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Yasaman Malekiyourtchi

me
Researcher
Telephone: 55238500
Department: Bunnfisk

Subjectarea

Statistics / Probability and Stochastic Processes

Time-Series Analysis 

Curriculum Vitae

 

Academic Credentia

     2008-2013

Ph.D. in Statistics (Probability and Stochastic Processes),

Amirkabir University of Technology (Tehran Polytechnic), Tehran, Iran

Thesis Title: Self-Similar Processes and Linear Systems.

Supervisor: Dr. Saeid Rezakhah, Prof. Ahmad R. Soltani

     2004-2006

M.Sc. in Statistics (Mathematical Statistics)

Amirkabir University of Technology (Tehran Polytechnic), Tehran, Iran

Thesis Title: Scale Invariant Processes and Lamperti Transformation.

Supervisor: Dr. Saeid Rezakhah.

     2000-2004

B.Sc. in Statistics, Shahid Beheshti University, Tehran, Iran

 

Research Interests

  • Stochastic Processes
  • Time-Series Analysis
  • Probability
  • Locally Self-Similar Processes
  • Time-Frequency Spectrum Estimation

 

Computer Skills

  • Statistical Software: R, SPSS.
  • Programming Languages: MATLAB, Python

 

Publications

  • Y. Maleki

Optimal Scale Invariant Wigner Spectrum Estimation of Gaussian Locally Self-Similar Processes Using Hermite Functions

(2019) Journal of Theoretical Probability 32 (1), 202-215

 

  • Y. Maleki, M. AllamehZadeh,

Detection of Long-Range Correlations and Trends between Earthquakes in California,

(2019) Journal of Seismology and Earthquake Engineering 21 (3), 65-75

 

  • Y. Maleki

Generalized Likelihood Ratio Test for Detection of Multivariate DSI Processes,

(2018) Theory of Stochastic Processes 23 (1), 53-65

 

  • Y. Maleki, M. Allamehzadeh

Time-Dependent Scaling Patterns in Sarpol-e Zahab Earthquakes

(2018) Journal of Seismology and Earthquake Engineering 20 (2), 21

 

  • Y. Maleki

Optimal Covariance Estimation of Discrete-Time Locally Self-Similar Processes in Time-Scale and Ambiguity Domains

(2017) Communications in Statistics -Theory and Methods 46 (10), 4700-4712

 

  • Y. Maleki

Scale Parameter Estimation of Discrete Scale Invariant Processes

(2017) Theory of Stochastic Processes 22 (1), 62-70

 

  • S. Rezakhah, Y. Maleki

Discretization of Continuous Time Discrete Scale Invariant Processes: Estimation and Spectra

(2016) Journal of Statistical Physics 164 (2), 438-448

 

  • Y. Maleki, S. Rezakhah

The Scale Invariant Wigner Spectrum Estimation of Gaussian Locally Self-Similar Processes

(2015) Communications in Statistics – Theory and Methods 44(23), 4983-5004

 

Presentations

  • Y. Maleki

The Optimal Time-Frequency Kirkwood-Rihaczek Spectrum Estimation

(2020) 15th Iranian Statistics Conference, Yazd University, Yazd, Iran

 

  • G. Ganbari, Y. Maleki

Two Methods in Wigner-Ville Spectrum Estimation of LSPs

(2019) 12th Seminar on Probability and Stochastic Processes, Semnan University, Semnan, Iran

 

  • S. Teymouri, Y. Maleki

Recognition of Multivariate Locally Stationary Processes in Cognitive Radio Signals

(2019) 12th Seminar on Probability and Stochastic Processes, Semnan University, Semnan, Iran

 

  • Y. Maleki

Stochastic Modelling and Spectral Estimation of Locally Self-Similar Processes: A Case Study in Modelling Bird Chirp Signals

(2019) 12th Seminar on Probability and Stochastic Processes, Semnan University, Semnan, Iran

 

  • M. AllamehZadeh, Y. Maleki,

Long-Range Correlations and Trends Between Consecutive Earthquakes

(2019) 8th International Conference on Seismology & Earthquake Engineering, International Institute of Earthquakes Engineering and Siesmology

 

  • M. Rezaee, Y. Maleki

(2019) Hurst Parameter Estimation of Earthquakes in Sar Pol-e Zahab

             3rd Iranian Conference on Mathematical Physics, Qom, Iran

 

  • M. Rezaee, Y. Maleki

Estimation and Comparison of Two Hurst Parameter Estimators, based on Hilbert-Haung Transform and Generalized Hurst Exponent in Financial Time Series

(2019) International Conference on Recent Achievements in Mathematical Science, Yazd University, Yazd, Iran

 

  • Y. Maleki

Optimal Estimation of Scale Invariant Wigner Spectrum Using Multitapers

(2018) International Conference on Mathematics (ICOM)/Minisymposuim on Approximate Theory, Fatih Sultan University, Istanbul, Turkey

 

  • Y. Maleki

Detection of Multivariate Discrete Scale Invariant Processes Using GLR Test

(2018) International Conference on Mathematics (ICOM)/Minisymposuim on Approximate Theory, Fatih Sultan University, Istanbul, Turkey

 

  • Y. Maleki

A New Time-Frequency Method in Cross-Term Reduction of Scale Invariant Wigner Spectrum

(2018) 48th Annual Iranian Mathematics Conference, Iran University of Science and Technology, Tehran, Iran

 

  • Y. Maleki

A Non-parametric Estimator of Covariance Function for Parameterized Family of Locally Self-Similar Processes

(2017) 10th International Workshop on Bayesian Inference in Stochastic Processes, Bocconi University, Milan, Italy

 

  • Y. Maleki

Optimal Scale Invariant Wigner Cross-Spectrum Estimation

(2016) 2nd International Conference on Research Engineering, Science and Technology, United Arab Emirates, Dubai

 

  • Y. Maleki

Hurst Parameter Estimation of a Certain Discrete Scale Invariant Processes

(2015) The 8th Statistical Conference, Payam-e Noor University, Tehran, Iran

 

Teaching and Advising Experience

Teaching the following courses at Alzahra University

Feb 2013 - Feb 2023   

Undergraduate Courses:
  • Statistics 1, 2
  • Statistical Methods
  • Applied Statistics
  • Multivariate Data Analysis
  • Statistical Computing with R
  • Inferential Statistics
  • Probability Theory 1, 2
  • Categorical Data Analysis
  • Design and Analysis of Experiments 1,2
  • Records
  • Regression
  • Non-parametric Statistics
  • Time-Series Analysis
  • Stochastic Processes
  • Economic Statistics
  • Data Analysis and Statistical Inference
  • Mathematical Statistics

 

Postgraduate Courses:

  • Probability and Measure Theory 1, 2
  • Real Analysis

I have got the best evaluation scores by students at the end of each semester, during these years

 

Supervisor for Master Thesis:

     2014 - Present 

 

  • Time-dependent Hurst Parameter Estimation in Financial Data.
  • Time-Frequency Wigner Spectrum Estimation Methods for Gaussian Circularly Symmetric Processes.
  • Detection of Multivariate Cyclo-stationary Processes in Signals.
  • Study of Discrete Scale Invariant Processes Based on Flexible Sampling: Covariance and Spectrum.
  • Bird syllable Clustering using Singular Value Decomposition in Time-Frequency Domain.
  • Time-Frequency Analysis of EEG Signals based on Locally Stationary Processes.
  • ICG Data Analysis in Time-Frequency Domain
  • Application of Markov Process in Multivariate Models of Life Insurance.
  • Fully Nonstationary Analytical of Earthquakes Based on Discrete Prolate Spheroidal Sequences

 

Advising Experience:

2014 - Present         

 

 

Publications

Academic articles

2019

Detection of Long-Range Correlations and Trends between Earthquakes in California

Yasaman Maleki, Mostafa AllamehZadeh
Journal of Seismology and Earthquake Engineering 21 (3) p. 65-75
2019

Optimal Scale Invariant Wigner Spectrum Estimation of Gaussian Locally Self-Similar Processes Using Hermite Functions

Yasaman Maleki
Journal of Theoretical Probability 32 (1) p. 202-215
2018

Time-Dependent Scaling Patterns in Sarpol-e Zahab Earthquakes

Yasaman Maleki, Mostafa Allamehzadeh
Journal of Seismology and Earthquake Engineering 20 (2) p. 21-27
2018

Generalized Likelihood Ratio Test for Detection of Multivariate DSI Processes

Yasaman Maleki
Theory of Stochastic Processes 23 (1) p. 53-65
2017

Scale Parameter Estimation of Discrete Scale Invariant Processes

Yasaman Maleki
Theory of Stochastic Processes 22 (38) p. 62-70
2017

Optimal Covariance Estimation of Discrete-Time Locally Self-Similar Processes in Time-Scale and Ambiguity Domains

Yasaman Maleki
Communications in Statistics -Theory and Methods 46 (10) p. 4700-4712
2016

Discretization of Continuous Time Discrete Scale Invariant Processes: Estimation and Spectra

Saied Rezakhah, Yasaman Maleki
Journal of Statistical Physics 164 (2) p. 438-448
2015

The Scale Invariant Wigner Spectrum Estimation of Gaussian Locally Self-similar Processes

Yasaman Maleki, Saied Rezakhah
Communications in Statistics – Theory and Methods 44 (23) p. 4983-5004

Scientific lectures

2020

The Optimal Time-Frequency Kirkwood-Rihaczek Spectrum Estimation

Yasaman Maleki
15th Iranian Statistics Conference, Yazd University, Yazd, Iran
2019

Estimation and Comparison of Two Hurst Parameter Estimators, based on Hilbert-Haung Transform and Generalized Hurst Exponent in Financial Time Series

Mahdiyeh Rezaee, Yasaman Maleki
International Conference on Recent Achievements in Mathematical Science, Yazd University, Yazd, Iran
2019

Hurst Parameter Estimation of Earthquakes in Sar Pol-e Zahab

Mahdiyeh Rezaee, Yasaman Maleki
3rd Iranian Conference on Mathematical Physics, Qom, Iran
2019

Long-Range Correlations and Trends Between Consecutive Earthquakes

Mostafa AllamehZadeh, Yasaman Maleki
8th International Conference on Seismology & Earthquake Engineering, International Institute of Earthquakes Engineering and Siesmology
2019

Stochastic Modelling and Spectral Estimation of Locally Self-Similar Processes: A Case Study in Modelling Bird Chirp Signals

Yasaman Maleki
12th Seminar on Probability and Stochastic Processes, Semnan University, Semnan, Iran
2019

Recognition of Multivariate Locally Stationary Processes in Cognitive Radio Signals

Soraya Teymouri, Yasaman Maleki
12th Seminar on Probability and Stochastic Processes, Semnan University, Semnan, Iran
2019

Two Methods in Wigner-Ville Spectrum Estimation of LSPs

Gazal Ganbari, Yasaman Maleki
12th Seminar on Probability and Stochastic Processes, Semnan University, Semnan, Iran
2018

A New Time-Frequency Method in Cross-Term Reduction of Scale Invariant Wigner Spectrum

Yasaman Maleki
48th Annual Iranian Mathematics Conference, Iran University of Science and Technology, Tehran, Iran
2018

Detection of Multivariate Discrete Scale Invariant Processes Using GLR Test

Yasaman Maleki
International Conference on Mathematics (ICOM)/Minisymposuim on Approximate Theory, Fatih Sultan University, Istanbul, Turkey
2018

Optimal Estimation of Scale Invariant Wigner Spectrum Using Multitapers

Yasaman Maleki
International Conference on Mathematics (ICOM)/Minisymposuim on Approximate Theory, Fatih Sultan University, Istanbul, Turkey
2017

A Non-parametric Estimator of Covariance Function for Parameterized Family of Locally Self-Similar Processes

Yasaman Maleki
10th International Workshop on Bayesian Inference in Stochastic Processes, Bocconi University, Milan, Italy
2016

Optimal Scale Invariant Wigner Cross-Spectrum Estimation

Yasaman Maleki
2nd International Conference on Research Engineering, Science and Technology, United Arab Emirates, Dubai
2015

Hurst Parameter Estimation of a Certain Discrete Scale Invariant Processes

Yasaman Maleki
The 8th Statistical Conference, Payam-e Noor University, Tehran, Iran
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