
Dr Darfiana Nur
Conjoint Lecturer
School of Mathematical and Physical Sciences (Statistics)
- Email:darfiana.nur@newcastle.edu.au
- Phone:(02) 4921 5547
Career Summary
Biography
Dr Darfiana Nur is a conjoint Lecturer in Statistics in the School of Mathematical and Physical Sciences. She received her BMath degree from The University of Gadjahmada (UGM) Indonesia in 1988, MSc (Research) from The University of Western Australia in 1993 and her PhD in Statistics from Curtin University of Technology Australia in 1999 respectively. After completing her doctorate, she became a postdoctoral researcher in the School of Mathematical Sciences at Queensland University of Technology in 1999-2001 and at The University of Newcastle in 2001-2003 respectively, before taking up her present appointment at The University of Newcastle in 2003 until 2014. She is now a Lecturer in Statistical Science at the School of Computer Science, Engineering and Mathematics at Flinders University, Australia.
Her research interests include nonlinear time series analysis (ergodicity or estimation aspects) and modelling, focusing on Smooth Threshold Autoregressive models; Markov Chain Monte Carlo (MCMC) related algorithms and its convergence diagnostics; DNA sequence modelling in Bioinformatics; Bayesian Hidden Markov Models (HMMs) in Genetics.
Research ExpertiseI have conducted high quality research in statistics and stochastic modelling, both theory and applications, in the following topics: - ergodicity and adaptivity estimation of regime switching model namely STAR(p) models. - convergence diagnostics of Markov Chain Monte Carlo (MCMC) - Bayesian Hidden Markov Models for DNA sequence in Bioinformatics I am currently working with some collaborators and RHD students in the following topics: - ergodicity and adaptivity estimation of regime switching volatility model namely STAR(p)with GARCH error models - A fully Bayesian analysis of STAR models with GARCH errors - Bayesian Hidden Markov Models to model short sequence in DNA sequence
Teaching Expertise
The main areas of expertise are mathematical statistics and time series analysis courses. I have taught a first year service courses (Statistics for the Sciences,Statistics in Bussiness); second year courses (Fundamental Statistics, Regression and Forecasting); third year courses (Statistical Inference, Time Series Analysis, Generalised Linear Models, Survey and Experiments) and graduate courses such as Heteroscedastic Financial Modeling, Probability Theory and Stochastics Processes and Nonparametric Statistics I have taught Statistics courses between 2003 until now as listed below: First-year courses • Statistics for the Sciences (STAT1070, 750 students), Semester 1, 2009 (Lecturer); Semester 1, 2010 (Course Coordinator and Lecturer); Semester 1, 2012 (Lecturer) [Face to face, Blackboard]; Semester 1, 2013 (Course Coordinator and Lecturer) • Business Decision Making (STAT1050/1060, 300 students), Semester 1, 2006. [Face to face, Blackboard]. Second-year courses • Fundamental Statistics (STAT2010, 30-40 students). Semesters 1, in 2004, 2006 and 2007. • Regression and Forecasting (STAT2020, 20-30 students), Semester 2, 2003. Third-year courses • Time Series Analysis (STAT3040, 8-15 students), On campus and Distance, Semesters 1, 2002, 2004, 2006, 2008 and Semesters 2, 2009, 2010,2011,2012, 2013 • Applied Bayesian Methods (STAT3120, 5-10 students). On campus and Distance, Semesters 2, 2009, 2010,2011,2012, 2013. • Generalised Linear Models (STAT3030, 10-15 students), On campus and Distance, Semester 2, 2005. • Surveys and Experiments (STAT3170, 10-15 students ), On campus and Distance, Semesters 2, 2002, 2003, 2005, 2007, 2008 and 2009. • Statistics for Forensic Sciences (FORS3020, 10 students), School of Enviromental and Life Sciences, Semesters 2, 2004 and 2005. • Statistical Inference (STAT3010, 8-10 students), Semester 1, 2005. Honours/Postgraduate courses • Heteroscedastic Financial Modelling (Honours/Postgraduate), Semesters 1 in 2005, 2009, 2013. • Probability Theory and Stochastic Processes (Honours/Postgraduate), Semester 2, 2004. • Nonparametric Statistics (Honours/Postgraduate), On Campus and Distance, Semesters 2, 2004 and Semester 1, 2006.
Administrative Expertise
I have held the following administrative tasks representing the School of Mathematical and Physical Sciences, The University of Newcastle: - Member of Faculty of Science and IT Board, representing School of Mathematical and Physical Sciences, 2005-2007. - International Students Advisor within the School. - Program Convenor of Postgraduate in Statistics by Coursework, Semester 1, 2005, 2007- 2010. - Coordinator for students majoring in Statistics in Bachelor of Mathematics (BMath), BMath combined programs and Bachelor of Science program, 2012 - School RHD Recruitment
Collaborations
- Linear and Nonlinear Time Series Analysis and Modelling - Bayesian approaches in regime switching volatility models - Markov Chain Monte Carlo (MCMC) related algorithms and convergence diagnostics - DNA sequence modelling in Bioinformatics - Bayesian Hidden Markov Models in Genetics
Qualifications
- PhD, Curtin University
- Post Graduate Diploma in Science, University of Western Australia
- Master of Science, University of Western Australia
Keywords
- Hidden Markov models in Bioinformatics
- MCMC convergence diagnostics
- Mathematical Statistics
- Nonlinear time series theory and modeling, DNA sequence modeling, Bioinformatics
- Regime switching volatility models
- Smooth Threshold Autoregressive models
- Stochastic Processes
- Time Series
Languages
- Indonesian (Fluent)
Fields of Research
Code | Description | Percentage |
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010401 | Applied Statistics | 70 |
080299 | Computation Theory and Mathematics not elsewhere classified | 15 |
140399 | Econometrics not elsewhere classified | 15 |
Professional Experience
Academic appointment
Dates | Title | Organisation / Department |
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1/1/2012 - | Membership - International Biometric Society | International Biometric Society Australia |
1/1/1999 - 1/1/2001 | Senior Research Assistant | Queensland University of Technology School of Mathematical and Physical Sciences Australia |
1/7/1988 - 1/12/1998 | Lecturer | Institut Teknologi Bandung, Indonesia School of Mathematical and Physical Sciences Indonesia |
1/1/2001 - 1/6/2003 | Research Associate | University of Newcastle School of Mathematical and Physical Sciences Australia |
Membership
Dates | Title | Organisation / Department |
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1/1/2004 - 31/12/2004 | Chair - Statistics in Education | Statistical Society of Australia Inc. Australia |
1/1/2012 - 31/12/2012 | Member - ISBA | ISBA Australia |
Awards
Research Award
Year | Award |
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1994 |
Finalist for Indonesian Young Researcher 1994 Unknown |
Publications
For publications that are currently unpublished or in-press, details are shown in italics.
Journal article (14 outputs)
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2020 |
Junaidi, Nur D, Hudson I, Stojanovski E, 'Bayesian analysis of meta-analytic models incorporating dependency: new approaches for the hierarchical Bayesian delta-splitting model', Heliyon, 6 1-12 (2020) [C1]
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2017 |
Totterdell JA, Nur D, Mengersen KL, 'Bayesian hidden Markov models in DNA sequence segmentation using R: the case of Simian Vacuolating virus (SV40)', JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 87 2799-2827 (2017)
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2017 |
Livingston G, Nur D, 'Bayesian inference for smooth transition autoregressive (STAR) model: A prior sensitivity analysis', COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 46 5440-5461 (2017)
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2017 |
Pham TTH, Nur D, Branford A, 'Penalized spline joint models for longitudinal and time-to-event data', COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 46 10294-10314 (2017)
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2017 |
Mathew S, Mathur D, Chang AB, McDonald E, Singh GR, Nur D, Gerritsen R, 'Examining the Effects of Ambient Temperature on Pre-Term Birth in Central Australia', INTERNATIONAL JOURNAL OF ENVIRONMENTAL RESEARCH AND PUBLIC HEALTH, 14 (2017)
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2016 |
Diah AWM, Holdsworth CI, Nur D, Beh E, 'Statistical modelling of the conductivity performance of poly(3,4-ethylene- dioxythiophene/poly(styrene sulfonic acid) films', Current Analytical Chemistry, 12 124-140 (2016) [C1] © 2016 Bentham Science Publishers. This paper presents a comprehensive statistical evaluation of the conductivity performance of PEDOT/PSS films generated at various spin coating ... [more] © 2016 Bentham Science Publishers. This paper presents a comprehensive statistical evaluation of the conductivity performance of PEDOT/PSS films generated at various spin coating speeds (1000 to 5000 rpm) by correspondence analysis (CA), regression and ANOVA models. Poly(3,4-ethylenedioxythiophene) (PEDOT) is a highly conducting insoluble polymer which, when doped with poly(styrene sulfonic acid) (PSS) in water, results in a dispersion with good film forming properties. Our interest in PEDOT/PSS is in its application as an interfacial layer and gate electrode in organic photovoltaic and organic field effect transistor devices, respectively. The generation of a homogeneous spun-cast layer of PEDOT/PSS over the entire substrate for these intended applications is a function of the spin-coating speed which, in turn, affects the thickness of the film and, consequently, its conductivity measured by the four point probe. From correspondence analysis, we find that only the 1000 rpm spin-coating speed is strongly associated with high thickness and high resistivity (i.e. low conductivity), although further analysis of speeds 2000 - 5000 rpm shows that the spin-coating speed is still associated with the thickness of the films, and subsequently, their conductivities, such that the thinnest and most conductive films result from the highest spin-coating speed (5000 rpm). We also observed the phenomenon of the horseshoe effect from the CA displays and discussed the reasons for not resorting to detrending solutions for dealing with its presence. From multiple and nonlinear regression models, spin-coating speeds 1000 and 2000 rpm were found to produce films of less precise conductivity values as reflected in the absolute value of mean of residuals of nonlinear regression models while more precise and optimal conductivity values are obtained when the films are generated between 3000 and 5000 rpm. The ANOVA models showed that the means of conductivity of films obtained at 1000 rpm is statistically significantly different to those from higher spin coating speeds and that there is no significant difference between the conductivity of films generated using spin coating speeds 2000 and 3000 rpm and between spin coating speeds 4000 and 5000 rpm. Further, the conductivity of films from spin coating speeds 4000-5000 rpm are higher and more precise than those obtained at 2000-3000 rpm. Based on the results of this study, we have standardised conductivity measurements of PEDOT/PSS films using the four-point probe by spin-coating at 4000-5000 rpm in order to obtain optimal and reproducible conductivity values.
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2013 |
McVinish R, Mengersen K, Nur D, Rousseau J, Guihenneuc-Jouyaux C, 'Recentered Importance Sampling With Applications to Bayesian Model Validation', JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 22 215-228 (2013) [C1]
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2012 | Nur D, Nair GM, Yatawara ND, 'On the classification of a first-order Smooth Threshold Autoregressive (STAR(1)) model', Journal of Applied Probability and Statistics, 7 17-34 (2012) [C1] | ||||||||||
2010 |
Gajda D, Guihenneuc-Jouyaux C, Rousseau J, Mengersen K, Nur D, 'Use in practice of importance sampling for repeated MCMC for Poisson models', Electronic Journal of Statistics, 4 361-383 (2010) [C1]
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2009 |
Nur D, Allingham D, Rousseau J, Mengersen KL, McVinish R, 'Bayesian hidden Markov model for DNA sequence segmentation: A prior sensitivity analysis', Computational Statistics & Data Analysis, 53 1873-1882 (2009) [C1]
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2008 |
Nur D, Nair GM, Yatawara ND, 'Efficient estimation in smooth threshold autoregressive (1) models', Journal of Statistical Theory and Practice, 2 83-94 (2008) [C1]
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2005 |
Nur D, Mengersen KL, Wolf RC, 'Phase randomization: A convergence diagnostic test for MCMC', Australian & New Zealand Journal of Statistics, 47 309-323 (2005) [C1]
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2003 |
Nur D, Mengersen KL, 'Considering Ethnicity in Teaching and Learning Statistics: Should I Worry About Where my Students Come From?', Journal of Applied Mathematics and Decision Sciences, 7 123-131 (2003) [C1]
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2001 |
Nur D, Wolff RC, Mengersen KL, 'Phase randomisation: numerical study of higher cumulants behaviour', Computational Statistics and Data Analysis, 37 487-513 (2001) [C1]
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Show 11 more journal articles |
Conference (21 outputs)
Year | Citation | Altmetrics | Link | ||
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2013 |
Livingston G, Nur D, Hudson IL, 'A fully Bayesian analysis of Smooth Threshold Autoregressive (STAR) model: A prior sensitivity analysis', Proceedings of International Society for Bayesian Analysis, Section on Economics, Finance and Business (EFaB@Bayes250), Duke University, USA (2013) [E3]
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2012 | Nur D, Hudson IL, Kim S, 'Multivariate Gaussian Hidden Markov Models for sleep profiles of railway drivers', Handbook. Australian Statistical Conference, Adelaide, SA (2012) [E3] | ||||
2012 |
Junaidi, Stojanovski E, Nur D, 'Bayes estimation in meta-analysis using a linear model theorem', Proceedings of the Fifth Annual ASEARC Conference: Looking to the Future, Wollongong (2012) [E1]
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2012 |
Junaidi, Nur D, Stojanovski E, 'Bayesian estimation of a meta-analysis model using Gibbs sampler', Proceedings of the Fifth Annual ASEARC Conference: Looking to the Future, Wollongong (2012) [E1]
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2012 |
Saaid FA, Nur D, King RA, 'SDVAR algorithm for detecting fraud in telecommunications', World Academy of Science, Engineering and Technology Conference, Tokyo, Japan (2012) [E1]
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2011 |
Junaidi, Stojanovski E, Nur D, 'Prior sensitivity analysis for a hierarchical model', Proceedings of the 4th Applied Statistics Education and Research Collaboration (ASEARC) Conference, Parramatta, NSW (2011) [E1]
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2011 | Nur D, 'Parameter estimation in Gaussian STAR(p) Models: Gibbs Sampling Approach', Posters. Fourth International IMS/ISBA Joint Meeting, Park City, Utah (2011) [E3] | ||||
2010 | Nur D, 'Fast prior sensitivity analysis in Bayensian DNA sequence segmentation modelling', Australian Statistical Conference (ASC) 2010: Abstracts, Fremantle, WA (2010) [E3] | ||||
2009 | Nur D, Nair GM, 'On the necessary conditions for ergodicity of smooth threshold autoregressive (1) processes with general delay parameter', ICCS-X: The 10th Islamic Countries Conference on Statistical Sciences: Statistics for Development and Good Governance, Cairo, Egypt (2009) [E2] | ||||
2009 |
Saaid FA, King RA, Nur D, 'Development of users' call profiles using unsupervised random forest', ASEARC: Proceedings of the Third Annual ASEARC Research Conference, Newcastle, NSW (2009) [E1]
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2009 |
Stojanovski E, Junaidi, Nur D, Mengersen K, 'Incorporating study characteristics in the modelling of associations across studies', The International Biometric Society Australasian Region Conference: Biometrics on the Lake, Taupo, NZ (2009) [E3]
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2008 | Nur D, Mengersen KL, Lin Y-X, 'Hidden Markov models for DNA sequence segmentation: Simulation and evaluation', Proceedings of the XXIVth International Biometric Society Conference, Dublin, Ireland (2008) [E3] | ||||
2008 |
Allingham D, King RA, Nur D, Mengersen KL, 'Further DNA segmentation analysis using approximate Bayesian computation', Proceedings: IASC 2008: Joint Meeting of 4th World Conference of the IASC and 6th Conference of the Asian Regional Section of the IASC on Computational Statistics & Data Analysis, Yokohama, Japan (2008) [E1]
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2008 | Nur D, Lin Y-X, 'On adaptive estimation in smooth threshold autoregressive (1) models with GARCH (1,1) errors', Proceedings: IASC 2008: Joint Meeting of 4th World Conference of the IASC and 6th Conference of the Asian Regional Section of the IASC on Computational Statistics & Data Analysis, Yokohama, Japan (2008) [E1] | ||||
2007 | Mengersen KL, Nur D, Allingham D, Rousseau J, 'An importance sampling approach to sensitivity analysis of priors in bayesian analysis of DNA sequence segmentation', Twin Research and Human Genetics, Brisbane (2007) [E3] | ||||
2007 | Nur D, Mengersen KL, 'A prior sensitivity analysis for DNA sequence segmentation of the Bacteriophage lambda genome', 9th Islamic Countries Conference on Statistical Sciences 2007 (ICCS-IX). Abstract, Shah Alam, Malaysia (2007) [E3] | ||||
2007 | Nur D, 'Sensitivity of priors in Bayesian analysis of DNA sequence segmentation', ISI 2007 Book of Abstracts, Lisboa (2007) [E3] | ||||
2007 |
Allingham D, King RA, Nur D, Mengersen K, 'Analysis of DNA sequence segmentation using approximate bayesian computation', ISI 2007 Book of Abstracts. 56th Session of the International Statistical Institute, Lisboa, Portugal (2007) [E2]
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2006 | Nur D, 'Finding transcription factor binding site: Markov Chain Monte Carlo convergence', XXIII International Biometric Conference Program, Montreal, Canada (2006) [E3] | ||||
2006 | Nur D, 'Sufficient conditions for ergodicity of Smooth Threshold autoregressive (1) processes with general delay parameter', ASC/NZSA 2006 Statistical Connections: Abstract Book, Auckland, New Zealand (2006) [E3] | ||||
2001 |
Wolff RC, Nur D, Mengersen KL, 'Assessment of MCMC convergence: a time
series dynamical systems approach', Proceedings of the 11th IEEE Workshop onStatistical Signal Processing, Singapore (2001) [E1]
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Show 18 more conferences |
Grants and Funding
Summary
Number of grants | 7 |
---|---|
Total funding | $49,225 |
Click on a grant title below to expand the full details for that specific grant.
20121 grants / $10,000
Developing new Hidden Markov Models (HMMs) and Latent Trait Trajectory models of sleep, work, and shift behaviour: application to Railway Driver Fatigue and Scheduling in the Australian Rail Industry $10,000
Funding body: University of Newcastle - Faculty of Science & IT
Funding body | University of Newcastle - Faculty of Science & IT |
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Project Team | Professor Irene Hudson, Doctor Darfiana Nur, Conjoint Professor Andrew Dawson, Dawson, Drew |
Scheme | Strategic Initiative Research Fund (SIRF) |
Role | Investigator |
Funding Start | 2012 |
Funding Finish | 2012 |
GNo | G1401023 |
Type Of Funding | Internal |
Category | INTE |
UON | Y |
20081 grants / $1,700
24th International Biometric Conference, University College Dublin, Ireland, 13/7/2008 - 18/7/2008$1,700
Funding body: University of Newcastle
Funding body | University of Newcastle |
---|---|
Project Team | Doctor Darfiana Nur |
Scheme | Travel Grant |
Role | Lead |
Funding Start | 2008 |
Funding Finish | 2008 |
GNo | G0188989 |
Type Of Funding | Internal |
Category | INTE |
UON | Y |
20071 grants / $1,700
56th Session of the International Statistical Institute (ISI) 2007, Lisboa Congress Centre, Lisboa, Portugal, 22/8/2007 - 29/8/2007$1,700
Funding body: University of Newcastle
Funding body | University of Newcastle |
---|---|
Project Team | Doctor Darfiana Nur |
Scheme | Travel Grant |
Role | Lead |
Funding Start | 2007 |
Funding Finish | 2007 |
GNo | G0187616 |
Type Of Funding | Internal |
Category | INTE |
UON | Y |
20062 grants / $27,375
Equity Research Fellowship Semester 1, 2006$26,162
Funding body: University of Newcastle
Funding body | University of Newcastle |
---|---|
Project Team | Doctor Darfiana Nur |
Scheme | Equity Research Fellowship |
Role | Lead |
Funding Start | 2006 |
Funding Finish | 2006 |
GNo | G0185962 |
Type Of Funding | Internal |
Category | INTE |
UON | Y |
Australian Statistical Conference ASC/NZSA 2006 Statistical Connections, 3-7 July 2006$1,213
Funding body: University of Newcastle
Funding body | University of Newcastle |
---|---|
Project Team | Doctor Darfiana Nur |
Scheme | Travel Grant |
Role | Lead |
Funding Start | 2006 |
Funding Finish | 2006 |
GNo | G0186222 |
Type Of Funding | Internal |
Category | INTE |
UON | Y |
20041 grants / $450
Australian Statistical Conference ASC 2004, 11-16 July 2004, QLD$450
Funding body: University of Newcastle
Funding body | University of Newcastle |
---|---|
Project Team | Doctor Darfiana Nur |
Scheme | Travel Grant |
Role | Lead |
Funding Start | 2004 |
Funding Finish | 2004 |
GNo | G0183887 |
Type Of Funding | Internal |
Category | INTE |
UON | Y |
20031 grants / $8,000
Necessary and sufficient conditions for ergodicity of Smooth Threshold Autorgressive order 1 models with general delay parameter$8,000
Funding body: University of Newcastle
Funding body | University of Newcastle |
---|---|
Project Team | Doctor Darfiana Nur |
Scheme | New Staff Grant |
Role | Lead |
Funding Start | 2003 |
Funding Finish | 2003 |
GNo | G0183667 |
Type Of Funding | Internal |
Category | INTE |
UON | Y |
Research Supervision
Number of supervisions
Past Supervision
Year | Level of Study | Research Title | Program | Supervisor Type |
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2013 | Honours | Bayesian Hidden Markov Model for Homogeneous Segmentation of Heterogeneous DNA Sequences | Mathematics, University of Newcastle | Sole Supervisor |
2011 | Honours | Bayesian estimation of logistic STAR models | Mathematics, University of Newcastle | Sole Supervisor |
2010 | Masters | Analysis of Vector ARMA models | Statistics, University of Newcastle | Sole Supervisor |
2010 | Masters | Threshold Autoregressive Models in Finance: A Comparative Approach | Statistics, University of Newcastle | Sole Supervisor |
2008 | Masters | Adaptive and efficient estimation in GARCH models | Statistics, University of Newcastle | Sole Supervisor |
2007 | Honours | Analysis of mixture time series models | Mathematics, University of Newcastle | Sole Supervisor |
2005 | Honours | Short Sequence DNA signal recognition | Mathematics, University of Newcastle | Sole Supervisor |
Dr Darfiana Nur
Position
Conjoint Lecturer
Statistics Discipline
School of Mathematical and Physical Sciences
Faculty of Science
Focus area
Statistics
Contact Details
darfiana.nur@newcastle.edu.au | |
Phone | (02) 4921 5547 |
Fax | (02) 4921 6898 |
Office
Room | V.130 |
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Building | Mathematics |
Location | Callaghan University Drive Callaghan, NSW 2308 Australia |