The International Symposium on Forecasting is a little unusual for an academic conference in that it has always had a strong presence of forecasters working in business and industry as well as academic forecasters, mostly at universities. We value the combination and interaction as it helps the academics understand the sorts of problems facing forecasters in practice, and it helps practitioners stay abreast of new methods and developments coming out of forecasting research.
For the next ISF to be held in Cairns, Australia, in June 2017, we have a great line-up of forecast practitioners discussing some of their forecasting challenges (and solutions). These speakers and their topics are listed below. Continue reading →
From my email today
You use an illustration of a seasonal arima model:
I would like to simulate data from this process then fit a model… but I am unable to find any information as to how this can be conducted… if I set phi1, Phi1, theta1, and Theta1 it would be reassuring that for large n the parameters returned by
Arima(foo,order=c(1,1,1),seasonal=c(1,1,1)) are in agreement…
arima.sim() won’t handle seasonal ARIMA models. I wrote
simulate.Arima() to handle them, but it is designed to simulate from a fitted model rather than a specified model. However, you can use the following code to do it. It first “estimates” an ARIMA model with specified coefficients. Then simulates from it.
model <- Arima(ts(rnorm(100),freq=4), order=c(1,1,1), seasonal=c(1,1,1),
fixed=c(phi=0.5, theta=-0.4, Phi=0.3, Theta=-0.2))
foo <- simulate(model, nsim=1000)
fit <- Arima(foo, order=c(1,1,1), seasonal=c(1,1,1))
Professor Tao Hong has generously funded a new prize for the best IJF paper on energy forecasting, to be awarded every two years. The first award will be for papers published in the International Journal of Forecasting during the period 2013-2014. The prize will be US$1000 plus an engraved plaque. The award committee is Rob J Hyndman, Pierre Pinson and James Mitchell.
Nominations are invited from any reader of the IJF. Each person may nominate up to three papers, but you cannot nominate a paper that you have coauthored yourself. Papers coauthored by Tao Hong or one of the award committee are not eligible for the prize. All nominations are to be accompanied by a short statement (up to 200 words) from the nominator, explaining why the paper deserves an award.
You can see the relevant papers published in the period 2013-2014 on Google Scholar. Of course, a good paper does not always get noticed, so don’t let the citation count sway you too much in nominating what you consider to be the best IJF paper from this period.
Nominations should be sent to me by email by 8 February 2017.
I seem to be getting an increasing number of submissions where the author has clearly not bothered to actually check that the paper was submitted correctly. Here is a rejection letter I wrote today.
I am writing concerning manuscript #INTFOR_16xxxxx entitled “xxxxxxxxxxxxxxxx” which you submitted to the International Journal of Forecasting.
Thank you for this submission, but as it consists entirely of the IJF author guidelines, it is not suitable for publication in the IJF. We publish original research, not author guidelines. Perhaps the Journal for Guidelines would be an appropriate outlet.
In future, when you are asked to check the pdf of your paper, you might find it useful to actually do so, rather than just claim to have done so. That way, you might avoid this kind of mistake.
In the light of the comments above, I have chosen not to publish your manuscript in the International Journal of Forecasting. I know this will be disappointing to you, but we receive a large number of submissions and can only publish a small percentage of them.
Thank you for considering the International Journal of Forecasting for the publication of your research. I hope the outcome of this specific submission will not discourage you from the submission of future manuscripts.
Prof. Rob J Hyndman
Editor-in-Chief, International Journal of Forecasting
I’ve added a couple of new functions to the forecast package for R which implement two types of cross-validation for time series. Continue reading →
We are currently calling for invited session proposals for the ISF to be held in Cairns, Australia, in June 2017.
An invited session consists of 3 or 4 talks around a specific forecasting theme. You are allowed to be one of the speakers in a session you organize (although it is not necessary). So if you know what you are planning to speak about, all you need to do is find 2 or 3 other speakers who will speak on something related, and invite them to join you. The length of all such invited talks will be about 20 minutes.
Invited sessions will be marked as such on the program and carry a slightly higher status than a contributed session. Unfortunately, we can’t offer any financial support for these invited speakers or session organizers.
If you are interested in organizing an invited session, please contact us with your topic. The deadline for proposals is 28 February 2017. We don’t need to know who will speak at it — you have a few months to find willing participants after you agree to organize a session.
The ISF is a little different from most academic conferences in that about 1/3 of the attendees are practitioners, and 2/3 are academics. Consequently, we are not only interested in traditional academic sessions, but also in talks from company-based forecasters describing the forecasting challenges they face, and hopefully some of the solutions.
See forecasters.org/isf/ for more information about the conference, and the location. Cairns is one of the most beautiful places in Australia, and very close to the Great Barrier Reef. June is also the best time to visit the area, as it is during the dry season with moderate temperatures and lots of sunshine. We are hoping that people attending the conference will choose to have a holiday in the region as well.
We have another position available, this time for a lecturer (equivalent to an assistant professor tenure track in the US). The department covers a wide range of areas in statistics and econometrics, but for this position we are looking for someone with expertise in at least one of business analytics, data science, actuarial science, computational statistics and machine learning. Applicants who have recently completed a PhD, or expect to do so in the next 6 months, are welcome to apply.
The position is advertised on the Amstat jobs site and on the Monash careers site.
Enquiries to Professor Heather Anderson.
A major news outlet interviewed me on predictive analytics. Here were my responses. Continue reading →
Someone sent me some questions by email, and I decided to answer some of them here. Continue reading →
The data used in the tourism forecasting competition, discussed in Athanasopoulos et al (2011), have been made available in the Tcomp package for R. The objects are of the same format as for Mcomp package containing data from the M1 and M3 competitions.
Thanks to Peter Ellis for putting the package together. He has also produced a nice blog post about it.