Ultra Long Time Series

Dr. Feng Li, (@f3ngli) is an Associate Professor of Statistics in the School of Statistics and Mathematics at Central University of Finance and Economics in Beijing, China. He joins us today to discuss his work Distributed ARIMA Models for Ultra-long Time Series.

Guest

Dr. Feng Li: Dr. Feng Li is an Associate Professor of Statistics at Central University of Finance and Economics in Beijing, China. He earned his Ph.D. degree in Statistics from Stockholm University, Sweden in 2013. Feng's research interests include Bayesian computation, econometrics and forecasting, and distributed learning. Feng and his lab (KLLAB.org) develop highly scalable forecasting algorithms and software for solving real business problems. The KLLAB's recent research output appeared in top-tier journals e.g., Pattern Recognition, Journal of Computational and Graphical Statistics, Journal of Business and Economic Statistics, and International Journal of Forecasting. Feng Li has presented at the world meeting of the International Society for Bayesian Analysis (ISBA), and International Symposium on Forecasting.