- Potential PhD students: please read Advice to PhD Applicants.
- Potential post-doctoral research fellows: please read Come and work with me.
- Puwasala Gamakumara, Probabilistic forecasts for hierarchical time series (PhD, begun 2016).
- Sayani Gupta Statistical analysis and visualisation of spatially distributed big time series electricity usage data (PhD, begun 2018).
- Cameron Roach. Optimising commercial building energy efficiency measures, (PhD, begun 2016).
- Dilini Talagala, Anomaly detection in streaming time series data (PhD, begun 2016).
- Thiyanga Talagala, Computationally efficient forecasting methods for large-scale real-time applications (PhD, begun 2016).
- Earo Wang, Visualization of large collections of time series (PhD, begun 2016).
Former research fellows
- Muhammad Akram
- George Athanasopoulos
- Baki Billah
- Gary Deng
- Bircan Erbas
- Shu Fan
- Bin Jiang
- Yanfei Kang
- Ingrida Steponavičė
- Shanika Wickramasuriya
Former postgraduate students
- Roman Ahmed. Forecasting hierarchical time series. (Ph.D., graduated 2010). Now Data Scientist at Connexity.
- 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). Winner of a Solvay Award for his PhD thesis. Now a lecturer at Monash University, Australia.
- Ashton de Silva. Vector innovations structural time series framework. (Ph.D., graduated 2007). Now an Associate Professor in the School of Economics, Finance and Marketing at RMIT.
- Alexander Dokumentov, Smoothing, decomposition and forecasting of multidimensional and functional time series using regularisation (PhD, graduated 2016). Now a data scientist at Monash Business Behavioral Laboratory.
- 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 Senior Lecturer in the Department of Finance, Deakin Business School.
- Atikur Khan. Singular spectrum analysis. (Ph.D., graduated 2013). Now a researcher at CSIRO.
- Yeasmin Khandakar. Automatic ARIMA forecasting. (Ph.D., graduated 2010). Now a data scientist at Optalert.
- Andrey Kostenko. Intermittent demand forecasting. (Ph.D., graduated 2013). Now an analyst at Tech Mpire.
- 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 an Associate Professor at the Australian National University.
- Thilaksha Silva. Estimating and forecasting a time series of densities using a functional data approach. (PhD, graduated 2015). Now an Assistant Lecturer, Monash Business School.
- 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 working at the Technische Universität Graz, Austria.
- 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 principal data scientist at ANZ Bank, Melbourne.
- Shanika Wickramasuriya. Optimal forecasts for hierarchical and grouped time series, (PhD, graduated 2017). Now a lecturer at the University of Auckland.
- 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 Professional with Freelance Physician.