December 16¡]Monday¡^
Time Activity Center
16:00

19:00
Registration
Time Café Academia
18:00

20:30
Reception
 
December 17¡]Tuesday¡^
Time Humanities and Social Sciences Building International Conference Hall
8:00

8:50
Registration
8:50

9:20

Opening Remarks
Chair: Ching-Shui Cheng, Kamhon Kan, and Ruey S. Tsay
Speaker: Vice President Fan-Sen Wang, Academia Sinica.

9:20

10:10
Plenary Session 1
Chair: Wen-Jang Huang, National University of Kaohsiung
Title: An Appreciation of Professor George C. Tiao from Across the Ocean
Speaker: Howell Tong, London School of Economics
10:10

11:00
Plenary Session 2
Chair: Chung-Shu Wu, Academia Sinica
Title: ARIMA Model Based Seasonal Adjustment at Work: Automatic Large-scale Performance
Speaker: Agustin Maravall, Bank of Spain
11:00

11:20
Photo Session / Break
Time HSS
1st Conference Room
HSS
2nd Conference Room
11:20

12:30
Session 1A
Seasonal adjustment and Functional time series

Chair: Jin-Lung Henry Lin, National Dong Hwa University
Session 1B
Credit risk

Chair: Shih-Ti Yu, National Tsing-Hua University
Comparing ARIMA Model-Based and Census X-11 Seasonal Adjustment
William Bell, U.S. Census Bureau
Measuring Credit Risk of Individual Corporate Bonds and Deriving Term Structures of Default Probabilities
Takeaki Kariya, Kyoto University
Convolution Autoregressive Models for Functional Time Series
Rong Chen, Rutgers University
The Forecast of the Systemic Credit Risk of Taiwan's Banking System and its Use in Implementing Basel III Capital Requirement
Ching-Fan Chung, National Tsing Hua University
12:30

13:30
Lunch break
13:30

15:15
Session 2A
Factor models
Chair: Rouh-Jane Chou, National Tsing Hua University
Session 2B
Biostatistics and inference

Chair: Chen-Hsin Chen, Academia Sinica
Dynamic Principal Components in Time Domain
Daniel Peña, Carlo de III, Spain
Characterization of hESC Transcriptome by Hybrid Sequencing
Wing Hung Wong, Stanford University
Monitoring Structural Stability of Dynamic Factor Models
Wen-Jen Tsay, Academia Sinica
Revitalizing Clinical Trial Methodology and Translational Statistics
Lee-Jen Wei, Harvard University
Recent Developments in High-Dimensional Time Series Analysis
Ruey S. Tsay, University of Chicago
Coverage-based rarefaction and Extrapolation: Standardizing Samples by Completeness Rather Than Size
Anne Chao, National Tsing-Hua University
15:15

15:30
Break
15:30

17:15
Session 3A
China study

Chair: Ray-Yeutien Chou, Academia Sinica
Session 3B
Time series and dependent data

Chair: Mong-Na Lo Huang, National Sun Yat -sen University
Prospect of China's Economic Growth and Reform
Weiying Zhang, Peiking University
Multivariate Stochastic Regression: Sparsity, Singular Value Decomposition and Time Series Applications
Tze Leung Lai, Stanford University
Preliminary Analysis on Mainland China's Inflation Data
Songxi Chen, Peiking University and Iowa State University
Estimating Social Inter-correlation with Samples Network Data
Hansheng Wang, Peiking University
Analysis of Chinese Inter-industry Spillover Effect of R&D
Pinfang Zhu, Shanghai Academy of Social Sciences
On Recent Developments of Nonstationary and Long-Memory Time Series
Ngai-Hang Chan, Chinese University of Hong Kong
17:15

18:00
 
18:00

20:30
Banquet
Statistica Sinica Dinner Speech:
Kung-Yee Liang, National Yang-Ming University
Jeff Wu, Georgia Institute of Technology
 
December 18¡]Wednesday¡^
Time Humanities and Social Sciences Building International Conference Hall
9:20

10:10
Plenary Session 3
Chair: Jeff Wu, Georgia Tech
Title: Being an Informed Bayesian: Assessing Prior Informativeness and Prior-Likelihood Conflict
Speaker: Xiao-Li Meng, Harvard University
10:10

11:00
Plenary Session 4
Chair: Norden E. Huang, National Central University
Title: Beyond Statistics: The Legacy of George Tiao on Environmental Science
Speaker: Don Wuebbles, University of Illinois, Urbana-Champaign
11:00

11:20
Break
Time HSS
1st Conference Room
HSS
2nd Conference Room
11:20

12:30
Session 4A
Environment

Chair: Jane-Ling Wang, University of California, Davis
Session 4B
Finance

Chair: Sheng-Cheng Hu, Academia Sinica
George Tiao and the Issue of Ozone Change
Alvin (Jim) Miller, Climate Prediction Center/NCEP/NWS/NOAA
Local-Momentum Autoregression for Modeling Interest Rate and Term Structure
Jin-Chuan Duan, National University of Singapore
Association of Cardiovascular Responses with Source-Apportioned Fine Particle Air Pollutions in Beijing
Jing-Shiang Hwang, Academia Sinica
On Buffered GARCH Processes
Wai Keung Li, Hong Kong University
12:30

14:00
Lunch break /
Poster session

Chair: Ci-Ren Jiang, Academia Sinica
14:00

15:45
Session 5A
Bayesian inference
Chair: Dennis K.J. Lin, The Pennsylvania State University
Session 5B
Parsimony and model selection

Chair: Hung Chen, National Taiwan University
Doubly Constrained Factor Models with Applications
Henghsiu Tsai, Academia Sinica
Aspects of Dimension Reduction and Variable Selection from Forward, Backward, and Parsimonious Modeling Perspectives
Ker-Chau Li, Academia Sinica
Bayesian Inference on Smoothed Lexis Diagrams with Applications to Lung and Breast Cancer Trends
Chao Agnes Hsiung, National Health Research Institutes
Parsimony Inducing Priors for Large Scale State-Space Models
Hedibert Freitas Lopes, George Washington University
Combination of Forecasts and Bayesian Prediction Bounds for Operating Room Durations, Even for Procedures with Few or No Historical Data
Johannes Ledolter, University of Iowa and Vienna University of Economics and Business
A Misspecification-Resistant Information Criterion
Ching-Kang Ing, Academia Sinica
15:45

16:00
Break
16:00

17:10
Session 6A
Dependent data

Chair: Yi-Ching Yao, Academia Sinica
Session 6B
Finance

Chair: Shin-Kun Peng, Academia Sinica
Estimation of Extreme Quantiles for Functions of Dependent Random Variables
Qiwei Yao, London School of Economics
Risk Measures Based on First Four Moments and Resulting Trading Strategies
O-Chia Chuang, National Taiwan University
Time Evolution of Income Distribution
Yi-Ting Chen, Academia Sinica
Forecast of Portfolio Returns and Trading Strategies
Hwai-Chung Ho, Academia Sinica
17:10

17:25
Closing Remark
Chair: Ching-Shui Cheng, Kamhon Kan and Ruey S. Tsay
Speaker: George C. Tiao
17:25

18:00
 
18:00

20:30
Dinner (Invited Speakers)