I am a Ph.D. candidate in the Department of Econometrics and Business Statistics, Monash University, Australia, supervised by Prof. Rob J. Hyndman, Dr Xiaoqian Wang, and Prof. Louise M. Ryan. I am currently working on a project titled “Optimal Predictor Selection for High-dimensional Nonparametric Forecasting”.
I am part of Monash NUMBATs, and a research student at OPTIMA and ACEMS.
My research focuses on Statistical Forecasting, Classical and Functional Time Series Analysis, and Predictive Modelling. As a passionate novice, I am dedicated to developing open-source software tools that support reproducible research. You can check out my most recent R package here, which is developed to provide functions to estimate Sparse Multiple Index (SMI) Models for nonparametric forecasting, with simultaneous predictor selection and predictor grouping.
🎓 Education
🎓 Ph.D. in Statistics - Reading (Begun 2021), Monash University, Australia
- Monash Business School Student Excellence Award for BEX6510 Foundations of Econometrics, 2021
🎓 B.Sc. (Hons) in Industrial Statistics, 2018, University of Colombo, Sri Lanka
- Batch top and Gold Medalist
- CR and Bhargavi Rao Gold Medal for Statistics
- Gold Medal for Industrial Statistics
- Gold Medal for the Best Final Year Research Project in Industrial Statistics
- Joseph Nalliah Arumugam Memorial Award
🎓 Chartered Institute of Management Accountants (CIMA), UK - Exam completed student, 2017
🕵️ Research Interests
Nonparametric Forecasting
High-dimensional Forecasting
Time Series Analysis
Functional Time Series
Predictive Modelling
📧 Contact Information
Department of Econometrics and Business Statistics,
Monash University,
Clayton VIC 3800,
Australia.
Email: nuwani.kodikarapalihawadana@monash.edu
