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 Expertise
I 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 of Technology
Post Graduate Diploma in Science, University of Western Australia
Master of Science, University of Western Australia

Keywords

Time Series
Stochastic Processes
Mathematical Statistics
MCMC convergence diagnostics
Regime switching volatility models
Hidden Markov models in Bioinformatics
Smooth Threshold Autoregressive models
Nonlinear time series theory and modeling, DNA sequence modeling, Bioinformatics

Languages

Indonesian (Fluent)

Fields of Research

Code	Description	Percentage
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
1/01/2012 -	Membership - International Biometric Society	International Biometric Society Australia
1/01/2001 - 1/06/2003	Research Associate	University of Newcastle School of Mathematical and Physical Sciences Australia
1/01/1999 - 1/01/2001	Senior Research Assistant	Queensland University of Technology School of Mathematical and Physical Sciences Australia
1/07/1988 - 1/12/1998	Lecturer	Institut Teknologi Bandung, Indonesia School of Mathematical and Physical Sciences Indonesia

Membership

Dates	Title	Organisation / Department
1/01/2012 - 31/12/2012	Member - ISBA	ISBA Australia
1/01/2004 - 31/12/2004	Chair - Statistics in Education	Statistical Society of Australia Inc. Australia

Awards

Research Award

Year	Award
1994	Finalist for Indonesian Young Researcher 1994 Unknown

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Publications

For publications that are currently unpublished or in-press, details are shown in italics.

Journal article (13 outputs)

Year

Citation

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Link

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)

DOI	10.1080/00949655.2017.1344666

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)

DOI	10.1080/03610918.2016.1161794

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)

DOI	10.1080/03610926.2016.1235195

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)

DOI	10.3390/ijerph14020147
Citations	Scopus - 4Web of Science - 2

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 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.

Co-authors	Clovia Holdsworth, Eric Beh

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]

DOI	10.1080/10618600.2012.681239
Citations	Scopus - 1Web of Science - 1

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]

DOI	10.1214/09-ejs527
Citations	Scopus - 2Web of Science - 2

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]

DOI	10.1016/j.csda.2008.07.007
Citations	Scopus - 12Web of Science - 13

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]

DOI	10.1080/15598608.2008.10411862

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]

DOI	10.1111/j.1467-842X.2005.00396.x
Citations	Scopus - 1Web of Science - 1

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]

DOI	10.1155/S1173912603000129

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]

Citations	Scopus - 6Web of Science - 4

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Conference (21 outputs)

Year

Citation

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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]

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]

Co-authors	Elizabeth Stojanovski

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]

Co-authors	Elizabeth Stojanovski

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]

Co-authors	Robert King

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]

Co-authors	Elizabeth Stojanovski

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]

Co-authors	Robert King

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]

Co-authors	Elizabeth Stojanovski

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]

Co-authors	Robert King

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]

Co-authors	Robert King

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]

DOI	10.1109/SSP.2001.955218

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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
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