國立臺北大學統計學系
專題演講
講題： Time series forecasting: Exploring hybrid strategies with singular spectrum analysis
主講人：Prof. Paulo Canas Rodrigues
時間：114年11月26日 (星期三，13：00~15：00)
地點：三峽校區商學院1F02教室
Abstract
Time series forecasting plays a key role in areas such as energy, environment, economy, and finances. Hybrid methodologies, combining the results of statistical, mathematical, and machine learning methods, have become popular for time series analysis and forecasting, as they allow researchers to compensate for the limitations of one approach with the strengths of the other and combine them into new frameworks while improving forecasting accuracy. In this class of methods, algorithms for time series forecasting are applied sequentially, i.e., the second algorithm is applied to the residuals that were not captured by the first one. In this talk, I will discuss several hybrid strategies for time series forecasting that use singular spectrum analysis, classical time series models, and recurrent neural networks, with application to several areas of research.
Bio: Paulo Canas Rodrigues is a Professor of Statistics and Data Science at the Federal University of Bahia and the Director of the Statistical Learning Laboratory (SaLLy; www.SaLLy.ufba.br). Paulo completed his Ph.D. in Statistics at the Nova University of Lisbon, Portugal (2012), and his Habilitation in Mathematics, with a specialization in Statistics and Stochastic Processes, at the Lisbon University, Portugal (2019). His research in time series forecasting, statistical learning, artificial intelligence, statistics, and data science resulted in more than 120 scientific papers in collaboration with more than 180 co-authors from 86 universities in 31 countries and delivered more than 180 invited talks at conferences and scientific seminars. He is an ISI Elected Member. Among other activities, he is the current President of the International Association for Statistical Computing, the Past-President of the International Society for Business and Industrial Statistics, a Member of the Representative Council of the International Biometric Society, and a Council Member of the International Statistical Institute. Website: www.paulocanas.org; www.SaLLy.ufba.br.
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國立臺北大學統計學系 敬邀
114.11.12
附件：演講摘要
