سرپرست گروه آموزش های آزاد و مجازی (94/2/7 الی 95/2/14)

ریاست دانشکده علوم پایه (94/12/22 الی 97/3/19)

مدیر گروه ریاضی و آمار (97/10/23 الی 1400/2/28)

معاونت آموزشی و پژوهشی دانشکده انرژی و علوم داده (مهر 1402 تا اکنون)

آمار

پیش بینی

علاقه مند به حل مسائل مربوط به تحلیل آمار، مدل بندی آماری، و پیش بینی پدیده های تصادفی

Published Papers

1. Mohammadi, M., Lindquist, W.B., (2026). Prediction of stable GARCH time series using auxiliary processes. Metrika. https://doi.org/10.1007/s00184-026-01034-5

2. Motaghed, S., Mohammadi, M., Eftekhari, N., Khazaee, M., (2024). SCP parameters estimation for catalogs with uncertain seismic magnitude values. Acta Geophysica. DOI: https://doi.org/10.1007/s11600-024-01404-5

3. Mohammadi, M., Li, M., (2024). Model free prediction of time series: a nonparametric approach. Journal of nonparametric statistics, 36, 3, 804-825.

4. Mohammadi, M., Lindquist, B.W., (2023). A paradox in the theory of prediction. Fluctuation and Noise Letters, 22, 5, 2350038.

5. Motaghed, S., Khazaee, M., Eftekhari, N., Mohammadi, M., (2023). A non-extensive approach to probabilistic seismic hazard analysis. Natural Hazards and Earth System Sciences 23 (3), 1117-1124

6. Mohammadi, M., (2023). A paradox in the theory of prediction. Fluctuation and Noise Letters. Accepted/In press

7. Mohammadi, M., (2022). Principal component for alpha-stable vectors. Communication in statistics – Simulation and computation, 51, 9, 5245-5263.

8.  Mohammadi, M., (2022). A new method for prediction of stationary time series using the Riemann sum approximation. Digital Signal Processing, 123, 103405.

9.   Motaghed, S., Khazaee, M. Mohammadi, M., (2021). The b-value estimation based on the artificial statistical method for Iran Kope-Dagh seismic province. 14, 15, 1-9.

10.  Mohammadi, M., (2017). Prediction of alpha-stable GARCH and ARMA-GARCH-M models. Journal of Forecasting, 36, 7, 859-866.

11.  Mohammadi, M., Mohammadpour, A., (2016). On the prediction of alpha-stable time series. Fluctuation and noise letters, 15, 1650021, DOI: http://dx.doi.org/10.1142/S0219477516500218

12.  Almasi, I., Mohammdpour, A., Mohammadi, M., (2015). Best Linear Unbiased Interpolation of Order Statistics. Communications in Statistics - Simulation and Computation, DOI: 10.1080/03610918.2015.1109656.

13.  Mohammadi, M., Mohammadpour, A., Ogata, H., (2014). On estimating the tail index and the spectral measure of alpha-stable random vectors. Metrika. DOI: 10.1007/s00184-014-0515-7.

14.  Mohammadi, M., Mohammadpour, A., (2014). Estimating the parameters of an alpha-stable distribution using the existence of moments of order statistics. Statistics and Probability Letters, 90, 78-84.

15.  Mohammadi, M., Mohammadpour, A., (2009). A simulation method for log fractional stable motion. Fractals, 17, 217, DOI: 10.1142/S0218348X09004399.

16.  Mohammadi, M., Mohammdpour, A., (2009). Best linear prediction for alpha-stable random processes. Statistics and Probability Letters, 79, 2266-2272.

17.  Mohammadi, M., Mohammdpour, A., (2014). On the best linear prediction of linear processes. Journal of Applied Functional Analysis, Vol. 10, No.'S 3-4, 254-265.