# Hi. I'm Kai Zhang.

Welcome to MY PAGE! I am currently a fifth-year Ph.D. student of Statistics at Michigan State University(MSU), working with Dr. Mark Meerschaert. You may find my CV here, or click below to

## I do modeling and forecasting for the periodic time series.

I am also writing a R package for periodic ARMA modeling.

### Publication

Paul Anderson, M.M. Meerschaert and Kai Zhang, Forecasting with prediction intervals for periodic autoregressive moving average models, Journal of Time Series Analysis, Vol. 34 (2013), No. 2, pp.187-193. Click here for the R codes and data.

### Working paper

Periodic AIC and model selection for periodic ARMA model. My main theorem proves that the periodic AIC has the following form.

$AIC=-2\ln(L_{\\\boldsymbol{X}}(\boldsymbol{\hat{\beta}}))+2(p+q)S$

### Working paper

The reduced model for periodic ARMA. The parsimony of periodic ARMA reduced models is obtained from two asymptotic distributions, $N^{1/2}\big(\hat{\theta}^{\left(\left\langle {i-k} \right\rangle\right)}_{k,j}-\psi_{i}(j)\big) \Rightarrow {\rm N}\Big(0,\sum_{n=0}^{j-1}\frac{\sigma^{2}_{i-n}}{\sigma^{2}_{i-j}}\,\psi^{2}_{i}(n)\Big)$ $N^{1/2}(\boldsymbol{\hat{\beta}}-\boldsymbol{\beta})\rightarrow{\rm N}\left(\boldsymbol{0},A^{-1}(\boldsymbol{\beta},\boldsymbol{\sigma^{2}})\right),\label{eq:Th3.1}$

## Work Experience

"Keep busy living, or keep busy dying."

### Teaching Assisant 08/2008-Present

Led 34 recitation classes for undergraduate Business Statistics course; Instructed a total of 1020 students, with the average teaching evaluation of 1.5/5; (1=Excellent, 5=Poor.) Independently lectured Business Statistics course in summer of 2010; instructed 30 students, with the teaching evaluation of 1.1/5.

### Research Assistant 05/2011-08/2011

Wrote and tested R codes for model fitting and diagnostics for historical river flow data;
Forecasted the future 24-month river flows, with 95% prediction intervals;
Supported by NSF grants EAR-0823965, PI: Dr. Mark Meerschaert

### Data Analysis Intern02/2012-04/2012

Collected and analyzed survey data, based on 1500 questionnaires from national customers;
Provided text analysis by SPSS, graphic and table report by Excel.

## Education

"Stay hungry. Stay foolish."

## Honors

### William L. Harkness Teaching Award

11/2010, Department of Statistics and Probability, MSU
Awarded for the best performance of teaching assistants annually (2 out of 35)
See here for the departmental news.

### Summer Dissertation Continuation Fellowship

05/2012, College of Natural Science, MSU
Awarded for the stimulus of full-devoted research in summer

### Fellowship for poster presentation

2012 NBER-NSF Time Series Meeting
Awarded for poster presenters at Texas A&M University

## Skills and Hobbies

### Certifications

SAS Certified Base Programmer for SAS 9, License BP028516v9, 11/2012.
Exam P, awarded by Society of Actuaries, 06/2010.

### Computer Skills

Proficient in R, 5 years of experience. Proficient in SAS, 3 years of experience. Excellent in Excel, SQL, LATEX, SPSS, Minitab

### Hobbies

Soccer. Glory MAN UTD!
Literature
Dog. Check out my westie!

## Want to hire me? Get in touch!

E-mail: zhangkai@stt.msu.edu