Siddharth Arora

Siddharth is pursuing a DPhil in Applied Mathematics at the University of Oxford.  Siddharth’s research is aimed at generating probabilistic forecasts for surface air temperature and hurricane activity in the Atlantic basin using nonlinear time series models.  He is a member of the Oxford Centre for Industrial and Applied Mathematics (OCIAM) and of the Society for Industrial and Applied Mathematics (SIAM).

siddharth.arora [at] smithschool.ox.ac.uk

Projects

• HMG project on data streaming, with P. E. McSharry (PI) and S. Mistry.

Invited Talks

• “Nonlinear and Nonparametric Models for Forecasting the US GNP”, at International Symposium on Nonlinear Theory and its Applications, September 2010, Krakow, Poland.
• “Nonlinear and Nonparametric Modelling Approaches for Time Series Forecasting”, at Neural Data Analysis: Learning from Other Disciplines Workshop, September 2010, Newcastle, U.K.

Publications, Conference Papers, Reports delivered

• S. Arora, M. A. Little and P.E. McSharry (2010), “Nonlinear and Nonparametric Modelling Approaches for Forecasting the US GNP”, under review in Journal of Econometrics.
• S. Arora, M. A. Little and P.E. McSharry (2010), “Probabilistic Surface Air Temperature Predictions: Comparing Global Climate Models with Nonlinear Time Series Models”, International Meeting on Statistical Climatology (IMSC), Edinburgh, Scotland.
• S. Arora, M. A. Little and P.E. McSharry (2010), “Nonlinear and Nonparametric Modelling Approaches for Forecasting the US GNP”, International Symposium on Nonlinear Theory and its Applications (NOLTA), Krakow, Poland.
• S. Arora, M. A. Little and P.E. McSharry (2010), “Nonlinear and Nonparametric Modelling Approaches for Forecasting the US GNP”, International Symposium on Forecasting (ISF), San Diego, U.S.
• D. P. Ahalpara, S. Arora and M. S. Santhanam (2009), “Genetic Programming Based Approach for Synchronization with Parameter Mismatches in EEG”, Euro GP, Tubingen, Germany, 2009. Appears in Lecture Notes in Computer Science (LNCS), 5481, 13-24.
• S. Arora, M. A. Little and P.E. McSharry (2009), “Simple Forecasting Models for US GNP”, International Symposium on Forecasting (ISF), Hong Kong, China.
• S. Arora, J. Acharya, A. Verma and P. K. Panigrahi (2008), “Multilevel Thresholding for Image Segmentation Through a Fast Statistical Recursive Algorithm”, Pattern Recognition Letters, 29(2), 119-125.
• A.H. Gharekhan, S. Arora, K.B.K. Mayya,  P.K. Panigrahi , M.B. Sureshkumar and A. Pradhan (2008), “Characterizing Breast Cancer Tissues Through the Spectral Correlation Properties of Polarized Fluorescence”, Journal of Biomedical Optics, 13(5), 054063.
• M.S. Santhanam and S. Arora (2007), “Zero Delay Synchronization of Chaos in Coupled Map Lattices”, Physical Review E, 76(2), 026202.
• S. Hemachander, A. Verma, S. Arora and P.K. Panigrahi (2007), “Local Adaptive Block Thresholding Method with Continuity Constraint”, Pattern Recognition Letters 28, 119-124.
• A. Sethi, S. Arora and A. Ballaney (2006), “Frequency Domain Analysis of ECG signals using Auto-associative Neural Network”, International Conference on Biomedical and Pharmaceutical Engineering (ICBPE), Singapore.
• A. Gharekhan, S. Arora, A. Pradhan, K.B.K. Mayya and P.K. Panigrahi (2006), “Study of Human Breast Cancer through the Spectral Correlation properties of Polarized Fluorescence”, Indian Association of Physics Teachers meet (IAPT), Tenali, India.
• S. Arora and M.S. Santhanam (2006), “Synchronization of Spatio-temporal Chaos and its Application to Real time Secure Communication”, National Conference on Nonlinear systems and Dynamics (NCNSD), Chennai, India.
• N. Shah and S. Arora (2006), “Integrated Chaos Generator for Chaotic Communication System”, National Conference on Nonlinear systems and Dynamics (NCNSD), Chennai, India.

Other achievements

• Awarded Felix Scholarship to pursue DPhil at University of Oxford.
• Awarded Lord Jenkins Scholarship by Somerville College, University of Oxford.
• Travel award to present paper at the International Meeting on Statistical Climatology, Edinburgh, Scotland, 2010.
• Travel award to present paper at the International Symposium on Forecasting, San Diego, U.S., 2010.
• Travel award to present paper at the International Symposium on Forecasting, Hong Kong, China, 2009.
• Best paper award at the Indian association of Physics teachers (IAPT) meet, Tenali, India, 2006.
• Best paper award at a conference jointly organized by IEEE (Gujarat section) and Computer Society of India, Ahmedabad, India, 2005.

Teaching

• Teaching assistant for the workshops in course “Decision Science” for MBA students (Michaelmas Term 2009 & 2010) and executive MBA students (Hilary Term 2010), at Said business school, University of Oxford, U.K.