Functional Data Analysis in Practice

(13 Jul 2023)


Ng Kong Beng Public Lecture Series


This public lecture is part of the workshop on Emerging New Topics in Functional Data Analysis (10–21 Jul 2023).


About the Talk:

Functional Data Analysis (FDA) is a branch of statistics that focuses on the analysis of data in the form of curves and surfaces, or less regular functions such as trees and graphs. In this non-orthodox talk on FDA, we illustrate some added advantages of FDA over the conventional data analysis by three real data applications: (i) Absorbing nonstationarity into a stationary functional framework — Forecasting the daily electricity load curves. (ii) Estimating extreme quantiles for a random function based on a small sample — Testing for term structure pricing models. (iii) Clustering short time series based on common dynamic structures — Estimating food-chain-interaction between mink and muskrats.


Biography of Speaker:

Qiwei Yao is Professor of Statistics at London School of Economics and Political Science. His main research interest is on statistical inference for complex time series, including high-dimensional time series, dynamic networks, spatio-temporal processes, functional time series, and nonlinear time series. He was Saw Swee Hock Professor of Statistics (2022) at the National University of Singapore.


Lecture Theatre 31
S16, Level 3
Science Drive 1, Singapore 117543

Click here for map directions




Registration (close at 12noon on 11 July 2023)

Click here to register.

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