Statistical modelling and analysis of big data

There is a one day work­shop on this topic on 23 Feb­ru­ary 2015 at QUT in Bris­bane. I will be speak­ing on “Visu­al­iz­ing and fore­cast­ing big time series data”.

OVERVIEW

Big data is now endemic in busi­ness, indus­try, gov­ern­ment, envi­ron­men­tal man­age­ment, med­ical sci­ence, social research and so on. One of the com­men­su­rate chal­lenges is how to effec­tively model and analyse these data.

This work­shop will bring together national and inter­na­tional experts in sta­tis­ti­cal mod­el­ling and analy­sis of big data, to share their expe­ri­ences, approaches and opin­ions about future direc­tions in this field.

The work­shop pro­gramme will com­mence at 8.30am and close at 5pm. Reg­is­tra­tion is free, how­ever num­bers are strictly lim­ited so please ensure you reg­is­ter when you receive your invi­ta­tion via email. Morn­ing and after­noon tea will be pro­vided; par­tic­i­pants will need to pur­chase their own lunch.

Fur­ther details will be made avail­able in early Jan­u­ary. Con­tinue reading →

Connect with local employers

I keep telling stu­dents that there are lots of jobs in data sci­ence (includ­ing sta­tis­tics), and they often tell me they can’t find them adver­tised. As usual, you do have to do some net­work­ing, and one of the best ways of doing it is via a Data Sci­ence Meetup. Many cities now have them includ­ing Mel­bourne, Syd­ney, Lon­don, etc. It is the per­fect oppor­tu­nity to meet with local employ­ers, many of which are hir­ing due to the huge expan­sion in the use of data analy­sis in busi­ness (aka busi­ness analytics).

At the end of each Mel­bourne meetup, some employ­ers have been adver­tis­ing their cur­rent ana­lytic job open­ings to the audience.

Now the local orga­niz­ers are going to extend the oppor­tu­nity to allow job-​​searchers to give a 90 sec­ond pitch to employ­ers. Details are pro­vided on the mes­sage board.

Visit of Di Cook

Next week, Pro­fes­sor Di Cook from Iowa State Uni­ver­sity is vis­it­ing my research group at Monash Uni­ver­sity. Di is a world leader in data visu­al­iza­tion, and is espe­cially well-​​known for her work on inter­ac­tive graph­ics and the XGobi and GGobi soft­ware. See her book with Deb Swayne for details.

For those want­ing to hear her speak, read on. Con­tinue reading →

European talks. June-​​July 2014

For the next month I am trav­el­ling in Europe and will be giv­ing the fol­low­ing talks.

17 June. Chal­lenges in fore­cast­ing peak elec­tric­ity demand. Energy Forum, Sierre, Valais/​Wallis, Switzerland.

20 June. Com­mon func­tional prin­ci­pal com­po­nent mod­els for mor­tal­ity fore­cast­ing. Inter­na­tional Work­shop on Func­tional and Oper­a­to­r­ial Sta­tis­tics. Stresa, Italy.

24–25 June. Func­tional time series with appli­ca­tions in demog­ra­phy. Hum­boldt Uni­ver­sity, Berlin.

1 July. Fast com­pu­ta­tion of rec­on­ciled fore­casts in hier­ar­chi­cal and grouped time series. Inter­na­tional Sym­po­sium on Fore­cast­ing, Rot­ter­dam, Netherlands.

Creating a handout from beamer slides

I’m about to head off on a speak­ing tour to Europe (more on that in another post) and one of my hosts has asked for my pow­er­point slides so they can print them. They have made two false assump­tions: (1) that I use pow­er­point; (2) that my slides are sta­tic so they can be printed.

Instead, I pro­duced a cut-​​down ver­sion of my beamer slides, leav­ing out some of the ani­ma­tions and other fea­tures that will not print eas­ily. Then I pro­duced a pdf file with sev­eral slides per page. Con­tinue reading →

Automatic time series forecasting in Granada

In two weeks I am pre­sent­ing a work­shop at the Uni­ver­sity of Granada (Spain) on Auto­matic Time Series Fore­cast­ing.

Unlike most of my talks, this is not intended to be pri­mar­ily about my own research. Rather it is to pro­vide a state-​​of-​​the-​​art overview of the topic (at a level suit­able for Mas­ters stu­dents in Com­puter Sci­ence). I thought I’d pro­vide some his­tor­i­cal per­spec­tive on the devel­op­ment of auto­matic time series fore­cast­ing, plus give some com­ments on the cur­rent best prac­tices. Con­tinue reading →

Online course on forecasting using R

I am team­ing up with Rev­o­lu­tion Ana­lyt­ics to teach an online course on fore­cast­ing with R. Top­ics to be cov­ered include sea­son­al­ity and trends, expo­nen­tial smooth­ing, ARIMA mod­el­ling, dynamic regres­sion and state space mod­els, as well as fore­cast accu­racy meth­ods and fore­cast eval­u­a­tion tech­niques such as cross-​​validation. I will talk about some of my con­sult­ing expe­ri­ences, and explain the tools in the fore­cast pack­age for R.

The course will run from 21 Octo­ber to 4 Decem­ber, for two hours each week. Par­tic­i­pants can net­work and inter­act with other prac­ti­tion­ers through an online com­mu­nity. Con­tinue reading →