The following papers have been nominated for the best paper published in the International Journal of Forecasting in 2012–2013. I have included an excerpt from the nomination in each case. The papers in bold have been short-listed for the award, and the editorial board are currently voting on them. Continue reading →
I’m speaking in the “Yahoo Labs Big Thinkers” series on Friday 26 June. I hope I can live up to the title!
My talk is on “Exploring the boundaries of predictability: what can we forecast, and when should we give up?” Essentially I will start with some of the ideas in this post, and then discuss the features of hard-to-forecast time series.
So if you’re in the San Francisco Bay area, please come along. Otherwise, it will be streamed live on the Yahoo Labs website. Continue reading →
One of my PhD students, Thilaksha Tharanganie, has been very successful in getting travel funding to attend conferences. She was the subject of a write-up in today’s Monash News.
We encourage students to attend conferences, and provide funding for them to attend one international conference and one local conference during their PhD candidature. Thilaksha was previously funded to attend last year’s COMPSTAT in Geneva, Switzerland and IMS conference in Sydney. Having exhausted local funding, she has now convinced several other organizations to support her conference habit.
Now she just has to finish that thesis…
One of the first things I tell my new research students is to use a reference management system to help them keep track of the papers they read, and to assist in creating bib files for their bibliography. Most of them use Mendeley, one or two use Zotero. Both do a good job and both are free.
I use neither. I did use Mendeley for several years (and blogged about it a few years ago), but it became slower and slower to sync as my reference collection grew. Eventually it simply couldn’t handle the load. I have over 11,000 papers in my collection of papers, and I was spending several minutes every day waiting for Mendeley just to update the database.
Then I came across Paperpile, which is not so well known as some of its competitors, but it is truly awesome. I’ve now been using it for over a year, and I have grown to depend on it every day to keep track of all the papers I read, and to create my bib files. Continue reading →
Yahoo Labs has just released an interesting new data set useful for research on detecting anomalies (or outliers) in time series data. There are many contexts in which anomaly detection is important. For Yahoo, the main use case is in detecting unusual traffic on Yahoo servers. Continue reading →
This question comes from a comment on another post:
I’ve seen authors citing as many references as possible to try to please potential referees. Many of those references are low quality papers though. Any general guidance about a typical length for the reference section?
It depends on the subject and style of the paper. I’ve written a paper with over 900 citations, but that was a review of time series forecasting over a 25 year period, and so it had to include a lot of references.
I’ve also written a paper with just four citations. As it was a commentary, it did not need a lot of contextual information.
Rather than provide guidance on the length of the reference section, I think it is better to follow some general principles of citation in research. Continue reading →
We are now advertising for various positions in applied statistics, operations research and applied mathematics.
These jobs are with MAXIMA (the Monash Academy for Cross & Interdisciplinary Mathematical Applications).
Please do not send any questions to me (I won’t answer). Click above and follow the instructions.
I spend much of my day sitting in front of a screen, coding or writing. To limit the strain on my eyes, I use a dark theme as much as possible. That is, I write with light colored text on a dark background. I don’t know why this is not the default in more software as it makes a big difference after a few hours of writing.
Most of the time, I am writing using either Sublime Text, RStudio or TeXstudio. Each of them can be set to use a dark theme with syntax coloring to highlight structural features in the text.
Continue reading →