About

I am an Accredited Statistician, principal machine learning scientist, and just submitted my PhD thesis in statistical machine learning at The University of Sydney under the supervision of Dr. Ben Fulcher. I am interested in methods and applications of time-series features—properties which can reduce a time series down to a single summary statistic (or set of summary statistics) which can then be used for machine learning applications—such as classification problems. My research has largely focused on systematically applying and comparing diverse time-series feature sets on applied problems from neuroscience to process engineering to human wearables, and, more recently, developing new efficient search algorithms for finding informative time-series features for any given input data.

A substantial portion of my work (and probably my deepest academic passion!) has involved building open-source statistical software. So far, I have developed theft (Tools for Handling Extraction of Features from Time series), theftdlc (theft ‘downloadable content’), Rcatch22 (calculation of 22 CAnonical Time-series CHaracteristics), correctR (corrected test statistics for comparing machine learning models on correlated samples), fable.gam (fable extension for doing time-series modelling with generalised additive models), normaliseR (rescaling methods for numerical vectors and time-series features), PosteriorPlots.jl (graphical tools for Bayesian inference and posterior predictive checks), QuasiGLM.jl (adjustments for Poisson and Binomial Generalised Linear Models to their quasi equivalents for dispersed data), and gate (Geospatial Analysis and Temporal Engineering).

Outside of my research, I am also working on GeneralizedAdditiveModels.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.

Professional experience

I am an Accredited Statistician and a Principal in the machine learning and mathematical optimisation team at Endgame Analytics where I work on time-series problems for the energy sector. Prior to this role, I was the Lead Data Scientist at the consulting firm Nous Group where I worked for nearly 8 years.

Outside of work

I can usually be found writing and producing music for my instrumental symphonic metal project The Archon Rift, running long distances, playing Magic: The Gathering or Dungeons & Dragons, or being immersed in far too many RPGs like Baldur’s Gate 3 and Mass Effect.