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Siddharth Arora

Senior Lecturer in Management Science

  • siddharth.arora@sbs.ox.ac.uk

Saïd Business School
University of Oxford
Park End Street
Oxford
OX1 1HP

Profile

Siddharth obtained his DPhil from the University of Oxford.

His research is primarily aimed at developing statistical models for time series forecasting.

Research

Siddharth’s research interests include:

  • time series analysis
  • probabilistic forecasting
  • biomedical signal processing
  • chaos synchronisation
  • model combination

His research has applications in the following areas:

  • healthcare (modelling disease symptom severity using wearable technologies)
  • energy (predicting residential and small and medium enterprise electricity consumption recorded using smart meters)
  • macroeconomics (modelling gross national product)
  • climate (comparing forecasts from general circulation models with statistical time series models)

Publications

Smartphone-based Remote Digital Monitoring for Parkinson’s Disease and Dementia (S35.007)

  • Journal article
  • Neurology
  • Kinan Muhammed,
  • Francis Chmiel,
  • Siddharth Arora,
  • Katarina Gunter,
  • Masud Husain,
  • Michele Hu
Management Science

Probabilistic forecasting of daily COVID-19 admissions using machine learning

  • Journal article
  • IMA Journal of Management Mathematics
  • Bahman Rostami-Tabar,
  • Siddharth Arora,
  • Juan F Rendon-Sanchez,
  • Thanos E Goltsos
Management Science

Probabilistic forecasting of patient waiting times in an emergency department

  • Journal article
  • Manufacturing and Service Operations Management
  • Siddharth Arora,
  • James Taylor,
  • Ho-Yin Mak
Management Science

Corrigendum: Determination of CSF GFAP, CCN5, and vWF levels enhances the diagnostic accuracy of clinically defined MS from non-MS patients with CSF oligoclonal bands.

  • Journal article
  • Frontiers in immunology
  • Fay Probert,
  • Tianrong Yeo,
  • Yifan Zhou,
  • Megan Sealey,
  • Siddharth Arora,
  • Jacqueline Palace,
  • Timothy DW Claridge,
  • Rainer Hillenbrand,
  • Johanna Oechtering,
  • Jens Kuhle,
  • David Leppert,
  • Daniel C Anthony
Management Science

Probabilistic load forecasting using post-processed weather ensemble predictions

  • Journal article
  • Journal of the Operational Research Society
  • Nicole Ludwig,
  • Siddharth Arora,
  • James W Taylor
Management Science
See more publications

Teaching

Siddharth teaches on the MBA programme. He has also taught the Statistical Research Methods course to the School’s DPhil students.

He teaches the Advanced Financial Data Analysis and Econometrics of Volatility courses to Masters in Mathematical and Computational Finance (MScMCF) students at the Mathematical Institute, Oxford.