Nuwani Palihawadana

Nuwani’ s project title is “Optimal Predictor Selection for High-dimensional Nonparametric Forecasting”. The project’s primary goal is to discover more objective and principled way(s) of variable selection in a situation where there are many possible predictors to a forecasting model. Non-linear transfer function models with additivity constraints imposed, and Neural Network models are the forecasting models of interest. The studied models will be experimented with using half-hourly electricity demand data from the Australian Energy Market Operator and groundwater level data from the Australian Groundwater Explorer. OPTIMA CI Prof. Rob Hyndman supervises her at Monash University.