News Express: UM scholar gives talk on mystery of time series
新聞快訊：澳大學人分享時間序列奧秘
李德櫃
Li Degui
澳大學人分享時間序列奧秘
澳門大學今（21）日舉行“澳大學人研究講壇”第28講，由澳大工商管理學院副院長、特聘教授李德櫃圍繞“探索時間序列的奧秘”發表演說，深入探討時間序列的典型特徵、經典模型框架，及其在氣候學、經濟學等領域的實際應用。講座現場反應熱烈，亦有不少師生以線上線下形式參與。
講座中，李德櫃基於時間跨度收集的數據為例，闡釋時間序列的典型特徵，如季節性與非穩定性，並介紹時間序列分析中的經典模型框架與相關概念。他亦透過實證案例，分享其利用來自氣候學和經濟學的真實世界時間序列數據所完成的研究成果。
李德櫃長期專注於時間序列分析、面板數據建模、金融計量經濟學等領域，在國際知名計量經濟學和統計學刊物上發表數十篇論文。他於2011年獲澳大利亞科研委員會DECRA獎，2023年獲英國Leverhulme Research Fellowship，2025年獲國家自然科學基金青年科學基金項目（A類）（原國家傑出青年科學基金項目）資助。此外，他亦擔任理論計量經濟學頂級期刊《Econometric Theory》聯合主編及《Journal of Time Series Analysis》副主編。
“澳大學人研究講壇”由澳大研究服務及知識轉移辦公室舉辦，透過邀請傑出的澳大學人以通俗易懂的方式介紹其前沿研究成果，讓大眾了解研究創新的社會意義和價值，以及與日常生活密切關聯的應用性。
欲瀏覽官網版可登入以下連結:
https://www.um.edu.mo/zh-hant/news-and-press-releases/press-release/detail/62316/
UM scholar gives talk on mystery of time series
The University of Macau (UM) held the 28th UM Scholar Research Forum today (21 October), where Li Degui, Distinguished Professor and associate dean of the Faculty of Business Administration, delivered a talk titled ‘Exploring the Mystery of Time Series’. The talk was well attended, with many students and faculty participating in person and online.
During the talk, Prof Li used data collected over time to illustrate the typical features of time series, such as seasonality and non-stationarity. He also introduced classic modelling frameworks and related concepts in time series analysis, and presented the results of his empirical studies, which were based on real-world time series data collected from climatology and economics.
To read the news on UM’s official website, please visit the following link:
https://www.um.edu.mo/news-and-press-releases/press-release/detail/62316/