|Office:||Speakman Hall 330|
|Research Interests:||aggregation effects, time unit selection, multivariate GARCH, repeated measurements, and space-time modelling|
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 was Visiting Professor of Nankai University in 1988-1989, Visiting Professor of National Sun Yat-Sen University in 1990, Visiting professor of National University of Colombia, in Bogota, Colombia in 1994, Visiting Professor of National Chiao Tung University and Visiting Professor of National Taiwan University in 2010-2011. His research interest includes time series analysis, forecasting methods, statistical modeling, high dimension reduction, 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 has successfully supervised many Ph.D. students. Most of his Ph.D. advisees found teaching positions in universities when graduating from Temple. His book, Time Series Analysis-Univariate and Multivariate Methods, has been translated in other languages and heavily cited by researchers worldwide. 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 Statistics Institute), the 2002 President of ICSA (International Chinese Statistical Association), and the 2014 and 2015 President of Taiwanese Hakka Associations of America. He is the 2014 Lifetime Achievement Award Recipient and the Recipient of the 2016 Musser Award for Excellence in Research of Temple University Fox School of Business. He is an Associate Editor of the Journal of Forecasting and the Journal of Applied Statistical Science.
- Time Series Analysis: Univariate and Multivariate Methods, 1990
Addison-Wesley, Reading, Massachusetts.
- Time Series Analysis: Univariate and Multivariate Methods, 2nd edition, 2006
Addison-Wesley, Reading, Massachusetts.
- 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 SeriesProcess (with B.Y. Lee). 2017, Communications in Statistics-Theory and Methods, 46(12), 5851-5871.
- 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
Fox School of Business, Temple University
- Quantitative Methods for Business
- Statistical Business Analytics
- Probability and Statistics Theory
- Mathematics for Statistics
- Time Series Analysis I
- Time Series Analysis II
- Applied Multivariate Analysis
- Regression, Time Series, and Forecasting for Business Applications
- Time Series Analysis and Forecasting