At the recent International Symposium on Forecasting, held in Riverside, California, Tillman Gneiting gave a great talk on “Evaluating forecasts: why proper scoring rules and consistent scoring functions matter”. It will be the subject of an IJF invited paper in due course.
There are some tools that I use regularly, and I would like my research students and post-docs to learn them too. Here are some great online tutorials that might help.
Last week I gave a talk in the Yahoo! Big Thinkers series. The video of the talk is now online and embedded below.
Many people ask me to let them know when I write a new research paper. I can’t do that as there are too many people involved, and it is not scalable.
The solution is simple. Take your pick from the following options. Each is automatic and will let you know whenever I produce a new paper.
- Subscribe to the rss feed on my website using feedly or some other rss reader.
- Subscribe to new papers via email from feedburner.
- Go to my Google scholar page and click “Follow” at the top of the page.
The latter method will work for anyone with a Google scholar page. The Google scholar option only includes research papers. The first two methods also include any new seminars I give or new software packages I write.
We make an award every two years to the best paper(s) published in the journal. There is always about 18 months delay after the publication period to allow time for reflection, citations, etc. The selected papers are selected by vote of the editorial board. The best paper wins an engraved bronze plaque and US$1000. Any other awards are in the form of certificates. Continue reading →
For the next few weeks I am travelling in North America and will be giving the following talks.
- 19 June: Southern California Edison, Rosemead CA.
“Probabilistic forecasting of peak electricity demand”.
- 23 June: International Symposium on Forecasting, Riverside CA.
“MEFM: An R package for long-term probabilistic forecasting of electricity demand”.
- 25 June: Google, Mountain View, CA.
“Automatic algorithms for time series forecasting”.
- 26 June: Yahoo, Sunnyvale, CA.
“Exploring the boundaries of predictability: what can we forecast, and when should we give up?”
- 30 June: Workshop on Frontiers in Functional Data Analysis, Banff, Canada.
“Exploring the feature space of large collections of time series”.
The Yahoo talk will be streamed live.
I’ll post slides on my main site after each talk.
Every now and then a commercial software vendor makes claims on social media about how their software is so much better than the forecast package for R, but no details are provided.
There are lots of reasons why you might select a particular software solution, and R isn’t for everyone. But anyone claiming superiority should at least provide some evidence rather than make unsubstantiated claims. Continue reading →
The anomalous package provides some tools to detect unusual time series in a large collection of time series. This is joint work with Earo Wang (an honours student at Monash) and Nikolay Laptev (from Yahoo Labs). Yahoo is interested in detecting unusual patterns in server metrics. Continue reading →
This week I uploaded a new version of the forecast package to CRAN. As there were a lot of changes, I decided to increase the version number to 6.0.
The editorial board of the International Journal of Forecasting is going through a renewal process with several changes to the team of editors and the team of associate editors in the last few weeks. Continue reading →