Research team, May 2009. Back row: PhD students. Front row: Post-doctoral research fellows and me.
Current research fellows
- Shu Fan. Working on electricity demand forecasting.
- Ingrida Steponavičė. Working on efficient multiobjective design optimization.
Current postgraduate students
- Souhaib Ben Taieb, Machine-learning strategies for multi-step time series forecasting (PhD, begun 2011).
- Alexander Dokumentov, Forecasting life expectancy: a functional data approach (Ph.D., begun 2011).
- Lidong Huang. Forecasting time series of counts (Ph.D., begun 2010).
- Thilaksha Tharanganie. Density forecasting using a functional data approach. (Ph.D., begun 2011).
- Shanika Wickramasuriya. Covariance estimation for hierarchical time series, (MPhil, begun 2013).
Former research fellows
Former postgraduate students
- Roman Akhter Ahmed. Forecasting hierarchical time series. (Ph.D., graduated 2009). Now Senior Statistician at Experian.
- Muhammad Akram. Stability properties of state space models for exponential smoothing, (Ph.D., graduated 2005). Now a Research Fellow in the Department of Epidemiology and Preventive Medicine at Monash University.
- Sengarapillai Arivalzahan. Discrimination and classification in functional data analysis, (Ph.D., graduated 2008). Now a Lecturer in Statistics at University of Jaffna, Sri Lanka.
- David Bashtannyk. Kernel conditional density estimation, (Ph.D., graduated 2001). Now a credit risk manager at Esanda.
- Ashton de Silva. Vector innovations structural time series framework. (Ph.D.,completed 2007). Now a lecturer in the School of Economics, Finance and Marketing at RMIT.
- Bircan Erbas. Statistical methodological issues in studies of respiratory disease and air pollution, (Ph.D., Uni of Melbourne, graduated 2001). Now a senior lecturer in the School of Public Health at La Trobe University.
- Abdul Aziz Hayat. Identifying GDP volatility and modeling changing seasonality. (Ph.D., graduated 2007). Now a lecturer in the School of Accounting, Economics and Finance, Deakin University.
- Atikur Khan. Singular spectrum analysis. (Ph.D., completed 2013).
- Yeasmin Khandakar. Automatic ARIMA forecasting. (Ph.D., completed 2010). Now at Portland House Group.
- Andrey Kostenko. Intermittent demand forecasting. (Ph.D., completed 2013). Now at WesternPower.
- Hugh O’Reilly. Analysis of trading strategies for futures markets. (M.Com., graduated 2004).
- Ahmad Farid Osman. A new approach to forecasting based on exponential smoothing with independent regressors. (Ph.D., graduate 2012). Now a lecturer at the University of Malaya.
- Ivet Pitrun. Smoothing splines in nonparametric regression, (Ph.D., graduated 2002). Now a teacher at Monash College.
- Han Lin Shang. Visualizing and forecasting functional time series. (Ph.D., graduated 2010). Winner of Mollie Holman doctoral medal in Business & Economics, 2010. Now a lecturer at the Australian National University.
- Leanna Tedesco. Non-Gaussian first order autoregressive time series models. (M.Sc., Uni of Melbourne, graduated 1995). Now working for AEMO.
- Shahid Ullah. Demographic forecasting using functional data analysis. (Ph.D., graduated 2007). Now a Senior Lecturer in Biostatistics at Flinders University School of Medicine.
- Laura Villanova. Response surface optimization for high-dimensional systems with multiple responses. (Ph.D., graduated 2010). Now at Ceramic Fuel Cells Limited.
- Xiaozhe (Catherine) Wang. Characteristic-based forecasting for time series data, (Ph.D., graduated 2005). Winner of Mollie Holman doctoral medal in IT, 2005. Now at SAS, North Carolina, USA.
- Farah Yasmeen. Functional linear models for mortality forecasting. (Ph.D., graduated 2011). Now a lecturer at the University of Karachi, Pakistan.
- Bruce Yu. Analysis of flood frequency data. (M.Sc., graduated 1998). Now HR Consulting Manager at Gemini Personnel.