Using ggplot2 for functional time series

This week I’ve been attending the Functional Data and Beyond workshop at the Matrix centre in Creswick. I spoke yesterday about using ggplot2 for functional data graphics, rather than the custom-built plotting functionality available in the many functional data packages, including my own rainbow package written with Hanlin Shang. It is a much more powerful and flexible way to work, so I thought it would be useful to share some examples.

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M4 Forecasting Conference

Following the highly successful M4 Forecasting Competition, there will be a conference held on 10-11 December at Tribeca Rooftop, New York, to discuss the results. The conference will elaborate on the findings of the M4 Competition, with prominent speakers from leading business firms (Amazon, Uber, Google, Microsoft, SAS, and ProLogistica) and top universities. Nassim Nicholas Taleb will deliver a keynote address about uncertainty in forecasting and elaborate on his claims that “tail risks are much worse now than in 2007” while Spyros Makridakis will discuss how organizations can benefit by improving the accuracy of their predictions and assessing uncertainty realistically.

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Recent publications

  • Anastasios Panagiotelis, George Athanasopoulos, Rob J Hyndman, Bin Jiang, Farshid Vahid (2018) Macroeconomic forecasting for Australia using a large number of predictors. International Journal of Forecasting, 35, to appear. 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
  • Catherine Leigh, Sevvandi Kandanaarachchi, James M McGree, Rob J Hyndman, Omar Alsibai, Kerrie Mengersen, Erin E Peterson (2018) Predicting Sediment and Nutrient Concentrations in Rivers Using High Frequency Water Quality Surrogates. Abstract  pdf
  • Pablo Montero-Manso, George Athanasopoulos, Rob J Hyndman, Thiyanga S Talagala (2018) FFORMA: Feature-based Forecast Model Averaging. 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...