About

I am an Accredited Statistician, Lead Data Scientist, and a final year PhD student in statistics in the Dynamics and Neural Systems Group at The University of Sydney under the supervision of Dr. Ben Fulcher. I am principally interested in methods and applications of time-series features—properties which can reduce a time series down to a single summary statistic. Time-series features are particularly interesting to me as I am a firm believer in interpretable modelling—and features (such as the value of the autocorrelation function at lag 1) are just that, meaning temporal differences in data can be well understood. My research has largely focused on using and comparing time-series features in machine learning applications—such as classification problems—and developing new search algorithms for finding informative time-series features.

A substantial portion of my work (and probably my deepest academic passion!) has involved building open-source software. So far, throughout my PhD I have developed timegpy (genetic programming for finding informative time-average features for time-series classification), theft (Tools for Handling Extraction of Features from Time series), theftdlc (theft ‘downloadable content’), tsgp (simple time series modelling using Gaussian processes), Rcatch22 (calculation of 22 CAnonical Time-series CHaracteristics), correctR (corrected test statistics for comparing machine learning models on correlated samples), normaliseR (rescaling methods for numerical vectors and time-series features), PosteriorPlots.jl (graphical tools for Bayesian inference and posterior predictive checks), and QuasiGLM.jl (adjustments for Poisson and Binomial Generalised Linear Models to their quasi equivalents for dispersed data).

Outside of my direct research, I am also working on GAM.jl—an ambitious attempt to build generalised additive models in native Julia using as similar of an interface as possible to R’s incredible mgcv package. It turns out that this is very hard…

Professional background

I am an Accredited Statistician and the Lead Data Scientist at the management consulting firm Nous Group where I have worked for 7 years. My role is quite diverse, but I most often find myself working on large and complex program evaluations for the Australian Government and State Government departments which require data linkage, causal inference, and detailed statistical modelling, as well as projects requiring statistical forecasting. Last, I also develop internal software packages for Nous and help maintain its large SQL data warehouse.

Outside of work

I can usually be found writing and producing music for my instrumental symphonic metal project The Archon Rift, running, being a dungeon master for D&D campaigns, or playing any number of RPGs.