Research team

Current PhD students

  1. Lakshan Bernard. Analytical tools for future power networks (PhD, begun 2020).
  2. Fan Cheng. Manifold learning on empirical probability distributions (PhD, begun 2019).
  3. Daniele Girolimetto Advancements in probabilistic forecast reconciliation (Visiting PhD student, 2022).
  4. Nuwani Palihawadana. Optimal predictor selection for high-dimensional nonparametric forecasting (PhD, begun 2020).
  5. Sixian (Alice) Tang. Mortality forecasting (PhD, begun 2020).
  6. Fin Yang. Forecast reconciliation with linear combinations (PhD, begun 2020).

Former research fellows

  1. Muhammad Akram
  2. George Athanasopoulos
  3. Baki Billah
  4. Gary Deng
  5. Bircan Erbas
  6. Shu Fan
  7. Puwasala Gamakumara
  8. Bin Jiang
  9. Sevvandi Kandanaarachchi
  10. Yanfei Kang
  11. Stuart Lee
  12. Zhuo Li
  13. Pablo Montero-Manso
  14. Ingrida Steponavičė
  15. Nick Tierney
  16. Shanika Wickramasuriya

Former postgraduate students

  1. Roman Ahmed. Forecasting hierarchical time series. (Ph.D., graduated 2010). Now a Data Scientist Consultant, Australian Taxation Office.
  2. Muhammad Akram. Stability properties of state space models for exponential smoothing, (Ph.D., graduated 2005). Now a Research Fellow at the ACU Mary MacKillop Institute for Health Research.
  3. Sengarapillai Arivalzahan. Discrimination and classification in functional data analysis, (Ph.D., graduated 2008). Now a Senior Lecturer at University of Jaffna, Sri Lanka.
  4. David Bashtannyk. Kernel conditional density estimation, (Ph.D., graduated 2001). Now Senior Manager Valuations Risk at ANZ Bank.
  5. Souhaib Ben Taieb, Machine-learning strategies for multi-step time series forecasting (PhD, graduated 2014). Winner of a Solvay Award for his PhD thesis. Now Associate Professor at University of Mons, Belgium.
  6. Ashton de Silva. The vector innovations structural time series framework. (Ph.D., graduated 2007). Now an Associate Professor in the School of Economics, Finance and Marketing at RMIT.
  7. Alexander Dokumentov, Smoothing, decomposition and forecasting of multidimensional and functional time series using regularisation (PhD, graduated 2016). Now a Data Scientist at Growing Data.
  8. Bircan Erbas. Statistical methodological issues in studies of respiratory disease and air pollution, (Ph.D., Uni of Melbourne, graduated 2001). Now a Professor in the School of Public Health at La Trobe University.
  9. Puwasala Gamakumara, Probabilistic forecast reconciliation: theory and applications (PhD, graduated 2020). Now a Senior Data Analyst at the Australian Energy Market Operator.
  10. Sayani Gupta. Visualization and analysis of probability distributions of deconstructed temporal data (PhD, graduated 2022). Now an Analyst at the Australian Energy Market Operator. .
  11. Abdul Aziz Hayat. Identifying GDP volatility and modeling changing seasonality. (Ph.D., graduated 2007). Now a Senior Lecturer in the Deakin Business School.
  12. Atikur Khan. Some statistical aspects of singular spectrum analysis. (Ph.D., graduated 2013). Now an Associate Professor at North South University, Bangladesh.
  13. Yeasmin Khandakar. Automatic ARIMA forecasting. (Ph.D., graduated 2010). Now a Senior Data Scientist at Transurban.
  14. Andrey Kostenko. Statistical issues in modelling and forecasting sequential count data. (Ph.D., graduated 2013). Now a Lead Data Scientist at Hydroinformatics Institute, Singapore.
  15. Hugh O’Reilly. A comparison of trading strategies for share price index futures. (M.Com., graduated 2004).
  16. Ahmad Farid Osman. A new approach to forecasting based on exponential smoothing with independent regressors. (Ph.D., graduated 2012). Now a Senior Lecturer at the University of Malaya, Malaysia.
  17. Ivet Pitrun. A smoothing spline approach to nonlinear inference for time series, (Ph.D., graduated 2002). Now a teacher at Monash College.
  18. Cameron Roach. Time series modelling and forecasting of disaggregated electricity data, (PhD, graduated 2020). Now a Senior Data Analyst with the Victorian Department of Justice and Community Safety.
  19. 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 Professor at Macquarie University.
  20. Thilaksha Silva. Estimating and forecasting a time series of densities using a functional data approach. (PhD, graduated 2015). Now a Senior Data Scientist at CitiPower and Powercor.
  21. Leanna Tedesco. Non-Gaussian first order autoregressive time series models. (M.Sc., Uni of Melbourne, graduated 1995). Now Group Manager Forecasting, at the Australian Energy Market Operator.
  22. Priyanga Dilini Talagala, Anomaly detection in streaming time series data (PhD, graduated 2019). Now a Senior Lecturer at the University of Moratuwa, Sri Lanka.
  23. Thiyanga Talagala, Computationally efficient forecasting methods for large-scale real-time applications (PhD, graduated 2019). Now a Senior Lecturer at the University of Sri Jayewardenepura, Sri Lanka.
  24. Shahid Ullah. Demographic forecasting using functional data analysis. (Ph.D., graduated 2007). Now an Associate Professor in Biostatistics at Flinders University.
  25. Laura Villanova. Response surface optimization for high-dimensional systems with multiple responses. (Ph.D., graduated 2010). Now working at the Technische Universität Graz, Austria.
  26. Earo Wang, Tidy tools for supporting fluent workflow in temporal data analysis (PhD, graduated 2019). Winner of Mollie Holman doctoral medal in Business & Economics, 2019. Now a data scientist at Canva.
  27. Xiaozhe Catherine Wang (Lopes). Characteristic-based forecasting for time series data, (Ph.D., graduated 2005). Winner of Mollie Holman doctoral medal in IT, 2005. Now Chief Data and Analytics Officer at ANZ bank.
  28. Shanika Wickramasuriya. Optimal forecasts for hierarchical and grouped time series, (PhD, graduated 2017). Now a Lecturer at the University of Auckland, New Zealand.
  29. Farah Yasmeen. Functional linear models for mortality forecasting. (Ph.D., graduated 2011). Now an Assistant Professor at the University of Karachi, Pakistan.
  30. Bruce Yu. Flood frequency analysis. (M.Sc., graduated 1998). Now HR and Administration Manager at Generations Christian Education, Hong Kong.