Job advertisements

Employers often contact me asking how to find a good statistician, econometrician or forecaster for their organization. Students also ask me how to go about finding a job when they finish their degree. This post is for both groups, hopefully making it easier for them to pair up appropriately. General online job sites such as seek or careerjet are ok, but job-seekers can find it hard to find the relevant openings because job titles are so varied.

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Detecting time series outliers

The tsoutliers() function in the forecast package for R is useful for identifying anomalies in a time series. However, it is not properly documented anywhere. This post is intended to fill that gap. The function began as an answer on CrossValidated and was later added to the forecast package because I thought it might be useful to other people. It has since been updated and made more reliable.

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Recent papers

  • Claire Kermorvant, Benoit Liquet, Guy Litt, Jeremy B Jones, Kerrie Mengersen, Erin E Peterson, Rob J Hyndman, Catherine Leigh (2021) Reconstructing missing and anomalous data collected from high-frequency in-situ sensors in fresh waters. International Journal of Environmental Research and Public Health, 18(23), 12803. Abstract DOI
  • Sayani Gupta, Rob J Hyndman, Dianne Cook (2021) Detecting distributional differences between temporal granularities for exploratory time series analysis. Abstract  pdf
  • Dilini Rajapaksha, Christoph Bergmeir, Rob J Hyndman (2021) LoMEF: A Framework to Produce Local Explanations for Global Model Time Series Forecasts. Abstract arXiv
  • Mahdi Abolghasemi, Rob J Hyndman, Evangelos Spiliotis, Christoph Bergmeir (2021) Model selection in reconciling hierarchical time series. Machine Learning, to appear. Abstract arXiv
  • Sevvandi Kandanaarachchi, Rob J Hyndman (2021) Leave-one-out kernel density estimates for outlier detection. J Computational & Graphical Statistics, to appear. Abstract DOI  pdf  code

Recent and upcoming seminars

  • Forecasting the future and the future of forecasting. (17 January 2022) More info...
  • Feasts & fables: modern tools for time series analysis. (17 November 2021) YouTube More info...
  • Uncertain futures: AAS2021. (3 November 2021) YouTube More info...
  • Feasts & fables: Time series analysis using R. (28 September 2021) More info...
  • The geometry of forecast reconciliation. (16 September 2021) More info...