll really help



“Left Out”

The feeling of being left out from a group situation, makes me feel like a small child again. Small and lonely inside. A friend of mine held a get-together / party on Friday, and it seemed that she invited everyone on the planet but me.

To be honest, she probably just forgot to invite me. It’s a perfectly honest mistake, that anyone can make. This particular friend of mine is sometimes scatterbrained, when it comes to remembering my presence in a group setting. It’s happened in the past. She’s quite the social butterfly and has a lot going on. So, I understand the context, perfectly.

But this niggling sad feeling has been bugging me all weekend. My brain continues to work on it the entire time, trying to conjure up potential explanations for the situation. These imagined scenarios almost all involve something that I’ve done wrong (e.g. “what if I’ve offended her?”,”what if they don’t like me?”). I’m quick to put the responsibility on myself, which is not necessarily constructive.

It can all get quite demoralising and it’s clear to me that is a very destructive path of thought.

I want to working towards learning how not to dwell on these kinds of thoughts for very long. Questioning these thoughts, when they enter my mind, would be a healthy way of processing things.

It’s not fair to sentence myself, before I even understand the full nature of the situation or whatever happened on the other side. Hopefully, letting some of this out will lead to better closure on my part.

As I am now an “adult”, I now often lead myself to believe that these kinds of feelings aren’t valid. But that’s really not true. One day, I hope to become better at acknowledging the legitimacy of all of the feelings I experience. I suppose this is all in tune with the greater aim of being kinder to myself.

Love Runs Out – OneRepublic
Blame – Calvin Harris
These Days – Take That


Hey you,

You’ve grown up a lot in the last twelve months. This is what you saw. The turning point for you was November and I want you to always remember why. You fell apart in November and you put yourself back together. I’d like to think that’s made you stronger.

Ten concrete PROJECTS for the new year (note – these are PROJECTS and not resolutions)

1. Read 20 books to widen your mind – ten fiction, ten non-fiction. You’re turning 20 in 2015, after all.

2. Lose ten kilograms. Even if you get 50% of the way to this goal, I will be so, so proud of you.

3. Do some form of physical activity every day this year – whether that be walking, cycling, running, or yoga.

4. Learn a new skill. Entirely new. Cannot be something you’ve tried in the past – that Ukulele is still sitting there and you have yet to learn.

5. Pick up a skill you’ve lost – that Oboe’s been haunting you, or try German again.

6. Volunteer over the summer – maybe try WRAP in the business park?

7. Enjoy university and get involved – there’s only a year and a half left. What a scary thought. Try three new things at LSE.

8. Record your mental and physical progress in that notebook you’ve started. Don’t be scared to write down what you’re feeling.

9. Talk to your dad on the phone at least once a week – he needs to hear your voice too. Try calling him at work? Need to work out a time for that.

10. Get organised – structure your day and week better. Limit yourself to what you know you can do.

Have a good 2015 – you can make it what you want.

Letters to my Future Self #7: New Year

Sunday 28th December, 2014

Dear Future Self,

Thursday marks the start of 2015. And, Future Self, I want to do things differently in 2015.

The normal resolutions have run through my mind, of course. This year, I could resolve to be more healthy, active, productive, kind, patient and wise. However, I’m just going to ask one thing of myself for now. I want to start being nicer to myself.

In November, a counsellor I spoke to at university made an interesting observation. She made it clear to me that I had been almost bullying (or even torturing) myself, through layers of self criticism and doubt. I tend to expect a lot out of myself, more than I can ever really reasonably manage. Apparently, I’m a bit of a perfectionist and I often blame myself for things out of my control.

At first, I had been kind of stunned by this realisation. It made me feel really quite scared and vulnerable. I would never have treated another person like this. We must note that I did not even know that I was doing this.

Not to say that this resolution will be easy. I am sure, that I will struggle almost constantly to turn my brain off. But, if I devote enough time to my own well being, I am confident that I will be making a strong step in the right direction.

I’ve recently learnt that I like cooking for myself, so maybe that’s something I can do more often. I find real peace of mind, when I am making food. Our family’s Christmas dinner was essentially my own hard work, might I add.

Small steps for now.

Hope you’re doing well, Future Self.

Letters to my Future Self #6: Self Reflection 2014

Dear Future Self,

It’s coming towards the end of the year. I thought I’d do a bit of that self reflection stuff.

I am –

a sister
a daughter
a student
a second year undergraduate
a Hindu
an adult (still got some way to go on that one)
a blogger
an in-the-shower singer
an avid reader
a Whovian
a nerd
a tourist
a traveller
a home-body
a Peer Supporter
an insightful thinker
a planner
a klutz
a runner (sometimes, and not too fast of one)
a sensitive human being

Sometimes, I feel –


I like to –

walk along the canal and in the park
go and watch film, regardless of the cost
spend time talking to people
learn new things
spend a lot of time on Tumblr
know about the world around me
take steps forward in building a career for myself, even if I may not know where exactly headed

This year, I have learnt that –

1. Perseverance really does pay off – I was able to run a 10km race and that truly was the highlight of my year
2. My family is the thing that can really ground me in this world, even when I’m lost
3. It’s okay to feel lost and out of control – but it’s about understanding what goes on internally
4. It is easy to compare yourself to other and end up losing yourself
5. There is nothing more important than living in the present – but that’s the scariest freaking thing ever
6. The suggestion ‘be realistic’ really pisses me off, it’s easier said than done. Instead, please consider the following alternatives: ‘consider…’, ‘maybe think objectively…’, ‘try… ‘. It’s about working towards something, people.
7. I have to treat myself the way I treat others – with respect and consideration.

I may not set myself resolutions for 2015. We’ll see. But I need to do more of what makes me happy in the time I have during a given week. Nothing I do is less valid than something someone else does. It’ll take me some more to realise that.

Hope that you’re having an okay Christmas, future self.

Happy holidays.

Letters to my Future Self #5: Run to the Beat

Monday 15th September, 2014

To my Future Self,

I had the most amazing life experience yesterday and so, I wanted to record how I felt in that moment. Yesterday, I ran my first ever ten kilometre race. This race is unique in its nature, given that it gives you opportunity to listen to different current music acts along the running route. More than the music though, I want to remember how happy I felt during the race.

My story starts six months ago, when my friend asked to me sign up for the event. Naturally, I was rather apprehensive (as I am about anything this big) but I agreed. Over the summer, I trained reasonably regularly, trying to increase my distance and pace. My favourite places to run were the canal in the early morning and in the park. Now, as I am sure you can recall, I am not the most athletically minded person; the training was a big challenge and I owe a lot to my mother for pushing me out the door. The week leading up to the race was especially busy, so I’m surprised I even m
anaged to fit in those last two practices!

So, then, race day arrived. I was number 6444 in the Red Wave, which started at 9.55 am. There were over 15,000 competitors and the entire place was buzzing. The route would take me round to Preston Road, Kingsbury, Fryent Country Park and quite a lot of Wembley. It was quite hilly (I had trained on relatively flat areas) but for each climb, there was a downhill section provided to relieve my tired legs. Three things that I realised, namely: kilometres are a lot longer on race day, it is possible to run through the pain, and the presence of the public can really uplift you. Overall, I did not walk at all. In training in the last two weeks, my feet had been cramping a lot (blame those flat feet) and walking it off had been my only option. By the time I had passed four kilometres, I realised that if I hadn’t stopped already, I was unlikely to in the remaining distance. I crossed the finish line in 1:33:50, a time that I am immensely proud of. The organisers hung a medal round my neck and I couldn’t stop beaming.

For my first race ever, I have to say I did pretty damn well. I was on my own for the entire race and not once did I feel lonely or tired or emotional. I was smiling and happy, revelling in the camaraderie of the running community. From this experience, I have learned that I can commit to something for a long period of time and succeed in my goal. I need to apply this lesson to other parts of my life and not let things hold me back. It’s been a really enlightening time.

Have you continued running? I can’t imagine ever doing a half marathon any time soon. I know that I’ll definitely do a race like this again next year!

— Srshti