Ozan Sonmez, PhD

Statistician | Data Scientist 

I am a PhD student in the STATISTICS DEPARTMENT at University of California Davis under the supervision of ALEXANDER AUE. I am currently wrapping up my PhD, and scheduled to graduate June 2018.


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Research

My current research is based in an area of statistics called functional data analysis (FDA). This area of statistics focuses on the analysis and theory of data that are in the form of functions, surfaces, images, shapes, or more general objects varying over a continuum. In the era of BIG DATA, FDA provides novel approaches to complex analytics problems. 

Although my research interest in FDA spans a wider range of topics, my current work in this field can be categorized into two main topics: (1) change point analysis and (2) machine learning methods for functional/high dimensional time series forecasting

 

Here is my dissertation: (tba ...)

Here is Supplementary materials

We cannot solve our problems with the same thinking we used when we created them
— Albert Einstein

    RESEARCH INTERESTS

- Functional data analysis

- Structural breaks analysis for dependent data

- Machine learning methods for time series forecasting

- Statistical computing

PUBLICATIONS

 

Software

R Package fChange: Change Point Analysis in Functional Data

Change point estimation and detection methods for functional data are implemented using dimension reduction via functional principal component analysis and a fully-functional (norm-based) method. Detecting and dating structural breaks for both dependent and independent functional samples is illustrated along with some basic functional data generating processes.


TEACHING

APPLIED TIME SERIes

TOPICS COVERED:
  • Decomposition of time series into trend, seasonality and dependent errors
  • Modeling of dependent errors: stationarity, linear time series, ARMA processes
  • Estimation and prediction of stationary time series
  • Spectral analysis: cyclical behavior, periodicity and periodogram

Mathematical Statistics

TOPICS COVERED:
  • Asymptotic theory (LLN, CLT, Convergence in prob., distr., etc,...)
  • Hypothesis testing (UMP tests, two sided tests, t-test, f-test, bayes test)
  • Categorical and non parametric methods
  • Linear statistical models

I taught the time series class during F2017, W2017, F2016, W2016, F2015, and the mathematical statistics class during S2015, S2016, S2017. besides these two main classes I also taught "Statistics for biological sciences", and also "Univariate and Multivariate Calculus". 


CONTACT

 
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