The 37th annual **International Symposium on Forecasting** will be held in Cairns, Australia, from 25-28 June 2017. We plan to hold some workshops on Sunday 25 June, before the main conference. Continue reading →

# Tag / seminars

# Eindhoven seminar on time series visualization

I’m currently in the Netherlands for a few weeks, and I’ll be giving a seminar at the Data Science Centre in Eindhoven next Wednesday afternoon on “Visualization of big time series data”. Details follow. Continue reading →

# “Forecasting with R” short course in Eindhoven

I will be giving my 3-day short-course/workshop on “Forecasting with R” in Eindhoven (Netherlands) from 19-21 October.

Details at https://www.win.tue.nl/~adriemel/shortcourse.html

# Melbourne Data Science Initiative 2016

In just over three weeks, the inaugural MeDaScIn event will take place. This is an initiative to grow the talent pool of local data scientists and to promote Melbourne as a world city of excellence in Data Science.

The main event takes place on Friday 6th May, with lots of interesting sounding titles and speakers from business and government. I’m the only academic speaker on the program, giving the closing talk on “Automatic FoRecasting”. Earlier in the day I am running a forecasting workshop where I will discuss forecasting issues and answer questions for about 90 minutes. There are still a few places left for the main event, and for the workshops. Book soon if you want to attend.

# Making data analysis easier: Hadley Wickham at WOMBAT2016

The slides for all the other talks from the workshop are also now online at wombat2016.org

# Stanford seminar

I gave a seminar at Stanford today. Slides are below. It was definitely the most intimidating audience I’ve faced, with Jerome Friedman, Trevor Hastie, Brad Efron, Persi Diaconis, Susan Holmes, David Donoho and John Chambers all present (and probably other famous names I’ve missed).

I’ll be giving essentially the same talk at UC Davis on Thursday. Continue reading →

# Chinese R conference

I will be speaking at the Chinese R conference in Nanchang, to be held on 24-25 October, on **“Forecasting Big Time Series Data using R”.**

Details (for those who can read Chinese) are at **china-r.org.**

# Upcoming talks in California

I’m back in California for the next couple of weeks, and will give the following talk at Stanford and UC-Davis.

**Optimal forecast reconciliation for big time series data**

Time series can often be naturally disaggregated in a hierarchical or grouped structure. For example, a manufacturing company can disaggregate total demand for their products by country of sale, retail outlet, product type, package size, and so on. As a result, there can be millions of individual time series to forecast at the most disaggregated level, plus additional series to forecast at higher levels of aggregation.

A common constraint is that the disaggregated forecasts need to add up to the forecasts of the aggregated data. This is known as forecast reconciliation. I will show that the optimal reconciliation method involves fitting an ill-conditioned linear regression model where the design matrix has one column for each of the series at the most disaggregated level. For problems involving huge numbers of series, the model is impossible to estimate using standard regression algorithms. I will also discuss some fast algorithms for implementing this model that make it practicable for implementing in business contexts.

Stanford: 4.30pm, Tuesday 6th October.

UCDavis: 4:10pm, Thursday 8th October.

# Data Science for Managers (short course)

I am teaching part of a short-course on Data Science for Managers from 10-12 October in Melbourne.

### Course Overview

The impact of Data Science on modern business is second only to the introduction of computers. And yet, for many businesses the barrier of entry remains too high due to lack of knowhow, organisational inertia, difficulties in hiring the right manpower, an apparent need for upfront commitment, and more.

This course is designed to address these barriers, giving the necessary knowledge and skills to flesh out and manage Data Science functions within your organisation, taking the anxiety-factor out of the Big Data revolution and demonstrating how data-driven decision-making can be integrated into one’s organisation to harness existing advantages and to create new opportunities.

Assuming minimal prior knowledge, this course provides complete coverage of the key aspects, including data wrangling, modelling and analysis, predictive-, descriptive- and prescriptive-analytics, data management and curation, standards for data storage and analysis, the use of structured, semi-structured and unstructured data as well as of open public data, and the data-analytic value chain, all covered at a fundamental level.

**More details available at it.monash.edu/data-science.**

**Early-bird bookings close in a few days.**

# My Yahoo talk is now online

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