forecast 8.5
The latest minor release of the forecast package has now been approved on CRAN and should be available in the next day or so. Version 8.5 contains the following new features Updated tsCV() to handle exogenous regressors. Reimplemented naive(), snaive(), rwf() for substantial speed improvements. Added support for passing arguments to auto.arima() unit root tests. Improved auto.arima() stepwise search algorithm (some neighbouring models were missed previously). We haven’t done a major release for two years, and there is unlikely to be another one now.Network for early career researchers in forecasting
The International Institute of Forecasters has established interest group sections, devoted to specialized domains of forecasting. One of the first such sections will be for early career researchers. So if you are a PhD student, post-doc, or otherwise a relatively junior researcher working in forecasting, this is for you! The first events will be during the ISF in Thessaloniki in June 2019, including the following: ECR welcoming event. A meet and greet event prior to the ISF welcome reception.Recent publications
- Anastasios Panagiotelis, George Athanasopoulos, Rob J Hyndman, Bin Jiang, Farshid Vahid (2019) Macroeconomic forecasting for Australia using a large number of predictors. International Journal of Forecasting, 35, to appear. Abstract pdf
- Rob J Hyndman (2018) A brief history of forecasting competitions. Abstract pdf
- Sevvandi Kandanaarachchi, Rob J Hyndman and Kate Smith‑Miles (2018) Early classification of spatio-temporal events using time-varying models. Abstract pdf
- Catherine Leigh, Omar Alsibai, Rob J Hyndman, Sevvandi Kandanaarachchi, Olivia C King, James M McGree, Catherine Neelamraju, Jennifer Strauss, Priyanga Dilini Talagala, Ryan S Turner, Kerrie Mengersen, Erin E Peterson (2018) A framework for automated anomaly detection in high frequency water-quality data from in situ sensors. Abstract pdf
Recent and upcoming seminars
- Data visualization for functional time series. (11 December 2018) More info...
- Seasonal functional autoregressive models. (9 December 2018) More info...
- High-dimensional time series analysis. (5 December 2018) More info...
- Forecasting competitions. (30 November 2018) More info...