About

I am an Accredited Statistician with a PhD in statistical machine learning and a Principal in the machine learning and mathematical optimisation team at Endgame Analytics. My PhD was completed under the supervision of Dr. Ben Fulcher at The University of Sydney. I am interested in methods and applications of time-series features—properties which reduce a time series down to a scalar summary statistic (or set of summary statistics) which can then be used for machine learning applications—such as classification. My research largely focuses on systematically applying and comparing diverse time-series feature sets on applied problems and developing new efficient search algorithms for learning informative time-series features from data using symbolic regression via genetic programming.

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.