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

Learn about what I do

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.

Working paper

The reduced model for periodic ARMA. The parsimony of periodic ARMA reduced models is obtained from two asymptotic distributions,

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 Intern
02/2012-04/2012

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.

Skills and Hobbies

Computer Skills

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

Want to hire me? Get in touch!

E-mail: zhangkai@stt.msu.edu

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