List

Talk given at eRum2016, Poznań, Poland.

 

  Tag: R

12 posts
October 13th, 2016

Reconciling forecasts: the hts and thief packages

Talk given at eRum2016, Poznań, Poland.  

September 20th, 2016

smoothAPC package for R

The smoothAPC package implements smoothing of demographic data. The method uses bivariate thin plate splines, bivariate lasso-type regularization, and allows […]

September 15th, 2016

Forecasting large collections of related time series

Talk given at the German Statistical Week, Augsburg, 15 September 2016

August 22nd, 2016

thief package for R

The thief package provides tools for Temporal Hierarchical Forecasting. The methods are described in Forecasting with temporal hierarchies, co-authored with […]

May 25th, 2016

ISCRR time series workshop

Materials for one-day workshop on time series and forecasting presented to ISCRR, Melbourne. Textbook Hyndman and Athanasopoulos (2014): OTexts.org/fpp Software […]

May 6th, 2016

Automatic foRecasting using R

Talk given at the Melbourne Data Science Initiative, 6 May 2016.  

November 26th, 2015

Forecasting hierarchical and grouped time series through trace minimization

Shanika L Wickramasuriya, George Athanasopoulos, Rob J Hyndman Department of Econometrics and Business Statistics, Monash University   Abstract Large collections […]

November 2nd, 2015

Forecasting big time series data using R

Keynote address given at the Chinese R conference held in Nanchang, Jianxi province. 24-25 October 2015.

August 17th, 2015

Machine learning bootcamp

A talk on time series forecasting for the Monash University Machine Learning Bootcamp. Demo R code

June 23rd, 2015

MEFM: An R package for long-term probabilistic forecasting of electricity demand

International Symposium on Forecasting Riverside, California   I will describe and demonstrate a new open-source R package that implements the […]

June 19th, 2015

Probabilistic forecasting of peak electricity demand

Southern California Edison Rosemead, California   Electricity demand forecasting plays an important role in short-term load allocation and long-term planning […]

June 1st, 2015

Large-scale unusual time series detection

Rob J Hyndman, Earo Wang and Nikolay Laptev

May 26th, 2015

Visualization of big time series data

Talk given to a joint meeting of the Statistical Society of Australia (Victorian branch) and the Melbourne Data Science Meetup Group.

May 22nd, 2015

Probabilistic forecasting of long-term peak electricity demand

The latest version of my talk on electricity demand forecasting.
Given to the “Monash Energy Materials and Systems Institute”

February 23rd, 2015

Visualization and forecasting of big time series data

Talk given at the ACEMS Big data workshop, QUT.

January 12th, 2015

Visualizing and forecasting big time series data

Talk given at the Institute of Statistical Science, Academia Sinica, Taipei, Taiwan.

December 17th, 2014

MEFM package for R

The MEFM package for R includes a set of tools for implementing the Monash Electricity Forecasting Model.

May 8th, 2014

forecast package for R

The forecast package for R provides methods and tools for displaying and analysing univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA modelling.

April 9th, 2014

hts package for R

The hts package provides methods for analysing and forecasting hierarchical time series.

February 1st, 2014

demography: Forecasting mortality, fertility, migration and population data

The demography package for R contains functions for various demographic analyses. It provides facilities for demographic statistics, modelling and forecasting. […]

October 19th, 2013

hdrcde package for R

The hdrcde package provides tools for computation of highest density regions in one and two dimensions, kernel estimation of univariate […]

August 29th, 2013

ftsa package for R

The ftsa package provides tools for modelling and forecasting functional time series.

August 28th, 2013

rainbow package for R

The rainbow package provides tools for plotting functional data including the rainbow plot, functional bagplot, functional HDR boxplot. The methods […]

August 22nd, 2013

fds package for R

The fds package provides functional data sets useful for testing new methods.

July 4th, 2013

R tools for hierarchical time series

Talk given at EURO/INFORMS, Rome, 1 July 2013 And at UseR! 2013, Albacete, Spain, 10 July 2013.

June 19th, 2013

Mcomp package for R

The Mcomp package for R provides the 1001 time series from the M-competition (Makridakis et al. 1982) and the 3003 […]

May 7th, 2013

hts: An R package for forecasting hierarchical or grouped time series

Rob J Hyndman, George Athanasopoulos and Han Lin Shang The new version of the hts package (v3.01) has a vignette.

March 27th, 2013

bfast: Breaks For Additive Season and Trend

Automatic identification of breaks for additive season and trend, designed for use with remote sensing data. Based on Verbesselt, Hyndman, […]

March 14th, 2013

fpp package for R

The fpp package for R provides all data sets required for the examples and exercises in the book Forecasting: principles and […]

November 20th, 2012

SimpleR: tips, tricks and tools

Melbourne R Users’ Group Tuesday 20 November 2012 Deloitte, Level 11, 550 Bourke Street, Melbourne Slides and video on my […]

October 30th, 2012

expsmooth package for R

The expsmooth package for R provides data sets from the book “Forecasting with exponential smoothing: the state space approach” by […]

October 30th, 2012

fma package for R

The fma package for R provides all data sets from “Forecasting: methods and applications” by Makridakis, Wheelwright & Hyndman (Wiley, […]

October 27th, 2011

Forecasting time series using R

Melbourne R Users’ Group Thursday, October 27, 2011, 6:00 PM Deloitte, Level 11 (Culture Room), 550 Bourke Street, Melbourne I […]

June 22nd, 2011

Giving a useR! talk

Abstract: Giving a useR! talk at the international R user conference is a balancing act in which you have to […]

November 20th, 2010

Free open-source forecasting using R

Stephan Kolassa and Rob J Hyndman Foresight: the International Journal of Applied Forecasting (2010), 17, 19-24. Online paper

July 16th, 2008

Automatic time series forecasting: the forecast package for R

Journal of Statistical Software (2008), 27(3) Rob J. Hyndman and Yeasmin Khandakar Abstract: Automatic forecasts of large numbers of univariate […]

July 13th, 2008

Monotonic interpolating splines

Download code Description Perform cubic spline monotonic interpolation of given data points, returning either a list of points obtained by […]

June 29th, 2008

Building R packages for Windows

R workshop. Melbourne, 29 June 2008. There was an R workshop on 28-29 June, just before the Australian Statistical Conference. […]

June 29th, 2008

Time series and forecasting in R

R workshop. Melbourne, 29 June 2008. There was an R workshop on 28-29 June, just before the Australian Statistical Conference. […]

April 22nd, 2008

addb package for R

The addb package contains 9 data sets, taken from the Australian Demographic Data Bank version 3.2b, courtesy of Len Smith. […]

July 16th, 2005

Book Review of Maindonald and Braun. “Data Analysis and Graphics Using R: An Example-based Approach”, Cambridge University Press, 2003.

March 16th, 2002

Using R to Teach Econometrics

Journal of Applied Econometrics (2002), 17(2), 149-174. Jeff Racine1 and Rob J Hyndman2 Department of Economics, University of South Florida, […]