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Fox School Faculty
Our faculty is comprised of individuals who are recognized as some of the most esteemed thought-leaders in their industries.

William W.S. Wei

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William W.S.	Wei

William W.S. Wei

Title: Professor
Department: Statistics

Office: Speakman Hall 330
Phone: 215.204.8459
E-mail: wwei@temple.edu

Research Interests: aggregation effects, time unit selection, multivariate GARCH, repeated measurements, and space-time modelling

Dr. Wei’s Curriculum VitaeWebsite 

Dr. Wei is Professor of Statistics. 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.

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His research interest includes time series analysis, forecasting methods, statistical modeling, and applications of statistics in business and economics. He has developed new methodology in seasonal adjustment, aggregation and disaggregation, outlier detection, robust estimation, and vector 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, and statistics for analyzing multivariate time series. He is a Fellow of the ASA (American Statistical Association), a Fellow of the RSS (Royal Statistical Society), an Elected Member of the ISI (International Statistical Institute), and the 2002 President of ICSA (International Chinese Statistical Association). He is an Associate Editor of the Journal of Forecasting and the Journal of Applied Statistical Science.


Sample Publications

  • Time Series Analysis, 2013, The Oxford Handbook of Quantitative Methods, ed.T.D. Little,Oxford University Press, pp. 458-485.
  • Weighted Scatter Estimation Method of the GO-GARCH Models (with L. Zheng), 2012, Journal of Time Series Analysis, 33, pp. 82-95.
  • Robust Estimation of the Linkage Matrix in O-GARCH Model (with L. Zheng), 2012, Journal of Applied Statistical Science, 19, 4, 337-356.

Awards and Honors

  • Fellow of the ASA
  • Fellow of the RSS
  • Elected Member of the ISI
  • 2002 President of ICSA*

*The ICSA is one of the organizations cosponsoring the annual Joint Statistical Meetings, which is the World’s largest statistical conference.


Teaching

Fox School of Business, Temple University

  • Quantitative Methods for Business
  • Statistical Business Analytics
  • Time Series Analysis
  • Forecasting Methods