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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 …
Nov 7, 2019 10 min read

Recent & Upcoming Talks

Forecast reconciliation with subset selection

Talk at 2023 IIF Workshop on Forecast Reconciliation.
Sep 7, 2023 2:15 PM — 3:00 PM Monash University Prato Centre, Italy
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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.
Jun 28, 2023 10:00 AM — 10:20 AM Charlottesville, USA
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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 …
Nov 17, 2022 9:20 AM — 9:40 AM Capital University of Economics and Business, Beijing, China
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Talk at POMS Chinese Summer School

Talk at POMS (Production and Operations Management Society) Chinese Summer School.
Sep 30, 2022 9:00 AM — 5:00 PM VIRTUAL
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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 Virtual
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Publications

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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 …
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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

Outstanding Graduate Student

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

Best Paper Award

Graduate School, CUEB (Capital University of Economics and Business), China Nov 2022
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

POMS (Production and Operations Management Society) Chinese Summer School Sep 2022
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

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 Combination selection Distributed forecasting Diversity Forecast combinations Forecast ensembles Forecast pooling Forecast trimming Forecasting Review Spark Time series features Uncertainty estimation

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