Dr Hossein Hassani - BSc MSc Iran PhD Cardiff
Overview
Position:
Lecturer in Statistics
Email:
HassaniH@cardiff.ac.ukTelephone: +44(0)29 208 75529
Fax: +44(0)29 208 74199
Extension: 75529
Location: M/2.32
Research Interests
Time Series Analysis (Linear and Nonlinear)
Singular Spectrum Analysis (SSA)
Regression (Linear and Nonlinear)
Data Mining
Application of Statistical Methods in Econometrics, Biostatistics and Engineering.
Research Group
Publications
Recent Publications
Books
Mahmoudvand, R; Hassani, H; Parsi Mood, N. (2009). Applied Statistics Using MINITAB. Persian Language, Payam-e-Noor University Press, 252 pp.
Amiri, S; Hassani, H; and Hamidi, Y. (2005). A Handbook of: Statistical Process Control Using PSPC Software (with the approach of TQM). Persian Language, Hamadan University Press, 176 pp.
Amiri, S; Mahjub, H; and Hassani, H. (Ed.) (2004). An Introduction to Categorical Data Analysis, by Alan Agresi 1996. Translate to Persian Language, Hamadan University Press, 462 pp.
Chapters Within Books
Hassani, H; Zhigljavsky, A; Patterson, K; Soofi, A. (2010). A Comprehensive Causality Test Based on the Singular Spectrum Analysis, Causality in Science (eds. P. M. Illari, F. Russo and J. Williamson), Oxford University press (to appear).
Hassani, H. Data Mining (Chapter 10, Official Statistics), Statistical Centre of Iran.
Journal Papers
Hassani, H; Soofi, A; and Zhigljavsky, A. (Submitted). Predicting Inflation Dynamics with Singular Spectrum Analysis.
Sanei, S; Ghodsi, M; and Hassani, H. (Submitted). A Constrained Singular Spectrum Analysis Approach to Murmur Detection from Heart Sounds.
Hassani, H; Zhigljavsky, A; and Zhengyuan X . (Submitted). Singular Spectrum Analysis based on the Perturbation Theory.
Hassani, H; Thomakos, D. (2010). A Review on Singular Spectrum Analysis for
Economic and Financial Time Series, Statistics and Its Interface, Forthcoming.
Hassani, H; Mahmoudvand, R; and Yarmohammadi, M. (2010). Filtering and Denoising in the Linear Regression Model. Fluctuation and Noise Letters, Forthcoming.
Ghodsi, M; Hassani, H; and Sanei, S. (2010). Extracting Fetal Heart Signal From Noisy Maternal ECG by Singular Spectrum Analysis, Statistics and Its Interface,
Forthcoming.
Patterson, K; Hassani, H; Heravi, S; Zhigljavsky, A. (2010). Forecasting the Final Vintage of the Index of Industrial Production, Journal of Applied Statistics, Forthcoming.
Hassani, H; Ghodsi, M and Howell, G. (2010). A Note on Standard Deviation
and Standard Error, Teaching Mathematics and its Applications, 29(2), pp. 108-112.
Hassani, H; Gheitanchi, S; and Yeganegi, M. R. (2010). On the Application of Data Mining to Official Data, Journal of Data Science, Vol 8, No 1, pp. 75-89.
Hassani, H. (2010). A Note on the Sample Autocorrelation Function, Physica A: Statistical Mechanics and its Applications, Vol 389, Issue 8, pp. 1601-1606.
Hassani, H; Soofi, A; and Zhigljavsky, A. (2010). Predicting Daily Exchange Rate with Singular Spectrum Analysis., Nonlinear Analysis: Real World Applications, Volume 11, Issue 3, pp. 2023-2034.
Mahmoudvand, R; Hassani, H; Farzaneh, A; and Howell, G.(2010). The Exact Number of Nonnegative Integer Solutions for a Linear Diophantine Inequality, IAENG International Journal of Applied Mathematics (IJAM), 40 (1), pp. 1-5.
Mahmoudvand, R; Hassani, H; Farzaneh, A; and Howell, G. (2010). The distribution of a linear combination of r independent discrete random variables, Journal of Interdisciplinary Mathematics, Forthcoming
Hassani, H. (2010). Singular Spectrum Analysis Based on the Minimum Variance Estimator, Nonlinear Analysis: Real World Applications, Vol l1, Issue 3, pp. 2065-2077.
Hassani, H; Zokaei, M; von Rosen, D; Amiri, S; Ghodsi, M. The efficiency of noise reduction for curve fitting in growth curve models, Computer Methods and Programs in Biomedicine, 96(1), pp. 173-18.
Hassani, H. (2009). Sum of the Sample Autocorrelation Function. Random Operators and Stochastic Equations, Vol 17, Issue 2, pp. 125-130.
Ghodsi, M; Hassani, H; Sanei, S; and Hicks, Y. (2009). The Use of Noise Information for Detection of Temporomandibular Disorder, Journal of Biomedical Signal Processing and Control, Volume 4, Issue 2, pp. 79-85.
Hassani, H; Dionisio, A; and Ghodsi, M. (2009). The effect of noise reduction in measuring the linear and nonlinear dependency of financial markets, Nonlinear Analysis: Real World Applications, doi:10.1016/j.nonrwa.2009.01.004.
Mahmoudvand, R; and Hassani, H. (2009). Two New Confidence Intervals for the Coefficient of Variation in a Normal Distribution, Journal of Applied Statistics, 10.1080/02664760802474249.
Hassani, H; Heravi, H; and Zhigljavsky, A. (2009). Forecasting European Industrial Production with Singular Spectrum Analysis, International journal of forecasting}, Vol 25, Issue 1, pp. 103-118
Mahmoudvand, R; and Hassani, H. (2009). Generalized bonus-malus systems with a frequency and a severity component on an individual basis in automobile insurance, ASTIN Bulletin, Vol 39, Issue (1), Forthcoming.
Hassani, H; and Zhigljavsky, A. (2009). Singular Spectrum Analysis: Methodology and Application to Economics Data, Journal of Systems Science and Complexity (JSSC), Vol 22, Number 2, Forthcoming.
Mahmoudvand, R; Hassani, H; and Zokaei, M. (2008). Calculating the Premium of a Generalized Bonus Malus System in Automobile Insurance, Actuary and Industrial, Forthcoming.
Yeganegi, M; Hassani, H; and Haeri Mehrizi, A. (2008). Guidelines to Improve Data Quality in Survey Designs Using Intelligent Systems, Journal of Statistical Centre of Iran, Vol 18, No 1, pp. 1--18.
Haghighi, A; Ghosori, Sh; Haeri Mehrizi, A.; Hassani, H; and Yeganegi, M. (2007). Data Mining and its application in data quality. Journal of Statistical Centre of Iran, Vol 17, No 2, pp. 47--74.
Hassani, H. (2007). Singular Spectrum Analysis: Methodology and Comparison. Journal of Data Science. Vol 5, No 2, pp. 239-257.
Mahmoudvand, R; Hassani, H; and Wilson, R. (2007). Is the Sample Coefficient of Variation A Good Estimator for the Population Coefficient of Variation?, World Applied Sciences Journal, 2 (5), 519--522.
Mahmoudvand, R; and Hassani, H. (2007). A New Approximation for the Null Distribution of the Likelihood Ratio Test Statistics for k Upper Outliers in a Normal Sample, Journal of Statistical Research of Iran, Vol 2, pp. 155--161.
Hassani, H; and Haeri Mehrizi, A. (2006). Data Mining and official statistics, Journal of Statistical Centre of Iran, Vol 67, No 4, pp. 21-34.
Conference Papers
Hassani, H; Zhigljavsky, A. (2008). Singular Spectrum Analysis Based on the Minimum Variance Estimator, In Proc. of the World Congress on Engineering, London, U.K., 2-4 July.
Hassani, H; Patterson, K; Heravi, S; Zhigljavsky, A. (2008). Forecasting the Final Vintage of the Index of Industrial Production, In Proc. of the 28th International Symposium on Forecasting (ISF), Nice, France.
Mahmoudvand, R; Hassani, H. (2008). Some bounds for the coefficient of variation and its application in credit risk control, In Proceeding of the 9th Iranian nternational Statistics Conference, Isfehan, Iran.
Mahmoudvand, R; Hassani, H. (2007). An Asymptotic Distribution for the Null Distribution of the Likelihood Ratio Test to Determine k Outliers in a Normal Sample, In Proceeding of the 56th session of the International Statistical Institute
(ISI).
Hassani, H; and Zhigljavsky, A . (2006). Singular Spectrum Analysis(SSA): A Powerful Technique for Analysis of Economic Data (Best paper). SCRA 2006-FIM XIII-Thirteenth International Conference on Interdisciplinary Mathematical \& Statistical Techniques, Tomar, Portugal.
Hassani, H. (2006 ). Singular Spectrum Analysis: A Comparative Study. SCRA 2006-FIM XIII-Thirteenth International Conference on Interdisciplinary athematical \& Statistical Techniques, Tomar, Portugal.
Hassani, H; and Haeri Mehrizi, A . (2006). Data Mining \& Official Data, In Proceeding of the 8th Iranian International Statistics Conference, Shiraz, Iran.
Hassani, H; and Zhigljavsky, A . (2006). Application of Singular Spectrum Analysis (SSA) for Analysis of Economic data, 8th Workshop of the ERCIM working Group on Matrix Computations and Statistics.
Yeganegi, M; Hassani, H; and Haeri Mehrizi, A. (2006). Artificial Intelligent and Its Application in Official Statistics , In Proceeding of the 8th Iranian International Statistics Conference, Shiraz, Iran.
Haeri Mehrizi, A; Hassani, H; and Barfi Pour, A. (2006). Exploratory Data Mining and Data Cleaning, In Proceeding of the 8th Iranian International Statistics Conference, Shiraz, Iran.
Hassani, H; and Anari, M. (2005). Using Data Mining for Data Quality Improvement. In Proceeding of the 55th session of the International Statistical Institute (ISI).
Ghodsi, M; and Hassani, H. (2005). The Application of Taylor’s Theorem in Asympthithic Growth Curve. In Proceeding of the 55th session of the International Statistical Institute (ISI).
Hassani, H; and Ghodsi, M. (2005). Application of Polynomial Regression for Longitudinal Measurements. In Proceeding of the 55th session of the International Statistical Institute (ISI).
Hassani, H. (2004). Using Bayesian Approach when Errors are Autocorrolated, In Proceeding of the 7th Iranian Statistical Conference (ISC7).
Hassani, H; and Kiany, H. (2003). A New Approach to the Analysis of Longitudinal Data and its Application in Stock Market. In Proceeding of the 54th session of the International Statistical Institute (ISI).
Hassani, H; and Amidi, A. (2003). Nonlinear Regression and Growth Curve Model, In Proceeding of the 54th session of the International Statistical Institute (ISI).
Hassani, H; Zokaei, M; and Amidi, A. (2003). A New Approach to Analysis of Polynomial Regression and its Applications to Physical Growth of Human Height, In Proceeding of the Hawaii International Conference.
Technical Report
Hassani, H; Amiri, S; Rosen, D. V; Zokaei, M; and Ghodsi, M. (2008). The efficiency of noise reduction for curve fitting in growth curve models, Centre of Biostochastics, ISSN 1651-8543.
Hassani, H; and Iranmanesh, S. H. (2008). Forecasting Iranian Inflation rate. Institute for Trade Studies and Research (ITSR), Tehran, Iran, 64 pp.
Hassani, H; Haeri Mehrizi, A; Haghighi, A; Ghosori, Sh; and Yeganegi, M. (2007). Data quality improvement using data mining techniques. Statistical Centre of
Iran, 97 pp.
Research
Time Series Analysis (Linear and Nonlinear)
Singular Spectrum Analysis (SSA)
Regression (Linear and Nonlinear)
Data Mining
Application of Statistical Methods in Econometrics, Biostatistics and Engineering.
