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Dr. Elena Szolgayova

Research Interests

•    Time series modelling
•    Long range dependence and the Hurst coefficient
•    Wavelet analysis
•    Incorporating external forcing into discharge modelling

Elena's PhD thesis focused on long term behaviour of stream flows, especially with respect to other climate and storage related drivers, such as precipitation and temperature. One way of describing the long term behaviour of discharge within the bigger climatic picture is to look at correlations between the long range dependence in discharge, expressed by the Hurst coefficient, and various possible drivers, such as seasonality. Another possibility is to describe the dependencies using wavelets and wavelet coherence, emphasizing the low frequency bands. And finally, another research interest incorporated into Elena’s thesis is stochastic models capturing long range dependence, such as the ARFIMA models and multivariate models.

Key Facts

Elena graduated from the Doctoral Programme in October 2014. Prior to this, she obtained a bachelors degree in Management at Comenius University Bratislava Slovakia in 2002. She then changed her course of study and attended an internationally focused study programme in Mathematics with Computer Science at Darmstadt University of Technology, including an exchange year at the University of Birmingham, UK, obtaining the degree Diplom Mathematikerin in 2008. In the later stage of her studies, Elena specialised in statistics and wrote her Diploma thesis on modelling of river discharge data. After finishing university, Elena worked as a consultant specialising in risk systems in the financial sector.