Dr Mahdi Abolghasemi

Lecturer

Mathematics
Faculty of Science

Overview

Dr. Abolghasemi has a multi-disciplinary background in Engineering, Business, Statistics, and Machine Learning. His research interests and expertise lie in time series forecasting, predictive analytics, data science, and machine learning, with applications in supply chain management and renewable energies optimisation. Through his research, Dr. Abolghasemi has consulted for dozens of companies in Australia, Europe, and the Middle East, developing several analytical models to enhance their supply chain networks and analytical capabilities. His research is closely tied to evidence-based analytics for real-world problems. He has published over 40 articles and technical reports and has presented at numerous national and international conferences.

Mahdi is a consultant and a member of the International Institute of Forecasters, the Australian Mathematical Society, and INFORMS. He serves on the editorial board of the International Journal of Forecasting and is a regular reviewer for the International Journal of Production Economics, the International Journal of Production Research, and several international conferences. Dr. Abolghasemi is the founding chair and host of an international scientific podcast, "Forecasting Impact," which reaches audiences in over 120 countries around the world.

Dr. Abolghasemi is a passionate teacher and thought leader in higher education. He has studied and worked on three continents. He dedicates himself to supervising talented young students, aiding them in achieving their goals.

Research Interests

  • Data Science
    How to extract useful information and hidden patterns in data and use them for prediction using advanced statistical and machine learning algorithms, developing predictive analytics algorithms
  • Time series forecasting
    Exploring time series and stream data for forecasting short-term and long terms behaviour of systems, identifying trends seasonality, spikes and troughs.
  • Applied Machine Learning
    How to use AI and machine learning for automating the process, and how to build machine learning production systems.
  • Optimisatoin and Decision Making
    How we can develop models to make optimal decisions based on mathematical models and machine learning, and how humans can use the information and make reliable decisions by judgment, building decision-support systems.

Research Impacts

Dr Mahdi Abolghasemi is passionate about applied research, i.e, research with applications in solving real-world problems. Dr Abolghasemi has worked on several industry research projects during his working experience in the industry and academic journey. His research has been used in several sectors including the food and beverage supply chain, renewable energy, automotive, mining and construction industries. Mahdi has developed and optimised several decision-making models that are currently in use by organisations in Australia, Europe, and Middle-East.

Publications

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Supervision

  • Doctor Philosophy

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Available Projects

  • Prescriptive analytics or operations research is a well-studied field that deals with finding optimal solutions for complex problems. There is a vast literature on prescriptive analytics that use linear programming, non-linear programming, mixed integer programming, and constrained programming techniques to solve optimisation problems. Recently, there has been an interest in using machine learning to solve these problems. Although machine learning models may not give the optimal solutions, they are significantly faster and capable of generating near-optimal solutions.

    The aim of this project is to use advanced machine learning and deep learning models to solve constrained optimisation problems.

  • Predictive and prescriptive analytics are two prominent techniques capable of addressing numerous real-world challenges. The "predict and optimise" paradigm proves invaluable in scenarios demanding dynamic decision-making. For instance, one might aim to predict product demand to fine-tune production planning, or forecast electricity demand to optimally schedule machine operations. This approach has manifold applications across sectors like finance, retail, manufacturing, and energy. Within this context, predictions serve as inputs to optimisation models. While heightened prediction accuracy often bolsters optimisation, it doesn't always directly lead to enhanced results. The core challenge we seek to address is the seamless integration of these two phases to craft an end-to-end model focused on decision optimisation. Throughout this process, you will hone machine and deep learning models that consider final decisions in their forecasting efforts.

  • Developing a forecasting model for a set of similar series together has been shown to improve the forecasting accuracy as opposed to having one model for all. This project aims to look at the clustering methods and how they can be used to improve the forecasting accuracy of energy demand. We will aim to innovatively cluster the most similar days to develop and improve the accuracy of models.

View all Available Projects

Publications

Journal Article

Conference Publication

PhD and MPhil Supervision

Current Supervision

Possible Research Projects

Note for students: The possible research projects listed on this page may not be comprehensive or up to date. Always feel free to contact the staff for more information, and also with your own research ideas.

  • Prescriptive analytics or operations research is a well-studied field that deals with finding optimal solutions for complex problems. There is a vast literature on prescriptive analytics that use linear programming, non-linear programming, mixed integer programming, and constrained programming techniques to solve optimisation problems. Recently, there has been an interest in using machine learning to solve these problems. Although machine learning models may not give the optimal solutions, they are significantly faster and capable of generating near-optimal solutions.

    The aim of this project is to use advanced machine learning and deep learning models to solve constrained optimisation problems.

  • Predictive and prescriptive analytics are two prominent techniques capable of addressing numerous real-world challenges. The "predict and optimise" paradigm proves invaluable in scenarios demanding dynamic decision-making. For instance, one might aim to predict product demand to fine-tune production planning, or forecast electricity demand to optimally schedule machine operations. This approach has manifold applications across sectors like finance, retail, manufacturing, and energy. Within this context, predictions serve as inputs to optimisation models. While heightened prediction accuracy often bolsters optimisation, it doesn't always directly lead to enhanced results. The core challenge we seek to address is the seamless integration of these two phases to craft an end-to-end model focused on decision optimisation. Throughout this process, you will hone machine and deep learning models that consider final decisions in their forecasting efforts.

  • Developing a forecasting model for a set of similar series together has been shown to improve the forecasting accuracy as opposed to having one model for all. This project aims to look at the clustering methods and how they can be used to improve the forecasting accuracy of energy demand. We will aim to innovatively cluster the most similar days to develop and improve the accuracy of models.

  • Forecasting is the basis for many managerial decisions, such as inventory control, budgeting, and staff planning. Hierarchical time series comprise several time series that can be organized at hierarchical levels based on various features, such as geographical regions or product categories. Hierarchical time series forecasting is essential in numerous situations, as time series are often hierarchical in nature. Overall, this is a significant problem, and your work will further advance both the theory and practice of forecasting, developing practical skills. In this project, you will create constrained optimization models for forecasting time series across different levels according to our needs. This is empirical research and can be implemented using open-source data from the M5 forecasting competition.

  • Hierarchical Forecasting has found many applications in real-world. Hierarchy refers to multiple time series that have a natural connection, e.g, across locations, or time. This project aims to use graph Neural Network in the setting of hierarchical time series, to develop an end-to-end algorithm that is able to forecast the entire series in an optimal way.

  • Outlier detection is an important problem in many fields including in time series forecasting. Applications include detecting large spikes in transactions, or security breaches. There are some standard techniques that can be used for the early detection of outliers, e.g. extreme value theory. In this project, we aim to connect forecasting and outlier detection by leveraging the techniques in both literature to not only detect outliers but be able to forecast them with high precision.

  • Effective methods for sound classification are widely published, but these works often reference highly curated datasets or are applied to tightly controlled scenarios. Accurate sound classification in real-world environments are confounded by variability in signal to noise ratios and variability in the characteristics of noise sources. This work seeks to explore the influence that data representations (i.e. data engineering) and construction of training algorithms may have on the performance of environmental noise classification. An existing classification framework and training dataset are available for the purposes of baselining ‘existing’ performance.

    Expected Outcomes

    Improved understanding of influence that algorithms and data representations have on performance of noise classification problems.

    This is an industry-supported project. The interested student will work closely with Advitech.

    Suitable for Honours students.

  • Probabilistic forecasting associates a probability of occurrence with the predicted values, making it a useful technique for determining decisions based on the level of risk one can take. It is a powerful technique that unlike point forecast gives you a complete view of the future unknown values. In this project, we aim to use probabilistic forecasting to predict the demand for products/services and accordingly determine a better decision whatever that may be, e.g., inventory of product, or optimal allocation of resources. We investigate the association between these two in the context of Energy and supply chain inventory.

  • This research project explores the application of machine learning techniques in the fields of cybersecurity forecasting and anomaly detection. With the ever-growing sophistication of cyber threats, traditional security measures are often insufficient to protect systems and networks effectively. By leveraging machine learning algorithms, this study aims to develop accurate and efficient models for predicting cyber attacks and identifying anomalous behavior. The project involves analyzing large datasets of historical cybersecurity incidents, extracting relevant features, and training models to recognize patterns indicative of malicious activities. The findings of this research have the potential to enhance the proactive cybersecurity measures and bolster defense mechanisms against evolving cyber threats.