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.
Last week I gave a talk in the Yahoo! Big Thinkers series. The video of the talk is now online and embedded below.
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 →
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 →
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 →