凯发娱乐副教授、博士生导师
数量经济与商务统计系主任
北航“卓越百人计划(2016)”和北航“青年拔尖人才支持计划(2021)”入选者
地址:北京市海淀区凯发K8路37号新主楼A931
个人主页🚑: http://yanfei.site
实验室主页:http://kllab.org
欢迎有兴趣的同学加入🍶!
【个人简介】
康雁飞,现任北航凯发娱乐凯发K8副教授、博士生导师、北航数量经济与商务统计系主任。2014年博士毕业于莫纳什大学🙅🏽♀️,师从澳大利亚科凯发K8院士 Kate Smith-Miles 教授和 Danijel Belusic 教授,2014-2015年于莫纳什大学从事博士后研究,合作导师为两位澳大利亚科凯发K8院士 Kate Smith-Miles 教授和 Rob Hyndman 教授,2015-2016年就职于百度大数据部。研究方向为时间序列预测等。共承担科研项目10余项🪛,其中主持国家自然科学基金2项,参与国家重点研发计划课题、阿里巴巴创新研究计划各1项。在 European Journal of Operational Research, International Journal of Forecasting 等国际权威期刊发表论文近30篇👰🏿♀️,并著有多项专著和译著🤽🏻♀️。曾在国际预测大会、ICDM🧷、IJCNN、IEEE CIDM、世界贝叶斯大会等受邀做报告。担任《R Journal》(SCI, JCR Q1) 副主编、中国统计教育学会理事、北京大数据协会理事及超过10个国际学术期刊审稿人。先后入选北航“卓越百人计划”和北航“青年拔尖人才计划”🤽♂️。
【教育背景】
‣ 2010.09 – 2014.08 博士 澳大利亚莫纳什大学
博士论文: Event detection, classification and analysis on atmospheric time series(导师: Kate Smith-Miles 教授、Danijel Belusic教授)
‣ 2009.09 – 2010.07 统计学研究生 中国人民大学
‣ 2005.09 – 2009.07 统计学本科 山东财经大学
【研究领域】
时间序列预测、统计计算、大数据分析
【工作经历】
‣ 2016.11 – 今 北京凯发K8娱乐平台开户官方网站 凯发娱乐 副教授
‣ 2015.08 – 2016.08 百度大数据部 大数据高级研发工程师
‣ 2014.08 – 2015.07 澳大利亚莫纳什大学 博士后
合作导师: Rob Hyndman 教授;Kate Smith-Miles 教授
【主要学术论文】
28. Yun Bai, Ganglin Tian, Yanfei Kang*, Suling Jia (2023). A hybrid ensemble method with negative correlation learning for regression. Machine Learning 112: 3881–3916. (SCI, JCR Q1)
27. Spyros Makridakis, Fotios Petropoulos, Yanfei Kang* (2023). Large Language Models: Their success and impact. Forecasting 5(3), 536-549.
26. Spyros Makridakis, Fotios Petropoulos, Yanfei Kang* (2023). The Impact of Large Language Models like ChatGPT on Forecasting. Foresight: The International Journal of Applied Forecasting 69:61-62.
25. Xiaoqian Wang, Rob Hyndman, Feng Li, Yanfei Kang* (2022). Forecast combinations: an over 50-year review. International Journal of Forecasting 39(4): 1518-1547. (SSCI, ABS3)
24. Bohan Zhang, Yanfei Kang, Anastasios Panagiotelis, Feng Li (2022). Optimal reconciliation with immutable forecasts. European Journal of Operational Research 308(2): 650-660. (SCI, ABS4)
23. Li Li, Yanfei Kang, Fotios Petropoulos, Feng Li (2022). Feature-based intermittent demand forecast combinations: accuracy and inventory implications. International Journal of Production Research 61(22): 7557-7572,. (SCI, ABS3)
22. Li Li, Yanfei Kang, Feng Li (2022). Bayesian forecast combination using time-varying features. International Journal of Forecasting 39(3): 1187-1302. (SSCI, ABS3)
21. Xiaoqian Wang, Yanfei Kang, Rob Hyndman, Feng Li (2022). Distributed ARIMA models for ultra-long time series. International Journal of Forecasting 39(3): 1163-1184. (SSCI, ABS3)
20. Xixi Li, Fotios Petropoulos, Yanfei Kang* (2022). Improving forecasting by subsampling seasonal time series. International Journal of Production Research 61(3): 976-992. (SCI, ABS3)
19. Petropoulos, F., Apiletti, D., Assimakopoulos, V., Babai, M.Z., Barrow, D.K., Bergmeir, C., Bessa, R.J., Boylan, J.E., Browell, J., Carnevale, C., Castle, J.L., Cirillo, P., Clements, M.P., Cordeiro, C., Cyrino Oliveira, F.L., De Baets, S., Dokumentov, A., Fiszeder, P., Franses, P.H., Gilliland, M., Gönül, M.S., Goodwin, P., Grossi, L., Grushka-Cockayne, Y., Guidolin, M., Guidolin, M., Gunter, U., Guo, X., Guseo, R., Harvey, N., Hendry, D.F., Hollyman, R., Januschowski, T., Jeon, J., Jose, V.R.R., Kang, Y., Koehler, A.B., Kolassa, S., Kourentzes, N., Leva, S., Li, F., Litsiou, K., Makridakis, S., Martinez, A.B., Meeran, S., Modis, T., Nikolopoulos, K., Önkal, D., Paccagnini, A., Panapakidis, I., Pavía, J.M., Pedio, M., Pedregal Tercero, D.J., Pinson, P., Ramos, P., Rapach, D., Reade, J.J., Rostami-Tabar, B., Rubaszek, M., Sermpinis, G., Shang, H.L., Spiliotis, E., Syntetos, A.A., Talagala, P.D., Talagala, T.S., Tashman, L., Thomakos, D., Thorarinsdottir, T., Todini, E., Trapero Arenas, J.R., Wang, X., Winkler, R.L., Yusupova, A., Ziel, Z. (2022). Forecasting: theory and practice. International Journal of Forecasting 38(3): 705-871. (SSCI, ABS3)
18. Yanfei Kang, Wei Cao, Fotios Petropoulos, Feng Li (2021). Forecast with forecasts: Diversity matters. European Journal of Operational Research 301(1): 180-190. (SCI, ABS4)
17. Xixi Li#, Yun Bai#, Yanfei Kang* (2021). Exploring the social influence of Kaggle virtual community on the M5 competition. International Journal of Forecasting 38(4): 1507-1518. (SSCI, ABS3)
16. Evangelos Theodorou#, Shengjie Wang#, Yanfei Kang*, Evangelos Spiliotis, Spyros Makridakis, Vassilios Assimakopoulos (2021). Exploring the representativeness of the M5 competition data, International Journal of Forecasting 38(4): 1500-1506. (SSCI, ABS3)
15. Thiyanga S. Talagala, Feng Li, Yanfei Kang* (2021). FFORMPP: Feature-based forecast model performance prediction, International Journal of Forecasting 38(3): 920-943. (SSCI, ABS3)
14. Kasun Bandara, Hansika Hewamalage, Yuan-Hao Liu, Yanfei Kang, Christoph Bergmeir (2021). Improving the accuracy of global forecasting models using time series data augmentation, Pattern Recognition 120:108148. (SCI)
13. Xiaoqian Wang, Yanfei Kang, Fotios Petropoulos, Feng Li (2021). The uncertainty estimation of feature-based forecast combinations, Journal of the Operational Research Society 73(5): 979-993. (SSCI&SCI, ABS3)
12. Yanfei Kang, Evangelos Spiliotis, Fotios Petropoulos, Nikolaos Athiniotis, Feng Li, Vassilios Assimakopoulo (2020). Déjà vu: A data-centric forecasting approach through time series cross-similarity, Journal of Business Research 132: 719-731. (SSCI, ABS3)
11. Xixi Li, Yanfei Kang, Feng Li (2020). Forecasting with time series imaging, Expert Systems with Applications 160: 113680. (SCI, ABS3)
10. Yanfei Kang, Rob J Hyndman, Feng Li (2020). GRATIS: GeneRAting TIme Series with diverse and controllable characteristics, Statistical Analysis and Data Mining 13(4): 354-376. (SCI)
9. Yitian Chen, Yanfei Kang*, Yixiong Chen, Zizhuo Wang (2020). Probabilistic Forecasting with Temporal Convolutional Neural Network, Neurocomputing 399: 491-501. (SCI)
8. Feng Li, Yanfei Kang* (2018). Improving forecasting performance using covariate-dependent copula models, International Journal of Forecasting 34(3): 456-476. (SSCI, ABS3)
7. Yanfei Kang*, Rob J. Hyndman, Kate Smith-Miles. (2017). Visualising Forecasting Algorithm Performance using Time Series Instance Space. International Journal of Forecasting 33(2): 345–358. (SSCI, ABS3)
6. Yanfei Kang, Danijel Belusic, Kate Smith-Miles. (2015). Classes of Structures in the Stable Atmospheric Boundary Layer. Quarterly Journal of the Royal Meteorological Society 141(691): 2057–2069. (SCI)
5. Yanfei Kang. (2015). Detection, classification and analysis of events in turbulence time series. Bulletin of the Australian Mathematical Society 91(3): 521-522. (SCI)
4. Yanfei Kang, Danijel Belusic, Kate Smith-Miles. (2014). Detecting and classifying events in noisy time series. Journal of the Atmospheric Sciences 71(3): 1090–1104. (SCI)
3. Yanfei Kang, Danijel Belusic, Kate Smith-Miles. (2014). A note on the relationship between turbulent coherent structures and phase correlation. Chaos: An Interdisciplinary Journal of Nonlinear Science 24(2) 023114: 1-6. (SCI)
2. Yanfei Kang, Danijel Belusic, Kate Smith-Miles. (2013). How to extract meaningful shapes from noisy time-series subsequences? In: Proceedings of the 2013 IEEE Symposium on Computational Intelligence and Data Mining (CIDM). IEEE, pp. 65–72. (EI)
1. Yanfei Kang. (2012). Real-time change detection in time series based on growing feature quantization. In: Proceedings of the 2012 International Joint Conference on Neural Networks (IJCNN). IEEE, pp. 1–6. (EI)
【专著】
Li Li, Feng Li and Yanfei Kang* (2023), “Forecasting Large Collections of Time Series: Feature-Based Methods”, In Forecasting with Artificial Intelligence: Theory and Applications. Cham , pp. 251-276. Springer Nature Switzerland.
康雁飞、李丰(2023). 统计计算👋🏽:方法与实践. 在线版本:https://yanfei.site/docs/statscompbook/.
李丰🧏🏿、康雁飞(2022). 大数据存储与计算. 在线版本:https://yanfei.site/docs/distcompbook/.
【译著】
康雁飞、李丰(2023 译). 预测:方法与实践(第三版)(Hyndman & Athanasopoulos 著. Forecasting: Principles and Practice). 在线版本🧒🏽:http://otexts.com/fpp3cn/.
康雁飞、李丰(2019 译). 预测☸️:方法与实践(第二版)(Hyndman & Athanasopoulos 著. Forecasting: Principles and Practice). 在线版本🎓:http://otexts.com/fppcn/.
【科研项目】
‣ 2022 年 – 2025 年,大规模时间序列的联合预测研究:全局模型视角,国家自然科学基金面上项目, 负责人
‣ 2021年 – 2024年,北京凯发K8娱乐平台开户官方网站“青年拔尖人才支持计划”,负责人
‣ 2018 年 – 2020 年,基于实例空间的时间序列预测研究,国家自然科学基金青年项目, 负责人
‣ 2017 年 – 2019 年,北京凯发K8娱乐平台开户官方网站 “卓越百人计划” ,负责人
‣ 2017 年 – 2018 年👼,大数据理论及应用研究,北京凯发K8娱乐平台开户官方网站基本科研业务项目,主要参与者
‣ 2014 年 – 2015 年🎂,Stress-testing algorithms: generating new test instances to elicit insights, funded by Australian Research Council, 主要参与者
【教学项目】
‣ 2023年🧘,《应用统计学》国家一流本科课程项目,主要参与者
‣ 2020年♿️,《应用统计学》校级一流本科课程项目,主要参与者
‣ 2018年,《应用统计学》“凡舟”基金课程团队建设项目🏌🏿♂️,主要参与者
【主要学术报告】
12. The 2023 ICDM workshop AI4TS🧎➡️,中国
11. The 2021 ICDM workshop SFE-TSDM: Systematic Feature Engineering for Time-Series Data Mining🙎🏿♀️,主旨报告,线上
10. 2020年国际预测大会(The 2020 International Symposium on Forecasting),分会场主席,线上
9. 2019年国际预测大会(The 2019 International Symposium on Forecasting),分会场主席🌶,希腊
8. 2019年蒙特卡洛方法会议(The 12th Conference on Monte Carlo Methods)🧑🏻🦯,澳大利亚
7. 2017年北京预测研讨会(The 2017 Beijing Workshop on Forecasting)🔭,中国
6. 2017年国际预测大会(The 2017 International Symposium on Forecasting),分会场主席,澳大利亚
5. 2017年计量经济学与统计学国际会议(The 2017 International Conference on Econometrics and Statistics)⚽️,邀请报告♡,香港
4. 2016年国际贝叶斯大会(International Society for Bayesian Analysis World Meeting 2016),分组报告,意大利
3. 2014年地球数学会议(The 2014 Conference – Mathematics of Planet Earth),邀请报告,澳大利亚
2. 2013年IEEE计算机智能与数据挖掘大会(The 2013 IEEE Symposium on Computational Intelligence and Data Mining)🪪🔁,分组报告🍊🦁,新加坡
1. 2012年IEEE神经网络大会(The 2012 International Joint Conference on Neural Networks),邀请报告🫵,澳大利亚
【所授课程】
‣ 大数据平台基础(本科生)🧎🏻🥛,2023秋、2022年秋📹、2021年秋🧑🏻🦯、2020年秋✌🏿、2019年春
‣ 贝叶斯统计与计算(本科生)🌵🦴,2023秋、2023春🤞🏿、2022年春🧚🏼♂️、2021年春、2020年春
‣ 应用统计学(本科生,国家一流本科课程),2023春🦈、2022年春、2021年春👷🏽、2020年春
‣ 商业预测(MBA/MPAcc)🕴🏼,2023秋、2023春、2022年春、2020年秋🧑🏿🏫、2019年秋
‣ 贝叶斯统计(本科生),2019年秋
‣ 统计计算(本科生),2019年春
‣ 广义线性模型(本科生)🧗🏼♀️,2018年春
‣ 计量经济学(留学生),2018年春、2017年春
‣ 数据处理与统计分析实验(硕士研究生),2019年春𓀝😘、2018年春、2017年春
‣ 科学写作与报告(博士研究生),2022年春、2021年春
‣ 高级计量经济学(博士研究生),2018年春
【所获奖励】
‣ 2021.17,入选北京凯发K8娱乐平台开户官方网站 “青年拔尖人才支持计划”
‣ 2017.06🧑🏻🦲,第十一届北京凯发K8娱乐平台开户官方网站青年教师教学业务培训基础班 “优秀学员”
‣ 2016.11😒,入选北京凯发K8娱乐平台开户官方网站 “卓越百人计划”
‣ 2012.05,澳大利亚数学科学凯发K8寒假学校旅行奖
‣ 2010.05,国家公派留学奖学金
‣ 2009.09💛,中国人民大学硕士入学一等奖学金
‣ 2008.10🏋🏻,国家奖学金
【主要合作者】
‣ Prof. Kate Smith-Miles, University of Melbourne
‣ Prof. Rob J. Hyndman, Monash University
‣ Dr. Danijel Belusic, Swedish Meteorological and Hydrological Institute
‣ Prof. Feng Li, Central University of Finance and Economics
‣ Prof. Fotios Petropoulos, University of Bath
‣ Dr. Evangelos Spiliotis, National Technical University of Athens
‣ Prof. Anastasios Panagiotelis, University of Sydney
‣ Dr. Christoph Bergmeir, Monash University
‣ Prof. Zizhuo Wang, The Chinese University of Hong Kong
‣ Dr. Thiyanga Talagala, University of Sri Jayewardenepura
‣ Yitian Chen, BIGO Technology
‣ Xixi Li, The University of Manchester