Hailiang Du


Hailiang is a member of the Centre for the Analysis of Time Series (CATS) at the London School of Economics and Political Science (LSE).

Hailiang is currently working on real-time series analysis, interpreting and evaluating model output for decision makers.


Hailiang holds a PhD in statistics from LSE.

Research interests

  • Nonlinear time series analysis;
  • Parameter estimation;
  • Forecast interpretation and evaluation.


Working paper  1 February, 2014

Probabilistic skill in ensemble seasonal forecasts

Operational seasonal forecasting centres employ simulation models to make probability forecasts of future conditions on seasonal to annual lead times. Skill in such forecasts is reflected … read more »


Working paper  1 January, 2013

Laplace’s Demon and climate change

  Roman Frigg, Seamus Bradley, Hailiang Du and Leonard A. Smith


Research article  18 June, 2010

Exploiting dynamical coherence: A geometric approach to parameter estimation in nonlinear models

Parameter estimation in nonlinear models is a common task, and one for which there is no general solution at present. In the case of linear models, the distribution of … read more »

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