Name: Dr. Ismail Shah
Designation: Associate Professor
Department: Statistics

Qualifications: PhD      (University of Padova, Italy)
MS       (Lunds University, Sweden)
M.Sc.   (University of Peshawar, Pakistan)

(HEC Approved PHD Supervisor)

Phone: +92-51 9064-2186
Status: On Job
Other Weblink:

View Resume

Research Interests Publications Conferences Research Projects

Functional Data Analysis
Regression Analysis
Time series Analysis
Applied Statistics
Quality Control
Nonparametric Regression

Courses Taught:
ST-102: Basic Statistical Inference
ST-310: Regression Analysis-I
ST-609: Linear Models
ST-302: Statistical Methods
ST-625: Recent Development in Statistics
ST- 301: Probability and Probability Distribution-I
ST- 309: Probability and Probability Distribution-II
ST-407:  Generalized Linear Models
ST-616:  Time Series Analysis
ST- 403/411: Time Series Analysis and Forecasting
ST-313: Quality Control and Quality Management
ST-420: Statistical Quality Management

Current Courses:

ST-308: Statistical Inference-I (Estimation)

ST-614: Time Series Analysis

1.         Shah, I., Iftikar, H., Ali, S (2022), Modeling and forecasting electricity demand and prices: a comparison of alternative approaches, Journal of Mathematics, In press (Impact Factor = 0.971, ISSN: 2314-4629)

2.         Shah, I., Jan, F., Ali, S. (2022), Functional Data Approach For Short-Term Electricity Demand Forecasting, Mathematical Problems in Engineering, In press (Impact Factor = 1.305, ISSN: 1024-123X)

3.         Ali, S., Ara, J., Shah, I. (2022). A comparison of different parameter estimation methods for exponentially modified Gaussian distribution. Afrika Matematika, 33(2), 1-34. DOI: (Impact Factor = 0, ISSN: 1012-9405)

4.         Nabeel, M., Ali, S.,  Shah, I. (2022). Proportional hazard‐based robust monitoring schemes using logistic distribution. Quality and Reliability Engineering International. 1-18. Factor=2.885, ISSN: 1099-1638)

5.         Jan, F., Shah, I.,  Ali, S. (2022). Short-Term Electricity Prices Forecasting Using Functional Time Series Analysis. Energies, 15(9), 3423, DOI: (Impact Factor=3.004, ISSN: 1996-1073)

6.         Talib, A., Ali, S., Shah, I. (2022). Max-EWMA chart for time and magnitude monitoring using generalized exponential distribution. Communications in Statistics-Simulation and Computation, 1-16. DOI: 10.1080/03610918.2022.2058548 (Impact Factor=1.118, ISSN: 0361-0918)

7.         Akram, M. F., Ali, S., Shah, I., Marcon, G. (2022). Unit Interval Time and Magnitude Monitoring Using Beta and Unit Gamma Distributions. Journal of Mathematics, 2022, 7951748, DOI: 10.1155/2022/7951748 (Impact Factor = 0.971, ISSN: 2314-4629)

8.         Ahmed, N, Ali, S, Shah, I (2022). Type-I censored data monitoring using different conditional statistics. Quality and Reliability Engineering International. 38(1) 64-88. Doi:10.1002/qre.2958 (Impact Factor=2.885 , ISSN: 1099-1638)

9.         Lone, S. A.., Panahi, H., Shah, I. (2022). Bayesian prediction interval for a constant-stress partially accelerated life test model under censored data. Journal of Taibah University for Science, 15(1), 1178-1187. Doi:10.1080/16583655.2021.2023847 (Impact Factor=2.688 , ISSN: 1658-3655)

10.       Bibi, B., Ali, S.,  Shah, I. (2022). Robustness of shape parameter for Erlang and Weibull Bayesian acceptance sampling plans. Scientia Iranica. 1-19, doi: 10.24200/SCI.2022.56796.4914 (Impact Factor= 1.435, ISSN: 2345-3605)

11.       Ahmed, N, Ali, S, Shah, I (2022). Control charts for monitoring mean of generalized exponential distribution with type-I censoring. Quality and Reliability Engineering International. 38(1) 592-614. (Impact Factor=2.885 , ISSN: 1099-1638)

12.       Talib, A.,  Ali, S., Shah, I. (2022). Max-EWMA chart for time and magnitude monitoring using exponentially modified Gaussian distribution. Quality and Reliability Engineering International. 38(2) 1092-1111. 10.1002/qre.3037 (Impact Factor=2.885 , ISSN: 1099-1638)

13.       Shah, I., Iqbal, B., Farhan Akram, M., Ali, S., Dey, S. (2021). Unit Nadarajah and Haghighi Distribution: Properties and Applications in Quality Control. Scientia Iranica, 1-35. doi: 10.24200/sci.2021.57302.5167 (Impact Factor= 1.435, ISSN: 2345-3605)

14.       N. Bibi, Shah, I, A. Alsubie,  Ali, S, Lone, S. A. (2021).  Electricity Spot Prices Forecasting Based on Ensemble Learning. IEEE Access, vol. 9, 150984-150992, doi: 10.1109/ACCESS.2021.3126545. (Impact Factor= 3.367, ISSN: 2169-3536)

15.       Ali, S., Khan, H., Shah, I., Butt, M. M., and Suhail, M., (2021), A comparison of some new and old robust ridge regression estimators, Communication in Statistics-Simulation and Computation, 50(8), 2213-2231 DOI:10.1080/03610918.2019.1597119. (Impact Factor=1.118,  Print ISSN: 0361-0918 Online ISSN: 1532-4141)

16.       Shah, I, Akbar, S, Saba, T, Ali,S, Rehman, A, (2021). Short-Term Forecasting for the Electricity Spot Prices With Extreme Values Treatment. IEEE Access, vol. 9, 105451-105462, 2021, Doi: 10.1109/ACCESS.2021.3100076. (Impact Factor= 3.367, ISSN: 2169-3536)

17.       Shah, I, Sajid, F, Ali, S, Rehman, A, Bahaj, S, A, and Fati, S, M (2021). On the Performance of Jackknife Based Estimators for Ridge Regression. IEEE Access, 9, 68044-68053. doi: 10.1109/ACCESS.2021.3077385 (Impact Factor= 3.745, ISSN: 2169-3536)

18.       Ali, S, Ahmed, N,  Shah, I,  Lone, S, A,  Alsubie, A (2021). Absolute Deviation-Based Control Charts for Monitoring Mean of Weibull Distribution With Type-I Censoring, IEEE Access, vol. 9, pp. 107519-107547, 2021, Doi: 10.1109/ACCESS.2021.3100845 (Impact Factor= 3.367, ISSN: 2169-3536)

19.       Rafique M, Ali, S, Shah, I, Ashraf, B (2021). A Comparison of Different Bayesian Models for Leukemia Data. American Journal of Mathematical and Management Sciences, DOI: 10.1080/01966324.2021.1957730 (Impact Factor= - , ISSN: 0196-6324)

20.       Nabeel, M, Ali, S, Shah, I. (2021). Robust proportional hazard‐based monitoring schemes for reliability data. Quality and Reliability Engineering International. 37(8), 3347-3361, doi:10.1002/qre.2921 (Impact Factor=1.718 , ISSN: 1099-1638)

21.       Raza, SMM, Ali, S, Shah, I, Butt, MM. (2021), Conditional mean‐ and median‐based cumulative sum control charts for Weibull data. Quality and Reliability Engineering International, 37(2), 502-526 , doi:10.1002/qre.2746 (Impact Factor=1.718 , ISSN: 1099-1638)

22.       Siddiqa, H., Ali, S. & Shah, I. (2021),  Most recent changepoint detection in censored panel data. Computational Statistics, 36(1), 515-540, doi:10.1007/s00180-020-01028-5, (Impact Factor=0.744 , ISSN: 1613-9658)

23.       Shah, I., Lisi, F. (2020). Forecasting of electricity price through a functional prediction of sale and purchase curves. Journal of Forecasting. 39(2), 242– 259, DOI: 10.1002/for.2624, (Impact Factor=0.816, ISSN: 0277-6693, E-ISSN: 1099-131X)

24.       Shah, I., Bibi, H., Ali, S.,  Wang, L., and Yue, Z. (2020), Forecasting one-day-ahead electricity prices for Italian electricity market using parametric and nonparametric approaches, IEEE Access, 8(1), 123104-123113, doi: 10.1109/ACCESS.2020.3007189. (Impact Factor= 3.745, ISSN: 2169-3536)

25.       Shafqat, M., Ali, S., Shah, I., & Dey, S. (2020). Univariate Discrete Nadarajah And Haghighi Distribution: Properties and Different Methods   of Estimation. Statistica, 80(3), 301-330. DOI:10.6092/issn.1973-2201/9532

26.       Shah, I., Iftikhar, H., & Ali, S. (2020). Modeling and Forecasting Medium-Term Electricity Consumption Using Component Estimation Technique. Forecasting, 2(2), 163-179, doi:10.3390/forecast2020009 (Impact Factor= , ISSN: 2571-9394)

27.       Ali, S., Shah, I., Wang, L., and Yue, Z. (2020), A Comparison of Shewhart-type Time-Between-Events Control Charts based on the Renewal Process, IEEE Access, 8(1), 113683-113701, DOI:10.1109/ACCESS.2020.3003265. (Impact Factor= 4.098, ISSN: 2169-3536)

28.       Raza, S. M. M ., Ali, S.., Shah, I., Wang, L., and Yue, Z. (2020), On Efficient Monitoring of Weibull Lifetimes Using Censored Median Hybrid DEWMA Chart, Complexity, 2020, Article ID 9232506, 10 pages, DOI: (Impact Factor= 2.591, ISSN: 1076-2787)

29.       S. Ali, S. Ali, I. Shah, G. F. Siddiqui, T. Saba and A. Rehman. (2020). Reliability Analysis for Electronic Devices Using Generalized Exponential Distribution, IEEE Access, 8, 108629-108644, doi: 10.1109/ACCESS.2020.3000951. (Impact Factor= 4.098, ISSN: 2169-3536)

30.       Ali, S., Zafar, T., Shah, I., and Wang, L. (2020), Cumulative Conforming Control Chart assuming Discrete Weibull Distribution, IEEE Access, 8 (1), 10123-10133, DOI: 10.1109/ACCESS.2020.2964602. (Impact Factor= 4.098, ISSN: 2169-3536)

31.       Ali, S., Altaf, N., Shah, I., Wang, L., and Raza, S. M. M. (2020), On the effect of Estimation Error for the Risk-adjusted Charts, Complexity, 2020, Article ID 6258010, 21 pages. DOI:10.1155/2020/6258010 .(Impact Factor= 2.591, ISSN: 1076-2787)

32.       Aslam, M., Ali, S., Yousaf, R., and Shah, I. (2020), Mixture of Transmuted Pareto Distribution: Properties, Applications and Estimation under Bayesian Framework, Journal of the Franklin Institute-Engineering and Applied Mathematics, 357 (5), 2934-2957, DOI: 10.1016/j.jfranklin.2019.11 (Impact Factor= 3.653, ISSN: 0016-0032)

33.       Lisi, F., and Shah, I. (2020). Forecasting next-day electricity demand and prices based on functional models. Energy Systems, 11 (4), 947-979. DOI: 10.1007/s12667-019-00356-w (ISSN: 1868-3967 (Print) 1868-3975 (Online))

34.       Ara, J., Ali, S., and Shah, I., (2020), Monitoring Schedule Time using Exponentially Modified Gaussian Distribution, Quality Technology & Quantitative Management, 17 (4), 448-469, DOI: 10.1080/16843703.2019.1668164. (Impact Factor=0.946, ISSN: 1684-3703)

35.       Ali, S., and Shah, I. (2020), Monitoring Regularly Maintained Systems Based on the Renewal Process with Generalized Exponential Distribution of Time between Events, 48 (5), Journal of Testing and Evaluation, 48, DOI: 10.1520/JTE20180044. (Impact Factor=0.669,  ISSN 0090-3973, E-ISSN: 1945-7553).

36.       Shah, I., Iftikar, H., Ali, S., and Wang, D., (2019). Short-Term Electricity Demand Forecasting Using Components Estimation Technique, Energies, 12, 2532. DOI: 10.3390/en12132532 (Impact Factor=2.707, ISSN and EISSN: 1996-1073)

37.       Ali, S., Shafqat, M., Shah, I., and Dey, S. (2019), Bivariate Discrete Nadarajah and Haghighi Distribution: Properties and Different Methods of Estimation, Filomat, 33 (17), DOI: 10.2298/FIL1917589A, 5589-5610. (Impact Factor=0.789, ISSN: 0354-5180)

38.       Ali, S., Ali, S., Shah, I., and Khajavi, A. N. (2019), Reliability Analysis for Electronic Devices using Beta Generalized Weibull Distribution, Iranian Journal of Science and Technology, Transactions A: Science, 43, (5), 2501-2514. DOI:10.1007/s40995-019-00730-4. (Impact Factor= 0.692,  ISSN: 1028-6276 (Print) 2364-1819 (Online))

39.       Yousaf, F., Ali, S. and  Shah, I. (2019), Statistical Inference for the Chen Distribution Based on Upper Record Values. Annals of Data Science. 6, 831–851. DOI: 10.1007/s40745-019-00214-7.

40.       Shah, I., and Lisi, F. (2015). Day-ahead electricity demand forecasting with nonparametric functional models. In 12th International Conference on the European Energy Market (EEM), DOI: 10.1109/EEM.2015.7216741,   1-5. IEEE.

41.       Siddiqa.H., Ali, S. and Shah, I. (2019). cpcens: Changepoint Analysis using Censored Time Series Data. R package version 0.1.0.,

42.       Durante, D., Shah, I., & Torelli, N. (2014). Bayesian nonparametric modeling of contraceptive use in India. arXiv preprint arXiv:1405.7555.

  • Bernoulli-IMS One World Symposium 2020, held virtually, August 24 – 28, 2020.
  • 1st international applied statistics conference (1.UYIK-2020), held virtually, October 1-4,2020, Tokat Turkey
  • 12th International Conference on the European Energy Market, Lisbon Portugal. April 19-22, 2015
  • 13th International Conference On Statistical Sciences, Peshawar Pakistan. March 16-18, 2015
  • International work-conference on Time Series, Granada Spain. June 25-27, 2014
  • Recent advances in statistical inference: theory and case studies, Padova Italy.  March 21-23, 2013

Hierarchical modeling for determinants of out-of-school children in Pakistan

Principal Investigator

0.430 Millions

Higher Education Commission, Pakistan.

01 year

2018- 2019


Monitoring the Regularly Maintained Systems assuming an Exponentiated Class of Lifetime Distribution of the Renewal process

Co-Principal Investigator

0.348 Millions

Higher Education Commission, Pakistan.

01 year



A comparison of Reliability analysis for electronic devices using beta generalized Weibull and generalized exponential distributions

Co-Principal Investigator

0.430 Millions

Higher Education Commission, Pakistan.

01 year

2018- 2019


Modeling and Forecasting complex time series data: A case study from electricity market

Principal Investigator

0.150 Millions

URF, Quaid-i-Azam University.

12 months



Quaid-i-Azam University Islamabad, 45320, Pakistan.
Tel: +92-51 9064 0000,