Dr. Siti Roslindar Binti Yaziz

 roslindar@umpsa.edu.my

 094316717

IJAZAH KEDOKTORAN (DOCTORAL DEGREE)(2019)

Statistik

Universiti Malaysia Pahang


IJAZAH SARJANA (MASTERS DEGREE)(2003)

Matematik

Universiti Teknologi Malaysia, Skudai


IJAZAH SARJANA MUDA (BACHELOR DEGREE)(2001)

Matematik

Universiti Teknologi Malaysia, Skudai





Biography

My research focuses on statistical modelling in the discipline of time series analysis and forecasting. Currently, I am working with univariate time series data such as gold price, crude oil price and any highly volatile data using the method of Box-Jenkins, GARCH and the combination of Box-Jenkins – GARCH in modelling and forecasting the series. EViews and R language (via RStudio) are the tools that I am familiar with to analyse and to forecast the data.



Current Progress


Expertise

Data Analysis

Statistical Modelling

HIGH

Data Analysis & Forecasting

Time Series Econometrics

HIGH
No Code Subject
1 BSD2423 MATHEMATICAL STATISTICS
2 BSD4743 ECONOMETRICS
3 BUM2433 STATISTICS FOR MANAGEMENT
4 BUM2413 APPLIED STATISTICS
5 DUM1113 BASIC MATHEMATICS
6 MSM4264 TIME SERIES ANALYSIS & FORECASTING
7 DUM2512 INTRODUCTION TO DATA SCIENCE
8 BSD4643 ECONOMETRICS
9 BSD3722 DATA SCIENCE PROJECT I
10 BUM1223 CALCULUS
11 FSD1012 BASICS OF DATA SCIENCE
12 MSM4213 INDUSTRIAL STATISTICS
13 BSD1313 INTRODUCTION TO DATA SCIENCE
14 DUM2413 STATISTICS & PROBABILITY
No. Title Role Start Date End date Agency Grant Amount(RM) Status
1 Elucidation Of A Hybrid Model Of Seasonal Box-Jenkins With An Ensemble Deep Learning Approach In Forecasting Electricity Demand Leader 01-AUG-2024 31-JUL-2027 FRGS 118,100.00 On-Going
2 Forecasting Electricity Demand For Domestic Usage In Malaysia Using Seasonal Box-Jenkins Model With Garchtype Leader 01-APR-2024 31-MAR-2026 GERAN DALAM 29,500.00 On-Going
3 Developing Of A New Procedure On Seasonal Box-Jenkins Model With Garch-Type In Forecasting Electricity Load Leader 23-DEC-2020 22-DEC-2022 AGENSI 20,000.00 -
4 Development Of Interactive Software For Gold Price Forecasting Leader 30-JUN-2017 29-JUN-2019 GERAN DALAM 21,000.00 -
5 Structual Equations Modeling (Sem) On E-Services Performance In The Malaysian Public Sector: A Case Study In Malaysian Public Universities Leader 01-MAY-2009 30-APR-2011 GERAN DALAM 27,000.00 -
6 Analyzing Crude Oil Price Using Time Series Modeling Leader 01-MAY-2009 30-APR-2011 GERAN DALAM 34,000.00 -
7 Development Of Hybrid Box-Jenkins Model And Ann Model To Forecast Charging Behavior Of Electricity Demand From Battery Electric Vehicle (Uic241502) Member 15-FEB-2024 14-FEB-2025 PADANAN ANTARABANGSA 15,000.00 On-Going
8 Development Of Hybrid Box-Jenkins Model And Ann Model To Forecast Charging Behavior Of Electricity Demand From Battery Electric Vehicle (Rdu242702) Member 15-FEB-2024 14-FEB-2025 ANTARABANGSA 15,000.00 On-Going
9 Developing A New Procedure On Hybrid Seasonal Box-Jenkins And Artificial Neural Network Models For Forecasting Electricity Demand From Battery Electric Vehicle Member 01-DEC-2023 30-NOV-2025 PENYELIDIKAN UNGGUL 45,000.00 On-Going
10 Development Of A Predictive Algorithm For Heart Disease Using An Ensemble Of Logit Model And Nearest Neighbour Tree Method Based On Smartwatch Data Member 25-APR-2021 24-APR-2023 GERAN DALAM 22,500.00 -
11 A Hybridization Of Box-Jenkins Garch In Forecasting Gold Price Member 25-OCT-2013 24-APR-2016 GERAN DALAM 20,500.00 -
No Project Customer Start Date End Date Project Amount (RM)
No Type Name Registration No File Date
1 Patent Method And System For Forecasting Commodity Prices 2018000655 08-MAY-2018
2 Copyright Forecasting Malaysia Gold Price Using Hybrid Arima With Symmetric Garch Modeling( Backward Arima-Garchin Forecasting Gold Price For Malaysia Market) COPYRIGHT 11-MAY-2015
No Description

* Data sehingga 11 April 2019

No Professional Bodies (Association/Other Association) Start Date End Date Level
1 PERSATUAN SAINS MATEMATIK MALAYSIA (PERSAMA) 12/03/2021 02/06/2039 KEBANGSAAN