Time Series Design
At the Mathematics department office
Appointment on Visitation important
Topic: Optimal Design
Description: A very critical and crusial phase in statistical analysis of data is the design phase, in which the template for the collection of data is gotten. Optimal design is a theoretical underpinning, which employs optimization techniques to establish the 'best' experimental settings which reasonably satisfy some specified conditions which do frequently occur in reality. In this regard my research interest is in: 'using optimal design to establish experimental settings for the collection of time series data, with a view to getting the 'best' precision on model parameters and at the same time satisfying specific experimental settings.
|1.||M.Sc (Statistics)||Mathematics, University of Lagos, Akoka||1998|
Optimizing Generalized Linear mixed Models in Time Series Data
Time series analysis and its applications have become increasingly important in various fields of research, such as: business, finance, economics, commerce, social sciences, political science, law, arts, agriculture, natural sciences, engineering, industry, technology, medicine, pharmaceutics, epidemiology, meteorology, earth and environmental sciences, education, public service, and so on. The time series data arising from these fields could be non-normal, non-stationary, non-linear and heteroscedastic. Moreover, these data could arlse from a multilevel or repeated measures experiments.A unified statistical methodology to cope with these broad spectrum of time series data is still in its developmental stage, both in its analysis, and design phase (in particular).In this regard, our research is in the: 1. Adaptation of Generalized Linear Mixed Model GLMM to the analysis of time series data arising from a broad spectrum of the series structure, with a view to precisely estimating the model parameters; 2 Establishment of experimental settings which are capable of maintaining a good balance between precision in parameter estimation and the cost of experimentation, through the use of the theory of optimal design of experiments.
DOSUMU OLANREWAJU is a Lecturer I at the Department of Mathematics
DOSUMU has a M.Sc in Statistics from Mathematics, University of Lagos, Akoka