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I have written a range of research papers on predictive modelling, statistical analysis and machine learning. These papers have been published in leading academic journals and conference proceedings. 

Refereed research papers

2023

Samuel, R.T.A., Chimedza, C., Sigauke, C. (2023). Simulation framework to determine suitable innovations for volatility persistence estimation: The GARCH Approach. Journal of Risk and Financial Management, vol. 16, no. 9, 392, pp. 1–30. https://doi.org/10.3390/jrfm16090392

Chandiwana, E., Sigauke, C. and Bere, A. (2023). Robust modelling framework for short-term forecasting of global horizontal irradiance, Journal of Statistics Applications and Probability, vol. 12, no. 3, pp. 1203–1221. http://dx.doi.org/10.18576/jsap/120327

 

Nemukula, M.M., Sigauke, C., Chikoore, H. and Bere, A. (2023). Modelling drought risk using bivariate spatial extremes: Application to the Lowveld Limpopo region of South Africa, Climate, vol. 11, no. 2, 46, pp. 1–24. https://doi.org/10.3390/cli11020046

Nemalili, R.C., Jhamba, L., Kirui, J.K. and Sigauke, C. (2023). Forecasting hourly-averaged tilt angles of acceptance for solar collector applications using machine learning models, Energies, vol. 16, no. 2, 927, pp. 1–19. https://doi.org/10.3390/en16020927

Shoko, C., Sigauke, C. (2023). Short-term forecasting of COVID-19 using support vector regression: An application using Zimbabwean data, American Journal of Infection Control, vol. 51, no. 10, pp. 1095–1107. https://doi.org/10.1016/j.ajic.2023.03.01

2022

Sigauke, C., Chandiwana, E. and Bere, A. (2022). Spatio-temporal forecasting of global horizontal irradiance using Bayesian inference, Applied Sciences, vol. 13, no. 1, pp. 1–23. https://doi.org//10.3390/app13010201

Makoni, T., Chikobvu, D. and Sigauke, C. (2022). Combined hierarchical tourist arrival forecasts for Great Zimbabwe National Monuments, African Journal of Hospitality, Tourism and Leisure, vol. 11, no. 6, pp. 2092–2102.  https://doi.org/10.46222/ajhtl.19770720.2102

Sigauke, C., Ravele, T. and Jhamba, L. (2022). Extremal dependence modelling of global horizontal irradiance with temperature and humidity: An application using South African data, Energies, vol. 15, no. 16, pp. 1–25. https://doi.org/10.3390/en15165965

Sigauke, C., Mukhodobwane, R., Chagwiza, W. and Garira, W. (2022). Asymptotic dependence modelling of the BRICS stock markets, International Journal of Financial Studies, vol. 10, no. 3, pp. 1–32. https://doi.org/10.3390/ijfs10030058

Shoko, C., Sigauke, C. and Njuho, P. (2022). Short-term forecasting of confirmed daily COVID-19 cases in the Southern African Development Community region, African Health Sciences, vol. 22, no. 4, pp. 534–550. https://doi.org/10.4314%2Fahs.v22i4.60

Ravele, T., Sigauke, C. and Jhamba, L. (2022). Economic dispatch of electrical power in South Africa: An application to the Northern Cape province, Statistics, Optimisation and Information Computing, vol. 10, pp. 1235-1249. https://doi.org/10.19139/soic-2310-5070-1057

Sikhwari, T., Nethengwe, N., Sigauke, C., and Chikoore, H. (2022). Modelling of Extremely High Rainfall in Limpopo Province of South Africa, Climate, vol. 10, no. 3, 33, pp. 1-17. https://doi.org/10.3390/cli10030033

Netshivhazwaulu, N., Sigauke, C. and Bere, A. (2022). Prediction of foreign direct investment: An application to South African data, Journal of Statistics Applications & Probability, vol. 11, no. 1, pp. 115-133.  http://dx.doi.org/10.18576/jsap/110109

Ravele, T., Sigauke, C. and Jhamba, L. (2022). Estimation of extreme quantiles of global horizontal irradiance: A comparative analysis using an extremal mixture model and a generalised additive extreme value model, Mathematics and Statistics, vol. 10, no. 1, pp. 116-133. https://doi.org/10.13189/ms.2022.100109.

Mukhodobwane, R.M., Sigauke, C., Chagwiza, W. and Garira, W. (2022). Stochastic modelling of the BRICS equity markets’ risks, Journal of Statistics Applications & Probability, vol. 11, no. 1, pp. 215-239. http://dx.doi.org/10.18576/jsap/110117

2021

Nemukula, M.M. and Sigauke, C. (2021). A point process characterisation of extreme temperatures: An application to South African data, Environmental Modelling and Assessment, vol. 26, no. 2, pp. 163-177. https://doi.org/10.1007/s10666-020-09718-6

Maswanganyi, N., Sigauke, C. and Ranganai, E. (2021). Prediction of extreme conditional quantiles of electricity demand: An application using South African data, Energies, vol. 14, no. 20, 6704, pp. 1–21. https://doi.org/10.3390/en14206704

Chandiwana, E., Sigauke, C. and Bere, A. (2021). Twenty-four-hour ahead Probabilistic Global Horizontal Irradiance Forecasting Using Gaussian Process Regression, Algorithms, vol. 14, no. 177., pp. 1-23. https://doi.org/10.3390/a14060177

Maposa, D., Seimela, A.M., Sigauke, C. and Cochran, J.J. (2021). Modelling temperature extremes in the Limpopo province: Bivariate time-varying threshold excess approach, Natural Hazards, vol. 7, pp. 2227-2246. https://doi.org/10.1007/s11069-021-04608-w

Bere, A., Sithuba, G.H., Mashabela, R., Mabvuu, C., Sigauke, C. and Kyei, K. (2021). Regularisation in discrete survival models: A comparison of Lasso and gradient boosting, South African Statistical Journal, vol. 55, no. 1, pp. 29-44. https://doi.org/10.37920/sasj.2021.55.1.3

Ratshilengo, M., Sigauke, C. and Bere, A. (2021). Short-Term Solar Power Forecasting Using Genetic Algorithms: An Application Using South African Data, Applied Sciences, 11, 4214, pp. 1–19. https://doi.org/10.3390/app11094214

Makoni, T., Chikobvu, D. and Sigauke, C. (2021). Hierarchical Forecasting of the Zimbabwe international tourist arrivals, Statistics, Optimisation and Information Computing, vol. 9, no. 1, pp. 137-156. https://doi.org/10.19139/soic-2310-5070-959

 

Mupondo, N.C., Jones, B.C. and Sigauke, C. (2021). The Volatility Spillovers between Zimbabwe, The United States of America, South Africa, Botswana and China: Copula GARCH Model, Journal of Risk and Financial Studies, vol. 2, no. 1, pp. 105-139. http://arfjournals.com/abstract/71326_6_ndava_constantine.pdf

2020

Sigauke, C. and Nemukula, M.M. (2020). Modelling extreme peak electricity demand during a heatwave period: a case study, Energy Systems, vol. 11, no. 1, pp. 139-161. https://doi.org/10.1007/s12667-018-0311-y

Mutavhatsindi, T., Sigauke, C. and Mbuvha, R. (2020). Forecasting Hourly Global Horizontal Solar Irradiance in South Africa using Machine Learning Models, IEEE Access, vol. 8, pp. 198872-198885. https://doi.org/10.1109/ACCESS.2020.3034690

Daniel, L.O., Sigauke, C. Chibaya, C. and Mbuvha, R. (2020). Short-term wind speed forecasting using statistical and machine learning methods, Algorithms, vol. 13, no. 6, pp. 1-30. https://doi.org/10.3390/a13060132

 

Ranganai, E. and Sigauke, C. (2020). Capturing long-range dependence and harmonic phenomena in 24-hour solar Irradiance forecasting: A quantile regression robustification via forecasts combination approach, IEEE Access, vol., pp. 172204-172218, https://doi.org/10.1109/ACCESS.2020.3024661

Boano-Danquah, J., Sigauke, C. and Kyei, K.A. (2020). Analysis of extreme peak loads using point processes: An application using South African data, IEEE Access, vol. 8, pp. 146105-146115. https://doi.org/10.1109/ACCESS.2020.3015259

Mathivha, F., Sigauke, C., Chikoore, H. and Odiyo, J. (2020). Short-term and medium-term drought forecasting using generalised additive models, Sustainability, vol. 12, no. 10, pp. 1-20. https://doi.org/10.3390/su12104006

Kajambeu, R., Sigauke, C., Bere, A., Chikobvu, D., Maposa, D. and Nemukula, M.M. (2020). Probabilistic flood height estimation of the Limpopo River at the Beitbridge using r-largest order statistics, Applied Mathematics and Information Sciences, vol. 14, no. 2, pp. 191-204. http://dx.doi.org/10.18576/amis/140203

Nheta, D., Shambare, R., Sigauke, C. and Ndivhuwo, T. (2020). Entrepreneurship gaps framework model: An early-stage business diagnostic tool, The Southern African Journal of Entrepreneurship and Small Business Management, 12(1), a297 https://doi.org/10.4102/sajesbm.v12i1.297

Nheta, D., Shambare, R., Sigauke, C. (2020). Micro-perspective lens on entrepreneurs in the early stage of business: Expectations vis- `a-vis realities, African Journal of Science, Technology, Innovation and Development, https://doi.org/10.1080/20421338.2020.1835175

Mukhodobwane, R.M., Sigauke, C., Chagwiza, W. and Garira, W. (2020). Volatility modelling of the BRICS stock markets; Statistics, Optimisation and Information Computing, vol. 8, no. 3, pp. 749-772. https://doi.org/10.19139/soic-2310-5070-977

2019

Maswanganyi, N., Ranganai, E. and Sigauke, C. (2019). Long-term peak electricity demand forecasting in South Africa: A quantile regression averaging approach, AIMS Energy, vol. 7, no. 6, pp. 857-882. http://dx.doi.org/10.3934/energy.2019.6.857

Mpfumali, P., Sigauke, C., Bere, A. and Mulaudzi, S. (2019). Day-Ahead Hourly Global Horizontal Irradiance Forecasting-Application to South African Data, Energies, vol. 12, no. 18, pp. 1-28. https://doi.org/10.3390/en12183569

Mokilane, P., Debba, P., Yadavalli, V.S.S. and Sigauke, C. (2019). Bayesian Structural Time Series Approach to a Long-Term Electricity Demand Forecasting. Applied Mathematics and Information Sciences An International Journal, vol. 13, no. 2, pp. 189-199. http://dx.doi.org/10.18576/amis/130206

2018

Sigauke, C., Nemukula, M.M. and Maposa, D. (2018). Probabilistic hourly load forecasting using additive quantile regression models, Energies, vol. 11, no. 9, pp. 1-21. https://doi.org/10.3390/en11092208

Nemukula, M.M. and Sigauke, C. (2018). Modelling average maximum daily temperature using r-largest order statistics: An application to South African data, Journal: JAMBA: Journal of Disaster Risk Studies. 10(1), a467. https://doi.org/10.4102/jamba.v10i1.467.

Lebotsa, M.E., Sigauke, C., Bere, A., Fildes, R. and Boylan, J.E. (2018). Short-term electricity demand forecasting using partially linear additive quantile regression with an application to the unit commitment problem, Applied Energy, vol. 222, pp. 104-118. https://doi.org/10.1016/j.apenergy.2018.03.155

2017

 

Sigauke, C. and Bere, A. (2017) Modelling non-stationary time series using a peaks over threshold distribution with time-varying covariates and threshold: An application to peak electricity demand, Energy Journal, vol. 119, pp. 152-166. ISSN: 0360-5442. https://doi.org/10.1016/j.energy.2016.12.027

 

Sigauke, C. (2017). Forecasting medium-term electricity demand in a South African power supply system, Journal of Energy in Southern Africa, vol. 28, no. 4, pp. 54-67. https://doi.org/10.17159/2413-3051/2017/v28i4a2428

Sigauke, C. and Chikobvu, Delson. (2017). Estimation of extreme inter-day changes to peak electricity demand using Markov chain analysis: A comparative analysis with extreme value theory, Journal of Energy in Southern Africa, vol. 28, no. 4, pp. 68-76. https://doi.org/10.17159/2413-3051/2017/v28i4a2329

2016

Sigauke, C. (2016) Volatility modelling of the JSE all-share index and risk estimation using the Bayesian and frequentist approaches, Economics, Management, and Financial Markets, vol. 11, no. 4, pp. 33-48, ISSN 1842-3191.

Sigauke, C. and Chikobvu, D. (2016) Peak electricity demand forecasting using time series regression models: An application to South African data, Journal of Statistics and Management Systems, vol. 19, no. 4, pp. 567-587, ISSN: 2169-0014.

2015

Mokhele, M. and Sigauke, C. (2015) Modelling summer daily peak loads in South Africa using discrete-time Markov chain analysis, Mathematics and Statistics, vol. 3, no. 5, pp. 121-128. https://doi.org/10.13189/ms.2015.030502.

2014

Sigauke, C., Makhwiting, R. and Lesaoana, M. (2014) Modelling conditional heteroskedasticity in JSE stock returns using the Generalised Pareto Distribution, African Review of Economics and Finance, vol. 6, no. 1, pp. 41-55. ISSN: 20421478.

Maposa, D. Cochran, J.J., Lesaoana, M. and Sigauke, C., (2014) Estimating high quantiles of extreme flood heights in the lower Limpopo River basin, Mozambique, using model-based Bayesian approach, Natural Hazards and Earth System Sciences, vol. 2, no. 8, pp. 5401-5425. https://doi.org/10.5194/nhessd-2-5401-2014.

Makhwiting, R., Sigauke, C. and Lesaoana, M. (2014) Modelling tail behaviour of returns using Generalised Extreme Value distribution, Economics Management and Financial markets,  vol. 9, no. 1, pp. 41-52. ISSN: 1842-3191.

Sigauke, C., Darikwa T.B. and Masemola M.I. (2014). Prediction of South Africa’s Tourism Hotel Accommodation Monthly Income: Challenges in an Environment Characterised by a World Recession and a World Cup, Mediterranean Journal of Social Sciences, vol. 5, no. 20, pp. 460-465. ISSN:2039-2117.

2013

Sigauke, C., Verster, A. and Chikobvu D. (2013) Extreme daily increases in peak electricity demand: tail-quantile estimation, Energy Policy Journal, vol. 53, pp. 90-96. ISSN 0301-4215. Chikobvu, D. and Sigauke, C. (2013) Modelling influence of temperature on daily peak electricity in South Africa, Journal of Energy in Southern Africa, vol. 24, no. 4, pp. 63-70. ISSN 1021-447X.

 

Verster, A., Chikobvu, D. and Sigauke, C. (2013) Analysis of the same day of the week increases in peak electricity demand in South Africa, ORiON Journal, vol. 29, no. 2, pp. 125-136. ISSN: 0529-191-X.

Sigauke, C., (2013) Volatility modelling of real GDP growth rates in South Africa, Economics Management and Financial Markets, vol. 8, no. 2, pp. 81-94. ISSN: 1842-3191.

Kumar, S., Munapo, E., Ncube, O. and Sigauke, C., Nyamugure, P. (2013) A minimum weight labelling method for determination of a shortest route in a non-directed network, International Journal of System Assurance Engineering and Management, vol. 4, no. 1, pp. 13-18. ISSN: 0976-4348.

2012

Chikobvu, D., Sigauke, C. and Verster, A. (2012) Winter peak electricity load forecasting in South Africa using extreme value theory, South African Statistical Journal, vol. 46, pp. 377-394. ISSN: 0038-271X.

Chikobvu, D. and Sigauke, C. (2012) Regression-SARIMA modelling of daily peak electricity demand in South Africa, Journal of Energy in Southern Africa, vol. 23, no. 3, pp. 23-30. ISSN 1021-447X.

Sigauke, C., Verster, A. and Chikobvu, D. (2012) Tail quantile estimation of heteroskedastic intraday increases in peak electricity demand, Open Journal of Statistics, vol. 2, no. 4, pp. 435-442. ISSN: 2161-7198.

Chikobvu, D. and Sigauke, C. (2012) A frequentist and Bayesian regression analysis to daily peak electricity demand in South Africa, African Journal of Business Management, vol. 6, no. 40, pp. 10524-10533. ISSN: 1993-8233.

Sigauke, C. and Chikobvu, D. (2012) Short-term daily winter peak electricity demand in South Africa, African Journal of Business Management, vol. 6, no. 32, pp. 9243-9249. ISSN: 1993-8233.

Makhwiting, R., Lesaoana, M. and Sigauke, C. (2012) Modelling volatility and financial market risk of shares on the Johannesburg Stock Exchange, African Journal of Business Management, vol. 6, no. 27, pp. 8065-8070. ISSN: 1993-8233.

Makukule, N. A., Sigauke, C. and Lesaoana, M. (2012) Daily Electricity Demand Forecasting in South Africa, African Journal of Business Management, vol. 6, no. 9, pp. 3246-3252. ISSN: 1993-8233.

Chikobvu, D., Sigauke, C. and Verster, A. (2012) Winter peak electricity load forecasting in South Africa using extreme value theory with a Bayesian flavour, Journal of Business and Economics, vol. 3, no. 5, pp. 380-389. ISSN: 2155-7950.

Sigauke, C., Maposa, D. and Chagwiza,W. (2012) Modelling Commercial Banks liquidity Management Using Stochastic Programming, International Journal of Business and Management, vol. 7, no. 9, pp. 49-64. ISSN: 1833-3850.

2011

Sigauke, C. and Chikobvu, D. (2011) Prediction of daily peak electricity demand in South Africa using volatility forecasting models, Energy Economics Journal, vol. 33, no. 5, pp. 882-888. ISSN: 0140-9883.

Maposa, D., Mudimu, E., Sigauke, C., Mlilo, P., Nyamugure, P. and Dube, S. (2011) Relating glycemia levels in a Zimbabwean population to some established type 2 diabetes risk factors using multiple linear regression analysis, Archives of Applied Science Research, vol. 3, no. 1, pp. 333-342. ISSN: 0975-508X.

Riba, S.J., Lesaoana, M, Sigauke, C. and Makwela, M.R. (2011) A logistic regression analysis of the occurrence of mine accidents in the Burgersfort area in South Africa, Journal of Geology and Mining Research, vol. 3, no. 1, pp. 188-192. ISSN: 2006-9766.

 

Evans, D., Lesaoana, M., Nyamugure, P. and Sigauke, C. (2011) O.R. roots run deep in Southern Africa-Long lineage of OR in South Africa and Zimbabwe paves the way for historic 2011 ORSSA and growth of OR across the continent, OR/MS Today, vol. 38, no. 2, pp. 40-46. ISSN: 1085-1038.

Evans, D., Lesaoana, M., Nyamugure, P. and Sigauke, C. (2011) Operations Research Comes to Zimbabwe in a Big Way. The ORSSA 2011 Conference at Victoria Falls, AMSTATNEWS

Nyamugure, P., Maposa, D., Sigauke, C. and Chiyaka, E. (2011) A holistic application of process capability indices, African Journal of Business Management, vol. 5, no. 28, pp. 11413-11424. ISSN: 1993-8233.

2010

Sigauke, C. and Chikobvu, D. (2010) Daily peak electricity load forecasting in South Africa using a multivariate nonparametric regression approach, ORiON Journal, vol. 26, no. 2, pp. 97-111. ISSN: 0529-191-X.

2003

Sigauke, C. and Talukder, H.M. (2003) A modified Osman’s simulated annealing and tabu search algorithm for the vehicle routing problem, The Australian Society for Operations Research, vol. 22, no. 3, pp. 9-14. ISSN: 0812-860X.

Book chapters

Kumar, S., Munapo, E., Sigauke, C. and Al-Rabeeah, M. (2020). The minimum spanning tree with node index ≤ 2 is equivalent to the minimum travelling salesman tour. In: Mathematics in Engineering Sciences: Novel Theories, Technologies and Applications. Edited by Ram M. CRC Press, Taylor and Francis, 1st Edition, Chapter 8. ISBN 9781351266307 https://books.google.co.za/books?id=i1auDwAAQBAJ&dq=caston+sigauke&source=gbs_navlinks_s

Sigauke, C., Kumar S., Maswanganyi N. and Ranganai E. (2018). Reliable Predictions of Peak Electricity Demand and Reliability of Power System Management. In: System Reliability Management: Solutions and Technologies. Edited by Anand A. and Ram M. CRC Press, Taylor and Francis, 1st Edition, Chapter 10. ISBN 9780815360728, eBook ISBN 9781351117654

Refereed research papers in accredited conference proceedings

Mokilane, P., Debba, P., Yadavalli, V.S.S. and Sigauke, C. (2018). Long-term electricity demand forecasting using a generalised additive mixed quantile averaging (GAMMQV) model. Proceedings of the International Conference on Industrial Engineering and Operations Management, Pretoria, South Africa, 30 October – 1 November 2018. ISBN: 978-1-5323-5947-7.

Nemukula, M.M., Sigauke, C. and Maposa, D. (2018). Bivariate threshold excess models with application to extreme high temperatures in Limpopo province of South Africa. South African Statistical Journal: Peer-reviewed Proceedings of the 60th Annual Conference of the South African Statistical Association for 2018, pp. 33-40.

Maswanganyi, N., Sigauke, C. and Ranganai, E. (2017). Peak electricity demand forecasting using partially linear additive quantile regression models. South African Statistical Journal: Peer-reviewed Proceedings of the 59th Annual Conference of the South African Statistical Association for 2017, pp. 25-32. ISBN 978-1-86822-692-4.

Nemukula, M.M. and Sigauke, C. (2015). Modelling average minimum daily temperature using extreme value theory with a time-varying threshold, South African Statistical Journal: Peer-reviewed Proceedings of the 57th Annual Conference of the South African Statistical Association for 2015, pp. 57-64. ISBN 978-1-86822-670-2.

Sigauke, C., Chikobvu, D. and Verster, A. (2012) Modelling daily increases in peak electricity demand using a generalised Pareto distribution, South African Statistical Journal: Peer-reviewed Proceedings of the 54th Annual Conference of the South African Statistical Association for 2012, pp. 58-66. ISBN 978-1-86822-621-4.

Sigauke, C. (2011) An Econometric study of currency crisis in a hyperinflationary economy: A case study, Proceedings of the 40th Annual Conference of the Operations Research Society of South Africa, pp. 29-36. ISBN: 978-0-7972-1351-7.

Sigauke, C., Maposa, D., Mudimu, E. and Nyamugure, P., (2010) Volatility modelling using ARIMA-GARCH models in a hyperinflationary economic environment: The Zimbabwean experience, South African Statistical Journal: Peer-reviewed Proceedings of the 52nd Annual Conference of the South African Statistical Association for 2010: Special Issue 1, pp. 1-14, ISSN: 0038271X.

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