Research team, May 2009. Back row: PhD students. Front row: Post-doctoral research fellows and me.
Current research fellows
- George Athanasopoulos. Working on tourism forecasting.
- Gary Deng. Working on tourism forecasting.
- Shu Fan. Working on electricity demand forecasting.
Current postgraduate students
- Alysha M De Livera. Forecasting time series with complex seasonality. (Ph.D., submitted 2010).
- Lidong Huang. Forecasting time series of counts (Ph.D., begun 2010)
- Atikur Khan. Singular spectrum analysis. (Ph.D., begun 2009)
- Andrey Kostenko. Intermittent demand forecasting. (Ph.D., begun 2007).
- Ahmad Farid Osman. Forecasting Malaysian tourism. (Ph.D., begun 2008).
- Laura Villanova. Response surface optimization for high-dimensional systems with multiple responses. (Ph.D., submitted 2010).
- Farah Yasmeen. Functional linear models for mortality forecasting. (Ph.D., begun 2007).
Former research fellows
- Muhammad Akram
- Baki Billah
- Bircan Erbas
Former postgraduate students
- Roman Akhter Ahmed. Forecasting hierarchical time series. (Ph.D., graduated 2009). Now working in the Department of Epidemiology and Preventive Medicine at Monash University.
- 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.
- Yeasmin Khandakar. Automatic ARIMA forecasting. (Ph.D., completed 2010). Now a teacher at Monash College.
- Hugh O’Reilly. Analysis of trading strategies for futures markets. (M.Com., graduated 2004). Now a lecturer at Monash University’s Peninsula campus.
- 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). Now a postdoctoral research fellow in Department of Econometrics & Business Statistics, Monash University (Caulfield campus).
- Leanna Tedesco. Non-Gaussian first order autoregressive time series models. (M.Sc., Uni of Melbourne, graduated 1995). Now working for ABARE.
- Shahid Ullah. Demographic forecasting using functional data analysis. (Ph.D., graduated 2007). Now a research fellow in the School of Human Movement and Sport Sciences, University of Ballarat.
- Xiaozhe (Catherine) Wang. Characteristic-based forecasting for time series data, (Ph.D., graduated 2005). Winner of Mollie Holman doctoral medal in IT, 2005. Now a lecturer in the School of Management, La Trobe University.
- Bruce Yu. Analysis of flood frequency data. (M.Sc., graduated 1998).
