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.
Posts Tagged ‘seminars’:
Last year I taught an online course on forecasting using R. The slides and exercise sheets are now available at www.otexts.org/fpp/resources/
The following video has been produced to advertise my upcoming course on Forecasting with R, run in partnership with Revolution Analytics.
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.
When I want to insert figures generated in R into a LaTeX document, it looks better if I first remove the white space around the figure. Unfortunately, R does not make this easy as the graphs are generated to look good on a screen, not in a document. There are two things that can be done to fix this problem.
I’m speaking on this topic at the Young Statisticians Conference, 7–8 February 2013. If you’re a young statistician and live in Australia, please book in. It promises to be a great couple of days. Early registrations close on 2 January. Abstract for my talk: For 25 years I have been an intrepid statistical consultant, tackling the wild frontiers of real data, real problems and real time constraints. I have faced problems ranging from linguistics to river beds, from making paper plates to selling pies at the MCG, from tax office audits to surveys about the colour purple. University education helps prepare you to be a statistical consultant in the same way that Google maps helps prepare you to cross the Simpson Desert. You have some idea of the main features, but when you get there, nothing looks familiar. I will describe some of my adventures, and explain how to bluff your way through ignorance, work with inadequate tools, and deal with smelly clients. I will tell you the story of the client who wouldn’t give me the data, the client who wouldn’t tell me the problem, and the client who wanted all meetings held at random locations for security reasons. Along the way we will learn about the skills that
Beamer is far and away the most popular software for presentations amongst researchers in mathematics and statistics. Most conference and seminar talks I attend these days use beamer. Unfortunately, they all look much the same. I think people find beamer themes too hard to modify easily, so a small number of templates get shared around. Even the otherwise wonderful LaTeX Templates site has no beamer examples. The beamer user guide explains how to make changes but it is not for the faint-hearted (although it is a fantastic resource once you have some expertise). So I thought it might be useful to produce a very simple beamer template that is easy to extend and modify.
There are six places left for the forecasting workshop I am giving in Switzerland in June. If you were thinking of going, book in fast!
There is a nice post on Matt Might’s blog entitled “10 tips on how to give an academic talk”. Check it out. He recommends the following two books by Joey Asher. See also my article on “Giving an academic talk”.
I will be running a workshop on Statistical Forecasting: Principles and Practice in Switzerland, 20–22 June 2011. Check out the venue: Waldhotel Doldenhorn, Kandersteg! So if you fancy a trip to the beautiful Swiss Alps next June, read on…