IJF Tao Hong Award 2018
Every two years, the International Journal of Forecasting awards a prize to the best paper on energy forecasting. The prize is generously funded by Professor Tao Hong. This year, we will award the prize to a paper published in the IJF during the period 2015-2016. The prize will be US$1000 plus an engraved plaque. The award committee is Rob J Hyndman, Pierre Pinson and James Mitchell. Nominations are invited from any reader of the IJF.M4 Forecasting Competition update
The official guidelines for the M4 competition have now been published, and there have been several developments since my last post on this. There is now a prize for prediction interval accuracy using a scaled version of the Mean Interval Score. If the $100(1-\alpha)$% prediction interval for time $t$ is given by $[L_{t},U_{t}]$, for $t=1,\dots,h$, then the MIS is defined as $$\frac{1}{h}\sum_{t=1}^{h} \left[ (U_t-L_t) + \frac{2}{\alpha}(L_t-Y_t)1(Y_t < L_t) + \frac{2}{\alpha}(Y_t-U_t)1(Y_t > U_t) \right] $$ where $Y_t$ is the observation at time $t$.Recent publications
- 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, to appear. Abstract DOI pdf
- Rob J Hyndman, Xueqin Lin, Pierre Pinson (2018) Visualizing big energy data. IEEE Power and Energy Magazine, to appear. Abstract DOI
Recent and upcoming seminars
- Probabilistic outlier detection and visualization of smart metre data. (13 December 2017) More info...
- 2017 Beijing Workshop on Forecasting. (18 November 2017) More info...
- High dimensional time series analysis. (1 November 2017) More info...
- Analysing sub-daily time series data. (12 October 2017) More info...