Forecasting in NYC: 25-27 June 2018

In late June, I will be in New York to teach my 3-day workshop on Forecasting using R. Tickets are available at Eventbrite. This is the first time I’ve taught this workshop in the US, having previously run it in the Netherlands and Australia. It will be based on the 2nd edition of my book “Forecasting: Principles and Practice” with George Athanasopoulos. All participants will get a print version of the book.

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forecast v8.3 now on CRAN

The latest version of the forecast package for R is now on CRAN. This is the version used in the 2nd edition of my forecasting textbook with George Athanasopoulos. So readers should now be able to replicate all examples in the book using only CRAN packages. A few new features of the forecast package may be of interest. A more complete Changelog is also available. mstl() handles multiple seasonality STL decomposition was designed to handle a single type of seasonality, but modern data often involves several seasonal periods (e.

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Recent publications

  • Bin Jiang, George Athanasopoulos, Rob J Hyndman, Anastasios Panagiotelis, Farshid Vahid (2018) Macroeconomic forecasting for Australia using a large number of predictors. Abstract  pdf
  • Priyanga Dilini Talagala, Rob J Hyndman, Kate Smith-Miles, Sevvandi Kandanaarachchi and Mario A Muñoz (2018) Anomaly detection in streaming nonstationary temporal data. Abstract  pdf
  • Shanika L Wickramasuriya, George Athanasopoulos, Rob J Hyndman (2018) Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization. J. American Statistical Association, to appear. Abstract DOI  pdf
  • Fotios Petropoulos, Rob J Hyndman, Christoph Bergmeir (2018) Exploring the sources of uncertainty: why does bagging for time series forecasting work?. European Journal of Operational Research, 268(2), 545-554. Abstract DOI  pdf

Recent and upcoming seminars

  • High dimensional time series analysis. (9 April 2018) More info...
  • Research++: what you should know about being a researcher but probably don't. (23 March 2018) More info...
  • Probabilistic outlier detection and visualization of smart metre data. (13 December 2017) More info...
  • 2017 Beijing Workshop on Forecasting. (18 November 2017) More info...