William W.S. Wei

Dr. Wei is Professor of Statistics and former Director of Graduate Programs in Statistics at Temple University in Philadelphia, PA. He has been on the faculty since 1974. He earned his B.A. in Economics from the National Taiwan University (1966), B.A. in Mathematics from the University of Oregon (1969), and M.S. (1972) and Ph.D. (1974) in Statistics from the University of Wisconsin, Madison. From 1982-87, he was the Chair of the Department of Statistics at Temple University. He has been a Visiting Professor at many universities including Nankai University in China, National University of Colombia in Colombia, National Sun Yat-Sen University, National Chiao Tung University, and National Taiwan University in Taiwan.

His research interests include time series analysis, forecasting methods, statistical modeling, and their applications. He has developed new methodology in seasonal adjustment, aggregation and disaggregation, outlier detection, robust estimation, and multivariate time series analysis. Some of his most significant contributions include extensive research on the effects of aggregation, methods of measuring information loss due to aggregation, new stochastic procedures of performing data disaggregation, model-free outlier detection techniques, robust methods of estimating autocorrelations, statistics for analyzing multivariate time series, and dimension reduction for high dimensional time series. His first book,Time Series Analysis–Univariate and Multivariate Methods, the first edition published in 1990 and the second edition published in 2006, has been translated into several languages and heavily cited by researchers worldwide. He has just completed his second book,Multivariate Time Series Analysis and Applications.

He is an active educator and researcher. He has successfully supervised many Ph.D. students, who hold teaching positions at universities or leadership positions in government and industry throughout the world. He is a Fellow of the American Statistical Association, a Fellow of the Royal Statistical Society, and an Elected Member of the International Statistical Institute. He was the 2002 President of ICSA (International Chinese Statistical Association). He is currently an Associate Editor of theJournal of Forecasting and theJournal of Applied Statistical Science. In addition to teaching and research, he is also active in community service. He served on the educational advisory committee of local school districts, as the chair of the selection committee for a community high school scholarship program, and as the president of several community organizations, including the Taiwanese Hakka Associations of America. Among the many awards he has received are the 2014 Lifetime Achievement Award and the 2016 Musser Award for Excellence in Research from the Temple University Fox School of Business.

Research Areas

• Aggregation effects
• Time unit selection
• Multivariate GARCH
• Repeated measurement
• Space-time modelling and high dimension reduction in multivariate time series analysis

Education

• Ph.D. (Statistics),1974,University of Wisconsin-Madison
• M.S. (Statistics), 1972,University of Wisconsin-Madison
• B.A. (Mathematics), 1969,University of Oregon
• B.A. (Economics), 1966,National Taiwan University

Experience

• Professor, 1986-Present,Department of Statistics, Temple University
• Visiting Professor, 2010-2011,Department of Economics, National Taiwan University
• Visiting Professor, 2010-2011,Visiting Professor, 2010-2011
• Visiting Professor, 1988-1989,Department of Mathematics, Nankai Unversity
• Chairman, 1982-1987,Department of Statistics, Temple University
• Associate Professor, 1978-1989,Department of Statistics, Temple University
• Associate Professor, 1978-1989,Department of Statistics, Temple University

Sample Publications

• Effect of Temporal Aggregation on Dynamic Relationships of Two Time Series Variables (with G.C. Tiao), 1976, Biometrika, 63 (3), 513-523.
• Effect of Temporal Aggregation on Parameter Estimation in the Distributed Lag Model, 1978, Journal of Econometrics, 8, 237-246.
• Some Consequences of Temporal Aggregation in Seasonal Time Series Models, 1978, Seasonal Analysis of Economic Time Series, ed. A. Zellner, 433 444.
• Effect of Systematic Sampling on ARIMA Models, 1981, Communications in Statistics, A10 (23), 2389-2398.
• The Effect of Systematic Sampling and Temporal Aggregation on Causality A Cautionary Note, 1982, Journal of the American Statistical Association, 77 (378), 316-319.
• Modeling the Advertising-Sales Relationship Through Use of Multiple Time Series Techniques (with Joseph F. Heyse), 1985, Journal of Forecasting, 4, 165-181.
• Temporal Aggregation in the ARIMA Process (with Daniel Stram), 1986, Journal of Time Series Analysis, 7, 279-292.
• Seasonal Adjustment of Time Series Using One Sided Filters (with Leonard Cupingood), 1986, Journal of Business and Economic Statistics, 4 (4), 473-484.
• A Methodological Note on the Disaggregation of Time Series Totals (with Daniel Stram), 1986, Journal of Time Series Analysis, 7 (4), 293-302.
• An Eigenvalue Approach to the Limiting Behavior of Time Series Aggregates (with D. Stram), 1988, Annals of the Institute of Statistical Mathematics, 40 (1), 101-110.
• Disaggregation of Time Series Models (with D. Stram), 1990, Journal of the Royal Statistical Society B, 52 (3), 453-467.
• A Comparison of Some Estimates of Time Series Autocorrelations (with W. Chan), 1992, Computational Statistics and Data Analysis, 14, 149-163.
• On Likelihood Distance for Outlier Detection (with S. Chow and W. Wang), 1995, Journal of Biopharmaceutical Statistics, 5, 307-322.
• The Effects of Temporal Aggregation on Tests of Linearity of a Time Serie (with P. Teles), 2000, Computational Statistics & Data Analysis, 34, 91-103.
• The Use of Aggregate Time Series in Testing for Gaussianity (with P. Teles), 2002, Journal of Time Series Analysis, 23, 95-116.
• Testing a Unit Root Based on Aggregate Time Series (with P. Teles and E. Hodgess), 2008, Communications in Statistics-Theory and Methods, 37, 565-590.
• Representation of Multiplicative Seasonal Vector Autoregressive Moving Average Models (with C. Yozgatligil), 2009, The American Statistician, 63 (4), 328-334.
• Weighted Scatter Estimation Method of the GO-GARCH Models (with L. Zheng), 2012, Journal of Time Series Analysis, 33, 82-95.
• The Use of Temporally Aggregated Data on Detecting a Mean Change of a Time Series Process (with B.Y. Lee). 2017, Communications in Statistics-Theory and Methods, 46(12), 5851-5871.

Awards and Honors

• Fellow of the Royal Statistical Society
• Elected Member of the International Statistical Institute
• Fellow of the American Statistical Association
• 2002 ICSA President
• 2014 Fox School Lifetime Achievement Award
• 2016 Fox School Musser Excellence in Leadership Award for Research