Salem Nkunda Nyisingize

Time series & forecasting

My core domain. I currently work on multi-site forecasting of environmental sensor data (hourly series) as part of a research internship at INRS.

  • Box–Jenkins methodology: SARIMA, SARIMAX with exogenous variables
  • Long-memory and complex-cycle models (GARMA, FARIMA)
  • Conditional heteroskedasticity (ARCH/GARCH)
  • Rigorous backtesting: out-of-sample validation, model comparison
  • Uncertainty analysis, residual diagnostics, interpretation

Machine learning & deep learning

Complete, reproducible, honest pipelines: a deep model earns its place only if it beats a solid statistical baseline.

  • End-to-end pipelines: data, features, training, evaluation
  • Neural networks for time series (TCN, convolutional architectures)
  • Hyperparameter search and training on compute servers (HPC, Linux)
  • Systematic comparison of statistical baselines vs deep learning
  • Error analysis, model limitations, deployable demos (Streamlit)

Advanced statistical modeling

Mathematical tools for understanding the structure of data: dependence, frequency, variance.

  • Dependence structures: copulas (theory and interactive implementation)
  • Time-frequency analysis: wavelets
  • Regression, exploratory analysis, dimensionality reduction
  • Monte Carlo simulation

Algorithms & optimization

A solid theoretical foundation for correct, efficient implementations.

  • Algorithm design and analysis, data structures
  • Continuous and combinatorial optimization
  • Numerical methods: numerical linear algebra, ODE/PDE solvers
  • Complexity analysis, formal reasoning

Interactive scientific visualization

My signature: making mathematics visible. I write bilingual interactive articles with Manim-style animations — copulas, wavelets, GARCH, reinforcement learning.

  • Animated educational articles (HTML/canvas, FR/EN)
  • Interactive laboratories (e.g. live copula exploration)
  • Rigorous, accessible explanations of advanced mathematical concepts
  • Polished LaTeX reports and technical presentations
Read the articles

Scientific programming

  • Python (NumPy, pandas, statsmodels, PyTorch, Streamlit)
  • R (statistics, time series)
  • MATLAB (numerical methods), C++ (performance)
  • Git, Linux, remote computing (SSH, HPC servers), LaTeX

Work with me

What I can deliver, with a clear scope and verifiable results:

  • Analysis and forecasting of your time series data (report + documented code)
  • Demonstrable ML prototypes: baseline validated model demo
  • Interactive visualizations to explain a concept or communicate results
  • Tutoring in mathematics, probability, and statistics (university level)
Contact me