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Emmanuel Sirimal Silva is a PGR student affiliated to the Business School at Bournemouth University. His primary research interest is in time series analysis and forecasting using Singular Spectrum Analysis. From September 2013 - September 2015, Emmanuel served as a P/T Lecturer in Statistics and Econometrics, and was also appointed the Leader of the BU Statistical and Mathematical Support Centre (June 2015 - September 2015).
My primary research is focused on the application and development of the Singular Spectrum Analysis technique. I have published several articles directly relating to my research interests.
- Hassani, H. and Silva, E.S., 2015. A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts. Econometrics, 3 (3), 590-609.
- Ghodsi, Z., Silva, E.S. and Hassani, H., 2015. Bicoid Signal Extraction with a Selection of Parametric and Nonparametric Signal Processing Techniques. Genomics, Proteomics and Bioinformatics, 13 (3), 183-191.
- Hassani, H. and Silva, E.S., 2015. Forecasting with Big Data: A Review. Annals of Data Science, 2 (1), 5-19.
- Hassani, H., Silva, E.S., Gupta, R. and Segnon, M.K., 2015. Forecasting the price of gold. Applied Economics, 47 (39), 4141-4152.
- Hassani, H., Webster, A., Silva, E.S. and Heravi, S., 2015. Forecasting U.S. Tourist arrivals using optimal Singular Spectrum Analysis. Tourism Management, 46, 322-335.
- Silva, E.S. and Hassani, H., 2015. On the use of Singular Spectrum Analysis for Forecasting U.S. Trade before, during and after the 2008 Recession. International Economics, 141, 34-49.
- Hassani, H., Mahmoudvand, R., Omer, H.N. and Silva, E.S., 2014. A Preliminary Investigation into the Effect of Outlier(s) on Singular Spectrum Analysis. Fluctuation and Noise Letters (FNL), 13 (4).
- Silva, E.S. and Rajapaksa, C.R., 2014. Evaluating the effectiveness of parametric and nonparametric energy consumption forecasts for a developing country. International Journal of Energy and Statistics, 2 (2), 89-101.
- Hassani, H., Saporta, G. and Silva, E.S., 2014. Data Mining and Official Statistics: The Past, the Present and the Future. Big Data, 2 (1), 34-43.
- Silva, E.S., 2013. A Combination Forecast for Energy-related CO2 Emissions in the United States. International Journal of Energy and Statistics, 1 (4), 269-279.
- Silva, E.S., Wu, Y. and Ojiako, U., 2013. Developing Risk Management as a Competitive Capability. Strategic Change, 22 (5-6), 281-294.
- Silva, E.S., 2014. Forecasting U.S. Tourist Arrivals using Singular Spectrum Analysis. In: 34th International Symposium on Forecasting 29 June-2 July 2014 Rotterdam, Netherlands.
- Silva, E.S., Hassani, H., Andreou, D. and Gozlan, R., 2014. Predicting the Risk of Freshwater Disease Emergence in UK. In: 6th Annual BU Postgraduate Conference 22-23 January 2014 Bournemouth, United Kingdom.
- Silva, E.S., 2013. Forecasting the U.S. Trade Series Using Singular Spectrum Analysis. In: 33rd International Symposium on Forecasting 23-26 June 2013 Seoul, South Korea.
Profile of Teaching PG
- BS: M - Performance Management and Analytics MBA (2014/15) - Unit Lecturer
Profile of Teaching UG
- BS: C - Accounting & Quantitative Analysis (2013/14)
- BS: I - Econometric Techniques (2013/14)
- BS: C - Professional Studies and Quantitative Techniques (2014/15) - Unit Leader
- BS: C - Basic Statistical Techniques (2014/15) - Unit Leader
- "An Introduction to Singular Spectrum Analysis and its Applications", Pontifical Catholic University of Rio de Janeiro, Department of Industrial Engineering - IND2003 Seminars on Industrial Engineering: 8th October 2014, Rio de Janeiro, Brazil.
- Probabilistic Stochastic Forecasting of Brazilian Electricity Prices in Combination with Multivariate Singular Spectrum Analysis (Santander Universities, 21 Sep 2014). Completed
- Presentation at the 34th International Symposium on Forecasting, Rotterdam, The Netherlands (International Institute of Forecasters, 29 Jun 2014). Completed
- Presentation at the 33rd International Symposium on Forecasting, Seoul, South Korea (Bournemouth University PGR Development Scheme, 23 Jun 2013). Completed
Public Engagement & Outreach Activities
- Organizing Committee: 2014 Singular Spectrum Analysis Workshop (2014 SSA); September 8-9, 2014, Bournemouth, United Kingdom.
- BSc (Hons) in Economics and Actuarial Science (University of Southampton, 2011)
- MSc in Risk Management (University of Southampton, 2012)