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Xiaoqian Wang

Research Fellow

Monash University

I work as a postdoctoral research fellow in the Department of Econometrics & Business Statistics at Monash University, under the supervision of Prof. Rob J Hyndman.

I did my PhD in statistics supervised by Assoc. Prof. Yanfei Kang at Beihang University. My PhD thesis is Time Series Forecast Combinations from Multiple Perspectives.

Interests

  • Time Series Forecasting
  • Data Analysis
  • Distributed Computing
  • Statistical Modeling

Education

  • Ph.D. in Statistics, Sep 2018-Dec 2022

    Beihang University (Supervised by Yanfei Kang)

  • Visiting Ph.D. student, Mar 2021‐Mar 2022

    Monash University (Supervised by Rob J Hyndman)

  • M. in Applied Statistics, Sep 2016-Jun 2018

    Central University of Finance and Economics

  • B.Ec in Statistics, Sep 2012-Jun 2016

    Shanxi University of Finance and Economics

Recent Posts

Invert SARIMA models to AR

SARIMA Seasonal Autoregressive Integrated Moving Average, SARIMA or Seasonal ARIMA, is an extension of ARIMA that explicitly supports …

Recent & Upcoming Talks

Another look at forecast trimming for combinations: robustness, accuracy and diversity

IASC-ARS talk on Another look at forecast trimming for combinations: robustness, accuracy and diversity.

Forecast reconciliation with subset selection

Talk at 2023 IIF Workshop on Forecast Reconciliation.

Another look at forecast trimming for combinations: robustness, accuracy and diversity

43rd ISF talk on Another look at forecast trimming for combinations: robustness, accuracy and diversity.

Talk at 13th HUB-University Doctoral Academic Forum

Talk at the Statistics and Quantitative Economics Sub-Forum of the 13th HUB-University (Economics and Management) Doctoral Academic …

Talk at POMS Chinese Summer School

Talk at POMS (Production and Operations Management Society) Chinese Summer School.

Publications

Quickly discover relevant content by filtering publications.

Another look at forecast trimming for combinations: robustness, accuracy and diversity

Another look at forecast trimming algorithms to identify an optimal subset from the original forecast pool for forecast combination …

Forecast combinations: an over 50-year review

An up-to-date review of the literature on forecast combinations

Forecasting: theory and pratice

A review of the theory and the practice of forecasting

Tutor

 
 
 
 
 

ETC3550/5550: Applied Forecasting

Monash University

Feb 2024 – Present Melbourne, Australia
Reliable forecasts of business and economic variables must often be obtained against a backdrop of structural change in markets and the economy. This unit introduces methods suitable for forecasting in these circumstances including the decomposition of time series, exponential smoothing methods, ARIMA modelling, and regression with auto-correlated disturbances. Students can expect to enhance their computer skills with exercises using R.
 
 
 
 
 

ETC3550/5550: Applied Forecasting

Monash University

Feb 2023 – May 2023 Melbourne, Australia
The unit has been recognised by students as being among the top performing units in the Student Evaluation of Teaching and Units (SETU) conducted during the Semester 1, 2023 evaluation period.
 
 
 
 
 

Business Forecasting

Beihang University

Jul 2022 – Jul 2022 Beijing, China
For MBA and MPAcc students, 2020 Autumn and 2022 Autumn.
 
 
 
 
 

Big Data Essentials

Beihang University

Sep 2021 – Jan 2022 Beijing, China
Undergraduate level.
 
 
 
 
 

Applied Statistics

Beihang University

Feb 2020 – May 2022 Beijing, China
Undergraduate level, 2020-2022 Spring.

Featured Awards

Outstanding Graduate Student

Outstanding graduate student (First Prize) honored by Beihang University in December 2022

Best Paper Award

The paper, Distributed ARIMA models for ultra-long time series, was awarded as the best paper in the Statistics and Quantitative Economics Sub-Forum of the 13th HUB-University (Economics and Management) Doctoral Academic Forum held by CUEB (17-18 November 2022, VIRTUAL)

Best Paper Award

The paper, Distributed ARIMA models for ultra-long time series, was awarded as the best paper of POMS Chinese Summer School 2022 (26-30 September 2022, VIRTUAL)

Best Student Presentation Award

In recognition of an inspiring, effective and professional student speaker at the 40th International Symposium on Forecasting (26-28 October 2020, VIRTUAL)

CSC (China Scholarship Council) Chinese Government Scholarship for Studying Abroad

Have been awarded the Chinese Government Scholarship to sponsor my study aboard

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