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Xiaoqian Wang

Ph.D. Student in Statistics

Beihang University

Xiaoqian Wang is a Ph.D. student in Statistics at Beihang University, supervised by Associate Professor Yanfei Kang. Her research interests include time series analysis, distributed computing and statistical modeling. She is currently working on forecast combinations and distributed modeling for ultra-long time series forecasting.

Interests

  • Time Series Analysis
  • Distributed Computing
  • Statistical Modeling

Education

  • Ph.D. in Statistics (begun 2018)

    Beihang University

  • M. in Applied Statistics, 2018

    Central University of Finance and Economics

  • B.Ec in Statistics, 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 …
Nov 7, 2019 10 min read

Recent & Upcoming Talks

Participant talk at AMSI winter school 2021

A participant’s talk at AMSI winter school 2021.
Jul 16, 2021 8:00 AM — 12:00 PM
PDF Code Slides Follow

The uncertainty estimation of feature-based forecast combinations

41st ISF talk on “The uncertainty estimation of feature-based forecast combinations”.
Jun 29, 2021 2:40 AM — 3:00 AM
PDF Code Slides Follow

Distributed ARIMA models for ultra-long time series

ISF talk on “Distributed ARIMA models for ultra-long time series”.
Oct 26, 2020 9:20 AM — 9:40 AM
PDF Code Slides Follow

Publications

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Forecast combinations: an over 50-year review

An up-to-date review of the literature on forecast combinations
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Distributed ARIMA models for ultra-long time series

Distributed ARIMA models implemented with Apache Spark
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Forecasting: theory and pratice

A review of the theory and the practice of forecasting
Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos, Mohamed Zied Babai, Devon K. Barrow, Souhaib Ben Taieb, Christoph Bergmeir, Ricardo J. Bessa, Jakub Bijak, John E. Boylan, Jethro Browell, Claudio Carnevale, Jennifer L. Castle, Pasquale Cirillo, Michael P. Clements, Clara Cordeiro, Fernando Luiz Cyrino Oliveira, Shari De Baets, Alexander Dokumentov, Joanne Ellison, Piotr Fiszeder, Philip Hans Franses, David T. Frazier, Michael Gilliland, M. Sinan Gönül, Paul Goodwin, Luigi Grossi, Yael Grushka-Cockayne, Mariangela Guidolin, Massimo Guidolin, Ulrich Gunter, Xiaojia Guo, Renato Guseo, Nigel Harvey, David F. Hendry, Ross Hollyman, Tim Januschowski, Jooyoung Jeon, Victor Richmond R. Jose, Yanfei Kang, Anne B. Koehler, Stephan Kolassa, Nikolaos Kourentzes, Sonia Leva, Feng Li, Konstantia Litsiou, Spyros Makridakis, Gael M. Martin, Andrew B. Martinez, Sheik Meeran, Theodore Modis, Konstantinos Nikolopoulos, Dilek Önkal, Alessia Paccagnini, Anastasios Panagiotelis, Ioannis Panapakidis, Jose M. Pavía, Manuela Pedio, Diego J. Pedregal, Pierre Pinson, Patrícia Ramos, David E. Rapach, J. James Reade, Bahman Rostami-Tabar, Michał Rubaszek, Georgios Sermpinis, Han Lin Shang, Evangelos Spiliotis, Aris A. Syntetos, Priyanga Dilini Talagala, Thiyanga S. Talagala, Len Tashman, Dimitrios Thomakos, Thordis Thorarinsdottir, Ezio Todini, Juan Ramón Trapero Arenas, Xiaoqian Wang, Robert L. Winkler, Alisa Yusupova, Florian Ziel
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The uncertainty estimation of feature-based forecast combinations

Feature-based forecast combinations
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Featured Awards

Best Student Presentation Award

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

Popular Topics

ARIMA models Distributed forecasting Forecast combinations Forecast ensembles Forecasting Review Spark Time series features Uncertainty estimation

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