Hi
My name is Yangzhuoran Yang, but usually I let people call me Fin since that’s easier if you don’t speak Chinese.
I just finished my PhD at Monash University under the supervision of Professor Rob J. Hyndman, Professor George Athanasopoulos, and Professor Anastasios Panagiotelis, focusing on the use of components in time series forecasting. I’ve started my postdoc with Associate Professor Ines Wilms in the Department of Quantitative Economics at Maastricht University.
Recently I have been thinking about the mismatch between the assumption of forecasting models and the DGP itself, and how this can be mitigated by the post-forecast adjustment process. In the long run, I hope to study more about methods and theories that assume less but still provide practical guidance for our understanding of time series forecasting.
I am a frequent R package writer. I have also been teaching for a while.