Siti Meriam binti Zahari (Dr.)

 
  Phone 03-55435477  
  Email This email address is being protected from spambots. You need JavaScript enabled to view it.  
  Web site -  
  Location S-3-26  
  Academic Position Senior Lecturer  
  Qualification
  • BSc (Hons) Mathematics & Economics, Universiti Sains Malaysia, 2003
  • MEM (Master of Economic Management), Universiti Sains Malaysia, 2004
  • PhD (Econometrics), Universiti Teknologi MARA, 2009
 
  Teaching Experience
  • Senior Lecturer: Since December 2009
  • Lecturer: March 2009
 
  Courses Taught
  • Econometrics for BSc (Statistics), MSc (Quantitative Sciences)
  • Statistics, BSc (Surveying Science and Geomatics)
  • Operations Research, BSc (Statistics, Mathematics)
  • Quantitative Business Analysis, BSc (Business, Accountancy)
  • Statistics for Science and Engineering, BSc (Civil Engineering)
  • Time Series Analysis and Forecasting, BSc (Statistics)
 
Membership
  • Management Science / Operations Research Society of Malaysia (MSORSM) (Council member)
  • Institute of Statistics Malaysia (ISM) (Member)
  • Persatuan Wanita UiTM (PEWANI) (Member)
 

Professional

Activities/Contributions

  •  Panel for Defense of Proposal and Dissertation (Master of Quantitative Science), since 2010
  •  Intersession Lecturer,  2010-2013

  •  Instructor for EVIEWS Workshop at Department of Statistics, Malaysia (2010, 2011), and InEd UiTM (2013)

  •  Resource Person for Econometrics, BSc and MSc, since 2012

  •  Panel for ‘Kolokium Siswazah Sains Komputer Dan Matematik Peringkat Kebangsaan 2013’  (SISKOM 2013)

  •  Panel for Defense of Proposal (MSc and PhD by research), since 2014

  •  Panel for Final Year Project (BSc Statistics), since 2015

  •  Panel for PhD viva, since 2016

 

Service and Administrative

Responsibility

  • Committee for Quality Unit (Faculty of Computer & Mathematical Sciences, UiTM), 2012-2014
  • Committee for i-Statistics 2013
  •  Publication committee for ‘Kolokium Siswazah Sains Komputer Dan Matematik Peringkat Kebangsaan 2013’  (SISKOM 2013)

  • Committee for Final Examination (Center for Statistical and Operations Research, FSKM UiTM, since 2012

  •  Committee for Curriculum Review (Master of Quantitative Science), since 2013

  •  Publication committee for International Conference on Science in Statistics, Business & Engineering (ICSSBE 2012, ICSSBE 2015)

  •  Co-ordinator for Statistics and Decisions Science (servicing codes), 2013-2017

 
Research Interest
  • Statistical Outliers
  • Time Series Econometrics
  • Forecasting
  • Decision Analysis

 

 
  Publication
  • Finding Critical Region for Testing the Presence of Temporary Change (TC) in GARCH(1,1) Processes, International Conference on Mathematical Sciences (ICMS 2007)
  • Finding Critical Region for Testing the Presence of Innovative Outlier (IO) in GARCH(1,1) Processes, Regional Conference on Mathematical Sciences (RCMS 2007)
  • Finding Critical Region for Testing the Presence of Additive Outlier (AO) in GARCH(1,1) Processes di The 9th Islamic Countries Conference on Statistical Sciences (ICCS 2007)
  • Modelling Volatility of the KLCI Daily Returns (2006). Jurnal Teknologi Maklumat dan Sains Kuantitatif
  • Modelling the Kuala Lumpur Composite Index (KLCI) (2009). European Journal of Scientific Research
  • Finding Critical Region for Testing the Presence of Level Change (LC) in GARCH(1,1) Processes (2008). WSEAS International Conference on Non-Linear Analysis, Non-Linear Systems and Chaos (Proceedings)
  • Detection of Level Change (LC) Outlier in GARCH(1,1) Processes (2009). Proceedings of the 8th WSEAS International Conference on Non-Linear Analysis, Non-Linear Systems and Chaos
  • Detecting Level Change Outlier (LC) in GARCH(1,1) Processes (2010). Recent Advances in Applied Mathematics
  • Detection of Temporary Change (TC) Outlier in GARCH(1,1) Processes (2010). Recent Advances in Applied Mathematics
  • Outlier Detection for Level Change (LC) in GARCH(1,1) Processes (2010). American Conference on Applied Mathematics (Proceedings)
  • Additive Outlier (AO) and Innovative Outlier (IO) in GARCH(1,1) Processes (2010). Recent Advances in Applied Mathematics
  • Weighted Ridge MM-Estimator in Robust Ridge Regression with Multicollinearity (2012). Proceedings of the 14th WSEAS International Conference on Mathematical Methods, Computational Techniques and Intelligent Systems (MAMECTIS’12)
  • Weighted Ridge M-Estimator in the Presence of Multicollinearity (2012). 2012 IEEE Colloquium on Humanities, Science & Engineering Resesarch (CHUSER 2012)
  • Reverse logistics system planning for recycling computers hardware: A case study. Proceedings of Statistics and Operational Research International Conference (SORIC 2013)
  • The comparison between several robust ridge regression estimators in the presence of multicollinearity and multiple outliers. Proceedings of Statistics and Operational Research International Conference (SORIC 2013)
  • Optimization of stochastic location routing inventory problem with transshipment (LRIP-T). Proceedings of International Conference on Mathematics, Engineering & Industrial Applications (ICoMEIA 2014)
  • Bootstrapped Parameter Estimation in Ridge Regression with Multicollinearity and Multiple Outliers (2014). Journal of Applied Environmental and Biological Sciences (JAEBS)
  • An Alternative Algorithm for Vehicle Routing Problem with Time Windows for Daily Deliveries (2016). Advances in Pure Mathematics (online journal)
  • Predicting the “graduate on time (GOT)” of PhD students using binary logistics regression model (2016). AIP Conference Proceedings.
  • Impact of Univariate Error Distribution Assumption towards Multivariate GARCH Parameter Estimation Performance (2016). International Journal of Advances in Soft Computing and its Application
  • Performance of Variance Targeting Estimator (VTE) under Misspecified Error Distribution Assumption (2016). Pertanika Journal of Science and Technology.
 
  Supervision

       Project Supervision-Master by coursework

  • Siti Nur Farehah Yahaya. The effects of inflations shocks on Malaysian real economy: Vector autoregressive approach, 2012.
  •  Siti Salwaty Ab Kadir . Determinants of private investments in Malaysia, 2013.

  •  Norzarita Samsudin. Relationship between selected macroeconomic variables to Malaysian economic growth, 2013.

  •  Sharimah Soaini. Relationship between foreign direct investment, export and economic growth, 2014.

  •  Susilawati Samarudin. Elasticity of foreign demand for Malaysian palm oil: panel data analysis, 2014.

  •  Rozila Muliani Mohd Sobri. The Impact of oil price volatility on inflation using bivariate GARCH approach, 2014.

  •  Nurhamirah Md Isa. Causal relationship between energy consumption and economic growth: ARDL bounding testing approach, 2014.

  •  Yong Shafizah Razuan. Dynamic relationship between oil price, exchange rate and Islamic stock market in Malaysia: ARDL Bound testing approach, 2014.

  •  Mohd Helmi. Forecasting Palm Oil using Time Varying Parameter Regression and MARMA, 2014.

  •  Fatin Wahida Mohd Haizan. Co-movement of Sharia Stock and Sukuk in Malaysia Market: A Time Frequency Analysis, 2016.

  •  Siti Zulaikha Zulkarnain Yap. The Application of Lee-Carter and Carns-Blake-Dowd (CBD) Models in Predicting Public Hospital Admission Rates, 2016.

  •  Nornadia Omar. Effectiveness of New Policy on Antibiotic Usage: An Interrupted Time Series Study, 2016.

  •  Nor Hamni Ismail. Modeling the Relationship Between Streamflow and Rainfall by A Bivariate GARCH Model, 2017.

  •  Muhammad Haazaimi Muhammad. Impact of Financial Liberalization on Economic Growth in Malaysia: ARDL Approach, 2017.

  •  Ezatul Akma Abdullah. Modeling Stochastic Volatility (SV) with Application to Stock Returns, 2017.

  •  Nur Athirah Hashim.  Modeling Road Accident in Selangor using Poisson and Negative Binomial, 2017

    Supervision-Master by Research

  •  Muhammad Asmu’i Abdul Rahim. Enhanced Variance Targeting Estimator for Parameter Estimation in GARCH. (completed 2017)

     Supervision-PhD by Research

  •  Siti Nurul Ain Binti Ramdzan. Enhanced Resistant Estimator for Multivariate Generalized Autoregressive Conditional Heteroscedasticity. 2017-on going

  • Nurul Nadiah Binti Abdul Halim. Multiobjective Metaheuristic for Production Scheduling and Integrated Preventive Maintenance Planning in Food Manufacturing Company. 2017-on going
 
  Research Grant
  • Robust Bootstrapped Parameter Estimation in Ridge Regression with Multicollinearity and Outliers Problems (Principal researcher), FRGS (Funds: RM45,000). Begin: 2010, end: 2013 (completed)
  • Real Time Dynamic Integrated Outsourced Warehouse System (co-researcher), RIF. (Funds: RM32,000). Begin: 2012, end: 2014 (compeleted)
  • Towards Achieving the Targets of Mybrain 15: The Case Study of UiTM (co-researcher), VCSP. (Funds: RM15,000). Begin: 2014, end: 2015 (compeleted)
  • Logistics Modelling (member), REI Tier 5. (Funds: RM32,000). Begin: 2014, end: 2016 (compeleted)
  • Dynamic Age-Specific Mortality Forecasting Model (member), FRGS (Funds: RM50,000). Begin: 2014, end: 2014 (completed)
  • The Impact of New Detariff Premium Model on Motor Insurance Industry in Malaysia (member), RAGS (Funds: RM40,000). Begin: 2015, end: 2016
  • Identification of Proteomic Biomarkers using Shrinkage-Estimator and Bio-Inspired Algorithm from Mass-Spectrometry Analysis (principal investigator – joint project), iRAGS (Funds: RM20,000). Begin: 2015, end: 2017
  • Resistant Estimator for Specific Autoregressive Conditional Heteroscedasticity in Financial Time Series Modelling (principal investigator), FRGS (Funds: RM70,200). Begin: 2016, end: 2018
  • Hospital Bed Admissions Forecasting Models (member), LESTARI (Funds: RM20,000). Begin: 2016, end: 2018
  • Non-zero Proportional Hazard Survival Model with Time-Varying Covariate Effect (member), BESTARI (Funds: RM50,000). Begin: 2017, end: 2019
 
  Consultancy Projects
  • Analysis and Report Writing for Laporan Ekonomi Negeri Johor 2009/2010, UPEN Johor (2010) (Member)
  • Analysis and Report Writing for Laporan Ekonomi Negeri Johor 2010/2011, UPEN Johor (2011) (Member)
  • Analysis and Report Writing for Laporan Ekonomi Negeri Johor 2011/2012, UPEN Johor (2012) (Member)
  • Analysis and Report Writing for Laporan Ekonomi Negeri Johor 2012/2013, UPEN Johor (2013) (Member)
  • Analysis and Report Writing for Laporan Ekonomi Negeri Johor 2003/2014, UPEN Johor (2010) (Member)
  • Analysis and Report Writing for Laporan Ekonomi Negeri Johor 2014/2015, UPEN Johor (2011) (Member)
  • Analysis and Report Writing for Laporan Ekonomi Negeri Johor 2015/2016, UPEN Johor (2012) (Member)
 
  Award
  • Anugerah Perkhidmatan Cemerlang 2011