Functional data analysis; High-dimensional time series.
Yuan Gao is an Associate Lecturer of Statistics. Yuan conducts research in functional data analysis, functional smoothing, high-dimensional data analysis and time series forecasting. She applies these techniques to country-level demographic data including age-specific mortality and fertility rates with a view to improving the accuracy, and comparability, of the resultant forecasts. Yuan’s PhD involves forecasting multivariate and high-dimensional functional time series data.
Gao, Y., Shang, H. L., & Yang, Y. (2020, June). Modelling Functional Data with High- dimensional Error Structure. International Workshop on Functional and Operatorial Statistics (pp. 99-106). Springer, Cham.
Gao, Y., Shang, H. L., & Yang, Y. (2019). High-dimensional functional time series forecasting: An application to age-specific mortality rates. Journal of Multivariate Analysis, 170, 232-243.
Gao, Y., Shang, H. L., & Yang, Y. (2017). High-dimensional functional time series forecasting. In Functional Statistics and Related Fields (pp. 131-136). Springer, Cham.
Gao, Y., & Shang, H. L. (2017). Multivariate functional time series forecasting: Application to age-specific mortality rates. Risks, 5(2), 21.