Research team

I am not taking new PhD students, or new research fellows. If you’re interested in a PhD at Monash University with a different supervisor, see here.

Current PhD students

1. Lakshan Bernard. Analytical tools for future power networks (PhD, begun 2020).
2. Mitchell O’Hara-Wild. Tools for forecasting large collections of time series (PhD, begun 2023).

Former research fellows

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

Former postgraduate research students

1. Roman Ahmed. Forecasting hierarchical time series. (Ph.D., graduated 2010). Now Senior Manager Analytics at Optus.
2. Muhammad Akram. Stability properties of state space models for exponential smoothing, (Ph.D., graduated 2005). Now a Biostatistician at the Hudson Institute of Medical 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 retired.
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 Mohamed bin Zayed University of Artificial Intelligence in Abu Dhabi, UAE.
6. Fan Cheng. Manifold learning on empirical probability distributions (PhD, graduated 2023). Now a Senior Analyst, NSW Department of Communities & Justice.
7. Ashton de Silva. The vector innovations structural time series framework. (Ph.D., graduated 2007). Now a Professor in the School of Economics, Finance and Marketing at RMIT.
8. Alexander Dokumentov, Smoothing, decomposition and forecasting of multidimensional and functional time series using regularisation (PhD, graduated 2016). Now a Data Scientist.
9. Bircan Erbas. Statistical methodological issues in studies of respiratory disease and air pollution, (Ph.D., Uni of Melbourne, graduated 2001). Now a Professor and Associate Dean in the School of Public Health at La Trobe University.
10. Puwasala Gamakumara, Probabilistic forecast reconciliation: theory and applications (PhD, graduated 2020). Now Forecasting and analytics lead at Energy Australia.
11. Daniele Girolimetto Forecast reconciliation: methodological issues and applications (PhD, graduated 2024). Now an Assistant Professor at the University of Padova.
12. Sayani Gupta. Visualization and analysis of probability distributions of large temporal data (PhD, graduated 2022). Now a Senior Forecasting Analyst at the Australian Energy Market Operator.
13. Abdul Aziz Hayat. Identifying GDP volatility and modeling changing seasonality. (Ph.D., graduated 2007). Now a Senior Lecturer in the Deakin Business School.
14. Cynthia Huang. Unified principles and tools for complex datasets and data-driven workflows (PhD, graduated, 2025). . Now a postdoctoral researcher at LMU Munich.
15. Atikur Khan. Some statistical aspects of singular spectrum analysis. (Ph.D., graduated 2013). Now an Associate Professor at North South University, Bangladesh.
16. Yeasmin Khandakar. Automatic ARIMA forecasting. (Ph.D., graduated 2010). Now a Senior Data Scientist at Transurban.
17. Andrey Kostenko. Statistical issues in modelling and forecasting sequential count data. (Ph.D., graduated 2013). Now a Senior AI & Data Engineer, DuluxGroup, Australia.
18. Hugh O’Reilly. A comparison of trading strategies for share price index futures. (M.Com., graduated 2004).
19. 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.
20. Nuwani Palihawadana. Optimal predictor selection for high-dimensional nonparametric forecasting (PhD, graduated 2025). Now a Teaching Associate at Monash University, Australia.
21. Ivet Pitrun. A smoothing spline approach to nonlinear inference for time series, (Ph.D., graduated 2002). Now a teacher at Monash College.
22. Cameron Roach. Time series modelling and forecasting of disaggregated electricity data, (PhD, graduated 2020). Now a Principal Engineer at the Australian Energy Market Operator.
23. 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.
24. 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, Powercor and United Energy.
25. Leanna Tedesco. Non-Gaussian first order autoregressive time series models. (M.Sc., Uni of Melbourne, graduated 1995). Now Manager for Operations Planning, Australian Energy Market Operator.
26. Priyanga Dilini Talagala, Anomaly detection in streaming time series data (PhD, graduated 2019). Now a Senior Lecturer at the University of Moratuwa, Sri Lanka.
27. 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.
28. Sixian (Alice) Tang. Modelling structural changes in human mortality (PhD, graduated 2025).
29. Shahid Ullah. Demographic forecasting using functional data analysis. (Ph.D., graduated 2007). Now an Associate Professor in Biostatistics at Flinders University.
30. Laura Villanova. Response surface optimization for high-dimensional systems with multiple responses. (Ph.D., graduated 2010). Now working at the Technische Universität Graz, Austria.
31. 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.
32. 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 Partner – Strategy Advisory – AI & Data, Infosys.
33. Shanika Wickramasuriya. Optimal forecasts for hierarchical and grouped time series, (PhD, graduated 2017). Now a Senior Lecturer at Monash University.
34. Fin Yang. Component-Based Methods in Multivariate and Hierarchical Time Series Forecasting (PhD, graduated 2025). Now an Assistant Professor at Maastricht University, Netherlands.
35. Farah Yasmeen. Functional linear models for mortality forecasting. (Ph.D., graduated 2011). Now an Assistant Professor at the University of Karachi, Pakistan.
36. Bruce Yu. Flood frequency analysis. (M.Sc., graduated 1998).