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.
- Bin Jiang. Working on macroeconomic forecasting in a big data world.
- Ingrida Steponavičė. Working on efficient multiobjective design optimization.
Current postgraduate students
- Alexander Dokumentov, Forecasting life expectancy: a functional data approach (PhD, begun 2011).
- Lidong Huang. Forecasting time series of counts (PhD, begun 2010).
- Mojdeh Shirazi Manesh. Efficient experimental design in multiobjective optimization, (PhD, begun 2014).
- Thilaksha Tharanganie. Density forecasting using a functional data approach. (PhD, begun 2011).
- Earo Wang. Visualizing and forecasting big time series data, (BCom Hons, begun 2014)
- Shanika Wickramasuriya. Covariance estimation for hierarchical time series, (PhD, begun 2013).
Former research fellows
Former postgraduate students
- Roman Akhter Ahmed. Forecasting hierarchical time series. (Ph.D., graduated 2010). 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.
- Souhaib Ben Taieb, Machine-learning strategies for multi-step time series forecasting (PhD, graduated 2014). Now a research fellow at KAUST, Saudi Arabia.
- Ashton de Silva. Vector innovations structural time series framework. (Ph.D., graduated 2007). Now a Senior 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 an Associate Professor 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., graduated 2013).
- Yeasmin Khandakar. Automatic ARIMA forecasting. (Ph.D., graduated 2010). Now an analyst at Portland House Group.
- Andrey Kostenko. Intermittent demand forecasting. (Ph.D., graduated 2013). Now an analyst 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 a statistician 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.