Decision Support Systems (Bayesian Networks and Markov Networks), Monte Carlo Simulation, Time Series, Bayesian Statistics, Statistical Quality Control Management & Statistical Forecasting
 

DISSERTATION
 

 "Eliminating Parameter Uncertainty in Signal Extraction using Bayesian Inference
   with Monte Carlo Integration" (Dr. Steve Hillmer, Chair)
 

PUBLICATIONS (Referred Journals)

• “Effect of Signal to Noise Variance Ratio on Parameter Uncertainty in Signal Extraction Approach for Time Series, Journal of American Academy of Business, Cambridge, Vol. 6 (2), 300 - 304, March 2005.
  

• "Estimating the effect of Parameter Uncertainty in Repeated Sample Surveys" with Steve Hillmer, Communications in Statistics - Simulation and Computation, Vol. 32 (2), 367-388, 2003. 

• Importance Sampling for Signal Extraction Model in Time Series Analysis", Journal of Statistical Computation and Simulation, Vol. 72 (11), 881-894, 2002. 

• "Monte Carlo Approach with Acceptance/Rejection Sampling for Extracting Signals from Economic Time Series", Journal of American Academy of Business, Cambridge, Vol. 2 (1), 156-161, 2002. 

• "Applying Bayesian Inference for Signal Extraction Model of Time Series", InterStat, August 2001.

PUBLICATIONS (Referred Conference Proceedings)
 

• "Structural Time Series Ananlysis using Acceptance and Rejection Sampling",  proceedings Decision Science Institute, November 2003, Washington D.C.

•  "Adaptive Importance Sampling for Structural Time Series-Monte Carlo Study",  proceedings Decision Science Institute, November 2002, San Diego, CA.

• "Using Monte Carlo Method with Importance Sampling in Structural Time Series Analysis", proceedings of North Decision Science Institute, March 2002, San Juan, Puerto Rico.

• "Sampling Importance Resampling to Time Series", proceedings of Decision Science Institute, November 2001, San Francisco California.

•  "Importance Sampling to Time Series", proceedings of Northeast Decision Sciences Institute, March 2001, Pittsburgh, Pennsylvania.

• "A Hybrid Model for Forecasting Time Series From Repeated Sample Surveys", with Chih-Yang Tsai, proceedings of Decision Science Institute, November 2001, San Francisco California.

"Effect of Signal to Noise Ratio to the Parameter Uncertainty in Signal Extraction", proceedings of Decision Sciences Institute, November 2000, Orlando Florida.

• "Effect of Signal to Noise Variance Ratio to the Parameter Uncertainty in Signal Extraction Approach for Time Series", under review by a refereed journal.

• "Applying Monte Carlo Integration with Sampling Importance Resampling to Time Series Analysis", under review by a referred journal.

WORKING PAPERS
 

• "A Hybrid Model for Forecasting Time Series From Repeated Sample Surveys", with Chih-Yang Tsai, in preparation for a refereed journal

• "Using Monte Carlo Method with Importance Sampling in Structural Time Series Analysis, in preparation for a referred journal

PRESENTATIONS
 

• “Signal Extraction to Forecast Time Series from Repeated Sample Surveys”, proceedings of Decision Science Institute, November 2004, Boston, MA.

• "Structural Time Series Ananlysis using Acceptance and Rejection Sampling",  presented at Decision Science Institute, November 2003, Washington D.C. 

• "Adaptive Importance Sampling for Structural Time Series-Monte Carlo Study", presented at Decision Science Institute, November 2002, San Diego, CA. 

• "Using Monte Carlo Method with Importance Sampling in Structural Time Series Analysis", presented at North Decision Science Institute, March 2002, San Juan, Puerto Rico 

• "Importance Sampling to Time Series", presented at Northeast Decision Sciences Institute,Pittsburgh, Pennsylvania, 2001. <>

• "Effect of Signal to Noise Ratio to the Parameter Uncertainty in Signal Extraction", presented Decision Sciences Institute Annual conference at Orlando, Florida, 2000

• "Eliminating Parameter Uncertainty in Signal Extraction using Bayesian Approach with Monte Carlo Integration", presented at the Institute for Operations Research and the Management Science (INFORMS) conference at Dallas, Texas, 1997

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