What is your current student status? What is your area of study and your particular area of forecasting interest? 
Having recently completed my third year of research as a PhD student with the Department of Management Science at Lancaster University, I will on 10th December 2012 be undertaking the viva voce exam for my PhD thesis on active model combination for time series forecasting with artificial neural networks. This work conducted under the supervision of Dr Sven Crone, has been motivated by the success of forecast combination – combining two or more models, rather than selecting the single best, has consistently led to improvements in accuracy. While traditional forecast combination methods aim to find an optimal weighting given a set of pre-calculated forecasts, active combination methods simultaneously optimise and combined a set of complementary and diverse models generated by actively perturbing, reweighting and resampling training data. We evaluate and extend empirically and theoretically, active model combination methods most prominently Bagging and Boosting for time series forecasting.

What attracted you to the forecasting field? 
The initial interest in forecasting was stirred by my PhD supervisor. Through our discussions it seemed a natural fit, with my general interest in predictive modelling and, a background in business, mathematics and computer science. At the time I had amassed four years of business and consultancy experience as an accountant (ACCA) and Auditor with PricewaterhouseCoopers. The decision to pursue a fully funded PhD in forecasting which integrated and drew on my core skills and competencies seemed an obvious choice.

Other than your studies, are there other projects or or-ganizations in which you are involved? 
I have for the last three years been a member of the Centre for Marketing Analytics and Forecasting. The Centre, which develops applied research with companies to facilitate knowledge-transfer between academia and business, is a leader in the field of forecasting research in Europe. It has five full time staff, including Distinguished Professor Robert Fildes, two post-docs and over ten PhDs all in forecasting with core competencies in applied forecasting, demand planning in supply chain and retail, data mining and market modelling. I have worked on projects involving electricity load forecasting providing time series analysis and exploration of high frequency electric load data for Dong Energy, a Danish based company, data exploration, analysis and modelling to support the development of a statistical inference framework for neural networks for modelling retail time series for Retail Express a market intelligence company in the UK, and development of a novel approach for time series modelling of products with shifting seasonality for Bayer Cropscience, a UK provider of innovative crop protection.

You attended the ISF 2011 and 2012. What were your impressions? Was it valuable to you as a student? 
ISF has been rewarding both professionally and socially. I was amazed at the warm reception given to young researchers and the open dialogue and feedback received from forecasting legends such as Professor Everette S. Gardner, Professor Rob Hyndman, Professor Francis Diebold and Professor James Stock. The diversity and wealth of research in forecasting and neighbouring disciplines that was presented during this time is unlike any experienced previously, and it is a must for anyone who is serious about forecasting research. Talking with other PhD students about my research and other interests was rewarding, including the usual gripes about dealing with supervisors and the alone feeling of doing a PhD. This stimulates networking among the PhD community and has led to some lasting friendships and collaborations. Overall ISF has helped me to substantially improve the quality and contribution of my PhD research and to shape my research interests.

What is your anticipated completion date of your studies? And what are your plans for the future? 
I submitted the completed PhD thesis on November 12th 2012 with the upcoming viva on the 10th December 2012. On the 1st January 2013 I will begin a new role as a Post Doctoral Researcher at the Department of Management Science, Lancaster University, hopefully kick starting a career in academia. I hope to develop a research agenda which follows on from my PhD continuing my research in active model combination and developing ideas in automatic model selection for time series forecasting.

Tell us about your interests outside of work – Hobbies, family, research? 
Outside of work, I pursue interests in music and dancing. I have been a player of the Steel pan instrument for over ten years and continue to be involved in the band back home in St. Lucia whenever possible. I have also enjoyed being a part of college life at Lancaster University serving as an Assistant Dean working to ensure discipline, health and safety, and as a College Advisor mentoring and supporting students of Furness College. I also play football competitively for the Lancaster University Graduate College. Keeping in touch with family all of whom live abroad is very important, and life as a PhD has been rewarding because of the many friendships I’ve nurtured during this time.