Hyndsight

Thoughts on research, forecasting, statistics, and other distractions

AIC calculations

AIC
The AIC returned by TSLM() is different from that returned by lm(). Why?
1 November 2023

P-values for prediction intervals

forecasting
time series
Does it make any sense to compute p-values for prediction intervals?
18 October 2023

How NASA didn’t discover the hole in the ozone layer

anomalies
I am writing a new textbook on anomaly detection. It probably won’t be finished for at least a year, but here is an excerpt.
29 September 2023

Forecast model selection

forecasting
time series
When using a training/test split, or time-series cross-validation, are you choosing a specific model or a model class?
27 September 2023

Videos for Forecasting: principles and practice (3rd ed)

forecasting
time series
fpp
otexts
video
Over the past 6 months, George Athanasopoulos and I have added videos to most sections of the 3rd edition of our textbook Forecasting: principles and practice.
21 July 2023

Degrees of freedom for a Ljung-Box test

forecasting
time series
The Ljung-Box test is widely used to test for autocorrelation remaining in the residuals after fitting a model to a time series. In this post, I look at the degrees of freedom used in such tests.
28 June 2023

Forecasting podcasts

forecasting
podcast
I’ve been interviewed for several podcasts over the last few years. It’s always fun to talk about my work, and I hope there are enough differences between them to make it…
26 May 2023

Forecasting workshops in New York and Chicago

forecasting
R
conferences
teaching
I’m giving a 2-day workshop on “Tidy Time Series and Forecasting in R”, first at the New York R Conference in July, and then at the Posit Conference in Chicago in September.
13 April 2023

Monash Quarto Templates

quarto
rmarkdown
Monash University
reproducible research
I’ve created some quarto templates with Monash University branding.
2 January 2023

We need more open data in Australia

data
I made the following comments in an ISI webinar today on Statistical and Data Science Issues in Australasia.
13 December 2022

Derivations of forecast variance for benchmark methods

forecasting
In my forecasting textbook coauthored with George Athanasopoulos, we provide formulas for the forecast variances of four simple benchmark forecasting methods, but we don’t explain where they come from. So here are the derivations.
8 December 2022

Australian Academy of Science

forecasting
anomalies
AAS
The Australian Academy of Science has put out a new video about my work.
25 November 2022

Python implementations of time series forecasting and anomaly detection

Python
forecasting
anomalies
hts
Regular readers will know that I develop statistical models and algorithms, and I write R implementations of them. I’m often asked if there are also Python implementations available. There are.
7 October 2022

Notation for forecast reconciliation

forecasting
hts
The various papers on forecast reconcilation written over the last 13 years have not used a consistent notation. We have revised our notation as we have slowly come to understand the problem better. This is common in a new area, but it makes it tricky to read the literature as you need to figure out how the notation of each paper maps to what you’ve already read.
6 October 2022

WOMBAT 2022

conferences
data science
Monash University
R
statistics
WOMBAT is back! The WOMBAT conferences are “Workshops Organized by the Monash Business Analytics Team”. The first one was held in 2016, and later editions took place in 2017 and 2019. The 2022 version will take place on 6-7 December.
20 September 2022

Migrating from Disqus to giscus

computing
I’ve long wanted to ditch Disqus as the commenting system on this blog, as it is bloated, adds a lot of extra and unnecessary links, and generally looks noisy.
9 September 2022

Time series and forecasting workshop: 9-10 November 2022

forecasting
R
In most recent years, I’ve run a 2-3 day workshop, held in various locations around the world. The one this year will be in Canberra on 9-10 November, and will be taught jointly with Associate Professor Bahman Rostami-Tabar. Details are here.
9 September 2022

Migrating to Quarto

computing
quarto
This website is now managed using Quarto. It ran using blogdown for the last six years, and various other platforms before that. But Quarto had a few advantages, and I wanted to learn how to do it, so here we are.
7 September 2022

The cricketdata package

R
data
The cricketdata package has been around for a few years on github, and it has been on CRAN since February 2022. There are only four functions:
5 June 2022

Monash time series forecasting repository

time series
forecasting
data science
R
Python
The Monash time series forecasting respository is a comprehensive collection of time series data made available in a convenient form to encourage empirical forecast…
23 February 2022

Simulating from TBATS models

time series
R
forecasting
data science
I’ve had several requests for an R function to simulate future values from a TBATS model. We will eventually include TBATS in the fable package, and the facilities will be…
18 February 2022

Job advertisements

jobs
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…
5 January 2022

Detecting time series outliers

time series
R
data science
anomalies
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.
28 August 2021

Forecasting: Principles and Practice

forecasting
9 August 2021

Useful extensions for online books

publishing
writing
I’ve had two recent questions from readers of my online textbook (with George Athanasopoulos) which could be solved using Google Chrome extensions.
18 June 2021

What is forecasting?

forecasting
3 June 2021

 

Time series cross-validation using fable

time series
R
forecasting
data science
Time series cross-validation is handled in the fable package using the stretch_tsibble() function to generate the data folds. In this post I will give two examples of how to…
16 May 2021

 

Call for papers: Innovations in hierarchical forecasting

research
ijf
forecasting
hts
There is a new call for papers for a special issue of the International Journal of Forecasting on “Innovations in hierarchical forecasting”.
26 October 2020

 

Co-authorships for sale

research
publishing
journals
writing
This is an interesting development! How many papers are published by bogus authors, and what is the going price for a coauthorship? Needless to say, this is appalling and…
20 October 2020

 

Contraceptive forecasting competition

time series
forecasting
Here’s an interesting new forecasting competition that came via my inbox this week.
24 July 2020

 

Terminology matters

time series
statistics
econometrics
I was reminded again this week that getting the right terminology is important. Some of my colleagues who work in machine learning wrote a paper entitled “Time series…
26 June 2020

Seasonal mortality rates

time series
statistics
demography
The weekly mortality data recently published by the Human Mortality Database can be used to explore seasonality in mortality rates. Mortality rates are known to be seasonal…
24 May 2020

Excess deaths for 2020

time series
statistics
epidemiology
demography
The reported COVID19 deaths in each country are often undercounts due to different reporting practices, or people dying of COVID19 related causes without ever being tested.…
21 May 2020

Why log ratios are useful for tracking COVID-19

time series
statistics
epidemiology
There have been some great data visualizations produced of COVID-19 case and deaths data, the best known of which is the graph from John Burn-Murdoch in the “Financial Times”…
5 April 2020

 

Forecasting COVID-19

time series
statistics
forecasting
epidemiology
Forecasting pandemics is harder than many people think. In my book with George Athanasopoulos, we discuss the contributing factors that make forecasts relatively accurate.…
22 March 2020

 

Electricity demand data in tsibble format

time series
statistics
R
tidyverts
The tsibbledata packages contains the vic_elec data set, containing half-hourly electricity demand for the state of Victoria, along with corresponding temperatures from the…
7 February 2020

 

ABS time series as tsibbles

time series
statistics
R
tidyverts
Australian data analysts will know how frustrating it is to work with time series data from the Australian Bureau of Statistics. They are stored as multiple ugly Excel files…
24 January 2020

Non-Gaussian forecasting using fable

time series
graphics
statistics
R
tidyverts
forecasting
In my previous post about the new fable package, we saw how fable can produce forecast distributions, not just point forecasts. All my examples used Gaussian (normal)…
17 October 2019

Tidy forecasting in R

time series
graphics
statistics
R
tidyverts
forecasting
The fable package for doing tidy forecasting in R is now on CRAN. Like tsibble and feasts, it is also part of the tidyverts family of packages for analysing, modelling and…
29 September 2019

Feature-based time series analysis

time series
graphics
statistics
R
tidyverts
anomalies
data science
In my last post, I showed how the feasts package can be used to produce various time series graphics.
16 September 2019

Time series graphics using feasts

time series
graphics
statistics
R
tidyverts
This is the second post on the new tidyverts packages for tidy time series analysis. The previous post is here.
30 August 2019

Tidy time series data using tsibbles

time series
graphics
statistics
R
tidyverts
There is a new suite of packages for tidy time series analysis, that integrates easily into the tidyverse way of working. We call these the tidyverts packages, and they are…
29 August 2019

 

Poll position: statistics and the Australian federal election

politics
statistics
R
One of the few people in Australia who did not write off a possible Coalition win at the recent federal election was Peter Ellis. We’ve invited him to come and give a talk…
26 May 2019

 

You are what you vote

politics
statistics
R
I’ve tried my hand at writing for the wider public with an article for The Conversation based on my paper with Di Cook and Jeremy Forbes on “Spatial modelling of the…
17 May 2019

 

Translations of “Forecasting: principles and practice”

forecasting
fpp
otexts
references
writing
There are now translations of my forecasting textbook (coauthored with George Athanasopoulos) into Chinese and Korean.
23 April 2019

 

Post-docs in wind and solar power forecasting

forecasting
energy
R
time series
We currently have two postdoc opportunities together with an industry partner in the field of wind and solar power forecasting (full time, Level B). They are suitable for…
21 February 2019

 

Advice to PhD applicants

computing
mathematics
statistics
supervision
For students who are interested in doing a PhD at Monash under my supervision.
25 January 2019

 

forecast 8.5

forecasting
graphics
R
time series
The latest minor release of the forecast package has now been approved on CRAN and should be available in the next day or so.
18 January 2019

 

Network for early career researchers in forecasting

forecasting
conferences
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…
22 December 2018

Why doesn’t auto.arima() return the model with the lowest AICc value?

This question seems to come up frequently on crossvalidated.com or in my inbox.
18 December 2018

Using ggplot2 for functional time series

time series
R
graphics
This week I’ve been attending the Functional Data and Beyond workshop at the Matrix centre in Creswick.
12 December 2018

M4 Forecasting Conference

forecasting
R
reproducible research
time series
conferences
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.
28 November 2018

National Science Week Melbourne Mathematics Activities

seminars
acems
mathematics
Monash University
Next week is National Science Week and there are a few mathematics activities happening around Melbourne that are being sponsored by ACEMS.
6 August 2018

 

Saving ts objects as csv files

time series
R
Occasionally R might not be the tool you want to use (hard to believe, but apparently that happens). Then you may need to export some data from R via a csv file. When the…
3 August 2018

 

UseR!2018 talks

All talks from useR!2018, held in Brisbane last week, are now available on YouTube.
15 July 2018

Seasonal decomposition of short time series

seasonality
time series
R
Many users have tried to do a seasonal decomposition with a short time series, and hit the error “Series has less than two periods”.
14 July 2018

A forecast ensemble benchmark

forecasting
time series
R
Forecasting benchmarks are very important when testing new forecasting methods, to see how well they perform against some simple alternatives. Every week I get sent papers…
24 June 2018

 

Forecasting in NYC: 25-27 June 2018

forecasting
time series
R
conferences
data science
In late June, I will be in New York to teach my 3-day workshop on Forecasting using R. Tickets are available at Eventbrite.
23 April 2018

forecast v8.3 now on CRAN

forecasting
time series
R
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…
14 April 2018

 

A brief history of time series forecasting competitions

forecasting
reproducible research
time series
R
Prediction competitions are now so widespread that it is often forgotten how controversial they were when first held, and how influential they have been over the years.
11 April 2018

 

R package for M4 Forecasting Competition

forecasting
R
reproducible research
time series
The M4 forecasting competition is well under-way, and a few of my PhD students have been working on submissions.
26 March 2018

 

IJF Tao Hong Award 2018

prizes
forecasting
energy
IJF
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…
13 March 2018

M4 Forecasting Competition update

forecasting
R
reproducible research
time series
The official guidelines for the M4 competition have now been published, and there have been several developments since my last post on this.
22 December 2017

Some new time series packages

R
reproducible research
time series
data science
data
anomalies
This week I have finished preliminary versions of two new R packages for time series analysis. The first (tscompdata) contains several large collections of time series that…
29 November 2017

 

M4 Forecasting Competition: response from Spyros Makridakis

forecasting
R
reproducible research
time series
Following my post on the M4 competition yesterday, Spyros Makridakis sent me these comments for posting here.
20 November 2017

M4 Forecasting Competition

forecasting
R
reproducible research
time series
The “M” competitions organized by Spyros Makridakis have had an enormous influence on the field of forecasting. They focused attention on what models produced good…
19 November 2017

 

Come and work with me

Monash University
jobs
acems
R
data science
I have funding for a new post-doctoral research fellow, on a 2-year contract, to work with me and Professor Kate Smith-Miles on analysing large collections of time series…
14 November 2017

 

2017 Beijing Workshop on Forecasting

conferences
data science
forecasting
R
Later this month I’m speaking at the 2017 Beijing Workshop on Forecasting, to be held on Saturday 18 November at the Central University of Finance and Economics.
1 November 2017

 

Looking for a new research assistant

Monash University
jobs
R
data science
I’m currently looking for a new research assistant to help (primarily) with some modelling and R coding as part of a project on forecasting mobile phone sales. The position…
7 September 2017

rOpenSci OzUnconference coming to Melbourne

conferences
data science
R
rOpenSci
reproducible research
For a second year running, there will be another rOpenSci OzUnconference in Australia. This one will be held in Melbourne, on 26-27 October 2017.
7 September 2017

 

Finding distinct rows of a tibble

R
statistics
computing
I’ve been using R or its predecessors for about 30 years, so I tend to I know a lot about R, but I don’t necessarily know how to use modern R tools. Lately, I’ve been…
31 August 2017

 

Forecasting workshop in Perth

conferences
forecasting
fpp
otexts
R
teaching
On 26-28 September 2017, I will be running my 3-day workshop in Perth on “Forecasting: principles and practice” based on my book of the same name.
30 July 2017

IJF Best Paper Award 2017

prizes
forecasting
journals
IJF
At the recent International Symposium on Forecasting, I announced the awards for the best paper published in the International Journal of Forecasting in the period 2014–2015.
12 July 2017

IIF Tao Hong Award 2016

prizes
forecasting
energy
IJF
A generous donation from Professor Tao Hong has funded this new award for papers on energy forecasting published in the International Journal of Forecasting. The award for…
9 July 2017

IIF Fellow Ralph Snyder

statistics
prizes
forecasting
At the International Symposium on Forecasting last week, my friend and colleague Ralph Snyder was made a Fellow of the International Institute of Forecasters.
7 July 2017

Hex stickers for the forecast package

forecasting
R
I’ve caved in to the hex sticker craze, and produced some hex stickers for the forecast package for R. If you attend a workshop I teach, I’ll give you one.
26 June 2017

Why I’m not celebrating the 2016 impact factors

ijf
journals
Once every year, the journal citation reports are released including journal impact factors. This year, the International Journal of Forecasting 2-year impact factor has…
21 June 2017

My new DataCamp course: Forecasting Using R

forecasting
R
time series
For the past few months I’ve been working on a new DataCamp course teaching Forecasting using R. I’m delighted that it is now available for anyone to do.
1 June 2017

Prediction intervals for NNETAR models

forecasting
R
time series
The nnetar function in the forecast package for R fits a neural network model to a time series with lagged values of the time series as inputs (and possibly some other…
25 May 2017

 

ISI Karl Pearson Prize for 2017

statistics
prizes
Recently I was privileged to sit on the committee that selects the winner of the Karl Pearson Prize. KP was, of course, an early mathematical statistician, famous for many…
23 May 2017

 

Handgun acquisitions in California after two mass shootings

time series
statistics
My new paper (Studdert et al, 2017) on “Handgun acquisitions in California after two mass shootings” has been attracting some press. Here are some of the news items I’ve…
4 May 2017

 

Monthly seasonality

R
seasonality
time series
I regularly get asked why I don’t consider monthly seasonality in my models for daily or sub-daily time series. For example, this recent comment on my post on seasonal…
3 May 2017

 

Converting to blogdown

computing
R
This website has gone through several major updates over the years. It began in 1993 as some handcrafted html files, transitioned to Joomla and later to Wordpress. Then it…
30 April 2017

 

Software for honours students

LaTeX
Monash University
R
references
rmarkdown
I spoke to our new crop of honours students this morning. Here are my slides, example files and links.
5 April 2017

 

Monash Rmarkdown templates on github

beamer
Monash University
reproducible research
research team
rmarkdown
Rmarkdown templates for staff and students in my department are now available via the monash package on github. This provides templates for
31 March 2017

 

Academic phishing

conferences
journals
Invitations to write for bogus journals and speak at bogus conferences keep rolling in. Here is one I received today.
18 March 2017

 

Follow-up forecasting forum in Eindhoven

data science
forecasting
fpp
R
seminars
statistics
teaching
time series
Last October I gave a 3-day masterclass on “Forecasting with R” in Eindhoven, Netherlands. There is a follow-up event planned for Tuesday 18 April 2017. It is particularly…
8 March 2017

 

WOMBAT MeDaScIn 2017

conferences
data science
seminars
Last year we had WOMBAT (Workshop Organized by the Monash Business Analytics Team) at the zoo, and MeDaScIn (Melbourne Data Science Initiative) in the city.
7 March 2017

 

IJF Best Paper Award 2014-2015

forecasting
IJF
journals
references
prizes
Every two years we award a prize for the best paper published in the International Journal of Forecasting. It is now time to identify the best paper published in the IJF…
1 March 2017

forecast 8.0

forecasting
graphics
R
time series
In what is now a roughly annual event, the forecast package has been updated on CRAN with a new version, this time 8.0.
1 March 2017

Invited sessions at ISF2017

conferences
forecasting
ISF2017
We are still looking for a few more invited sessions for the International Symposium on Forecasting, to be held in Cairns, Australia, 25-28 June 2017.
28 February 2017

Forecasters: bring your family to Cairns

conferences
forecasting
ISF2017
We know Australia is a long way to come for many forecasters, so we are making it easy for you to bring your families along to the International Symposium on Forecasting and…
15 February 2017

The Australian Macro Database

data science
econometrics
reproducible research
time series
AusMacroData is a new website that encourages and facilitates the use of quantitative, publicly available Australian macroeconomic data.  The Australian Macro Database…
15 February 2017

 

Forecasting practitioner talks at ISF 2017

conferences
data science
forecasting
ISF2017
The International Symposium on Forecasting is a little unusual for an academic conference in that it has always had a strong presence of forecasters working in business and…
3 February 2017

 

Simulating from a specified seasonal ARIMA model

fpp
R
time series
From my email today
27 January 2017

 

IJF Tao Hong Award for the best paper in energy forecasting 2013-2014

energy
forecasting
IJF
prizes
Professor Tao Hong has generously funded a new prize for the best IJF paper on energy forecasting, to be awarded every two years. The first award will be for papers…
11 January 2017

 

What is going on?

IJF
journals
I seem to be getting an increasing number of submissions where the author has clearly not bothered to actually check that the paper was submitted correctly. Here is a…
12 December 2016

Cross-validation for time series

forecasting
R
statistics
time series
I’ve added a couple of new functions to the forecast package for R which implement two types of cross-validation for time series.
5 December 2016

Invited sessions at the International Symposium on Forecasting

conferences
forecasting
ISF2017
We are currently calling for invited session proposals for the ISF to be held in Cairns, Australia, in June 2017.
28 November 2016

 

We’re still hiring at Monash

We have another position available, this time for a lecturer (equivalent to an assistant professor tenure track in the US). The department covers a wide range of areas in…
7 November 2016

 

Q&A: predictive analytics

data science
forecasting
technology
A major news outlet interviewed me on predictive analytics. Here were my responses.
24 October 2016

 

Q&A time

consulting
data science
forecasting
R
Someone sent me some questions by email, and I decided to answer some of them here.
23 October 2016

 

Tourism forecasting competition data as an R package

forecasting
R
reproducible research
time series
The data used in the tourism forecasting competition, discussed in Athanasopoulos et al (2011), have been made available in the Tcomp package for R. The objects are of the…
22 October 2016

 

GEFCom2017: Hierarchical Probabilistic Load Forecasting

conferences
energy
forecasting
hts
After the great success of the previous two energy forecasting competitions we have run (GEFCom2012 and GEFCom2014), we are holding another one, this time focused on…
15 October 2016

 

Come to Melbourne, even if not to Monash

data science
jobs
mathematics
Monash University
statistics
The University of Melbourne is advertising for a “Professor in Statistics (Data Science)”. Melbourne (the city) is fast becoming a vibrant centre for data science and…
12 October 2016

 

Hadley Wickham Master R Developer course coming to Melbourne

computing
data science
R
seminars
Hadley Wickham’s popular R developer course is coming to Melbourne on 12-13 December 2016. Bookings can be made via Eventbrite.
6 October 2016

 

Call for forecasting workshops in Cairns, Australia

forecasting
ISF2017
seminars
The 37th annual International Symposium on Forecasting will be held in Cairns, Australia, from 25-28 June 2017. We plan to hold some workshops on Sunday 25 June, before the…
29 September 2016

 

Eindhoven seminar on time series visualization

data science
graphics
seminars
time series
I’m currently in the Netherlands for a few weeks, and I’ll be giving a seminar at the Data Science Centre in Eindhoven next Wednesday afternoon on “Visualization of big time…
27 September 2016

Forecast intervals for aggregates

forecasting
R
time series
A common problem is to forecast the aggregate of several time periods of data, using a model fitted to the disaggregated data. For example, you may have monthly data but…
15 September 2016

R package forecast v7.2 now on CRAN

forecasting
graphics
R
seasonality
time series
I’ve pushed a minor update to the forecast package to CRAN. Some highlights are listed here.
9 September 2016

R packages for forecast combinations

forecasting
R
It has been well-known since at least 1969, when Bates and Granger wrote their famous paper on “The Combination of Forecasts”, that combining forecasts often leads to better…
1 September 2016

 

Sponsorship for the Cairns forecasting conference

conferences
forecasting
ISF2017
Regular readers will know that the International Symposium on Forecasting is coming to Australia in June 2017. This is the leading international forecasting conference, and…
31 August 2016

 

Rmarkdown template for a Monash working paper

LaTeX
Monash University
R
reproducible research
research team
writing
rmarkdown
This is only directly relevant to my Monash students and colleagues, but the same idea might be useful for adapting to other institutions.
28 August 2016

The thief package for R: Temporal HIErarchical Forecasting

forecasting
R
hts
seasonality
time series
I have a new R package available to do temporal hierarchical forecasting, based on my paper with George Athanasopoulos, Nikolaos Kourentzes and Fotios Petropoulos. (Guess…
22 August 2016

 

Tourism time series repository

forecasting
IJF
reproducible research
time series
A few years ago, I wrote a paper with George Athanasopoulos and others about a tourism forecasting competition. We originally made the data available as an online supplement…
10 August 2016

 

The latest IJF issue with GEFCom2014 results

energy
forecasting
IJF
journals
reproducible research
The latest issue of the IJF is a bumper issue with over 500 pages of forecasting insights.
10 June 2016

2017 International Symposium on Energy Analytics

conferences
energy
forecasting
IJF
ISF2017
This will be a great conference, and it is in a great location — Cairns, Australia, right by the Great Barrier Reef. Even better, if you stay on you can attend the Internatio…
3 June 2016

Forecast v7 (part 2)

forecasting
graphics
R
time series
As mentioned in my previous post on the forecast package v7, the most visible feature was the introduction of ggplot2 graphics. This post briefly summarizes the remaining…
1 June 2016

 

Explore Australian Elections Data with R

data science
graphics
R
statistics
This is a guest post by my colleague Professor Di Cook, cross-posted from her Visiphilia blog. Di and I are two of the authors of the new eechidna package for R, now on CRAN.
27 May 2016

SSA helping you find a job

data science
jobs
statistics
One of the great services of the Statistical Society of Australia is an excellent jobs board advertising available jobs for statisticians, data analysts, data scientists…
12 May 2016

forecast v7 and ggplot2 graphics

forecasting
graphics
R
time series
Version 7 of the forecast package was released on CRAN about a month ago, but I’m only just getting around to posting about the new features.
9 May 2016

 

Sample quantiles 20 years later

computing
R
statistics
Almost exactly 20 years ago I wrote a paper with Yanan Fan on how sample quantiles are computed in statistical software. It was cited 43 times in the first 10 years, and 457…
28 March 2016

Plotting overlapping prediction intervals

forecasting
graphics
R
I often see figures with two sets of prediction intervals plotted on the same graph using different line types to distinguish them. The results are almost always unreadable.…
23 March 2016

 

rOpenSci unconference in Brisbane, 21-22 April 2016

conferences
data science
R
rOpenSci
reproducible research
The first rOpenSci unconference in Australia will be held on Thursday and Friday (April 21-22) in Brisbane, at the Microsoft Innovation Centre.
21 March 2016

numbat

Monash Business Analytics Team Profile

data science
Monash University
R
statistics
Our research group been growing lately, as you can see below! We were featured in the latest issue of the Monash newsletter The Insider. Check it out.
9 March 2016

 

Model variance for ARIMA models

forecasting
R
statistics
time series
From today’s email:
4 March 2016

 

Omitting outliers

data science
statistics
Someone sent me this email today:
25 February 2016

 

Electricity price forecasting competition

conferences
data science
energy
forecasting
The GEFCom competitions have been a great success in generating good research on forecasting methods for electricity demand, and in enabling a comprehensive comparative…
17 February 2016

 

What’s your Hall number?

obituary
productivity
statistics
Today I attended the funeral of Peter Hall, one of the finest mathematical statisticians ever to walk the earth and easily the best from Australia. One of the most…
28 January 2016

 

ACEMS Business Analytics Prize 2016

data science
Monash University
acems
phd
prizes
statistics
We have established a new annual prize for research students at Monash University in the general area of business analytics, funded by the Australian Centre of Excellence in…
20 January 2016

Farewell Peter Hall (1951-2016)

obituary
statistics
Peter Hall passed away on Saturday after a long battle with illness over the last couple of years. No statistician will need reminding of Peter’s extensive contributions to…
11 January 2016

 

Starting a career in data science

computing
data science
jobs
R
statistics
I received this email from one of my undergraduate students:
30 December 2015

 

Making data analysis easier

conferences
data science
Monash University
R
statistics
Di Cook and I are organizing a workshop on “Making data analysis easier” for 18-19 February 2016.
21 December 2015

 

RStudio just keeps getting better

computing
productivity
R
RStudio has been a life-changer for the way I work, and for how I teach data analysis. I still have a couple of minor frustrations with it, but they are slowly disappearing…
11 December 2015

Screenshot from 2015-12-10 07-52-10

Who’s downloading the forecast package?

computing
forecasting
fpp
otexts
R
The github page for the forecast package currently shows the following information
10 December 2015

 

The hidden benefits of open-source software

computing
consulting
data science
forecasting
jobs
R
research team
statistics
I’ve been having discussions with colleagues and university administration about the best way for universities to manage home-grown software.
30 November 2015

 

ODI looking for young postgrad statisticians

econometrics
jobs
statistics
The Overseas Development Institute Fellowship Scheme sends young postgraduate statisticians (and economists) to work in the public sectors of developing countries in Africa…
13 November 2015

Piecewise linear trends

forecasting
R
time series
trend
I prepared the following notes for a consulting client, and I thought they might be of interest to some other people too.
28 October 2015

 

forecast package v6.2

computing
forecasting
R
time series
It is a while since I last updated the CRAN version of the forecast package, so I uploaded the latest version (6.2) today. The github version remains the most up-to-date…
20 October 2015

20151006_131759

Stanford seminar

forecasting
hts
R
seminars
time series
I gave a seminar at Stanford today. Slides are below. It was definitely the most intimidating audience I’ve faced, with Jerome Friedman, Trevor Hastie, Brad Efron, Persi…
7 October 2015

 

Reproducibility in computational research

data science
LaTeX
R
reproducible research
statistics
Jane Frazier spoke at our research team meeting today on “Reproducibility in computational research”. We had a very stimulating and lively discussion about the issues…
25 September 2015

 

International Symposium on Forecasting: Spain 2016

conferences
forecasting
June 19-22, 2016 Santander, Spain – Palace of La Magdalena
21 September 2015

Unbelievable

evidence
religion
This is a very different book from my usual areas of forecasting and statistics. It is a personal memoir describing my journey of deconversion from Christianity.
16 September 2015

 

IJF vol 31(4): Forecasting in telecommunications and ICT

forecasting
IJF
journals
The last issue of the International Journal of Forecasting for 2015 has been released. This one contains the usual mix of topics, plus a special section on Forecasting in…
15 September 2015

 

Advice to other journal editors

journals
refereeing
I get asked to review journal papers almost every day, and I have to say no to almost all of them. I know it is hard to find reviewers, but many of these requests indicate…
13 September 2015

Mathematical annotations on R plots

computing
graphics
LaTeX
R
I’ve always struggled with using plotmath via the expression function in R for adding mathematical notation to axes or legends. For some reason, the most obvious way to…
2 September 2015

 

The bias-variance decomposition

data science
statistics
teaching
This week, I am teaching my Business Analytics class about the bias-variance trade-off. For some reason, the proof is not contained in either ESL or ISL, even though it is…
3 August 2015

Murphy diagrams in R

forecasting
graphics
R
statistics
time series
At the recent International Symposium on Forecasting, held in Riverside, California, Tillman Gneiting gave a great talk on “Evaluating forecasts: why proper scoring rules…
16 July 2015

 

Useful tutorials

computing
data science
productivity
R
reproducible research
There are some tools that I use regularly, and I would like my research students and post-docs to learn them too. Here are some great online tutorials that might help.
1 July 2015

 

My Yahoo talk is now online

computing
data science
forecasting
R
seminars
time series
video
Last week I gave a talk in the Yahoo! Big Thinkers series. The video of the talk is now online and embedded below.
30 June 2015

 

Keeping up to date with my research papers

productivity
references
seminars
Many people ask me to let them know when I write a new research paper. I can’t do that as there are too many people involved, and it is not scalable.
27 June 2015

 

IJF best paper awards

conferences
econometrics
forecasting
IJF
journals
references
time series
prizes
Today at the International Symposium on Forecasting, I announced the awards for the best paper published in the International Journal of Forecasting in the period 2012-2013.
24 June 2015

 

North American seminars: June 2015

conferences
data science
energy
forecasting
R
seminars
statistics
time series
For the next few weeks I am travelling in North America and will be giving the following talks.
16 June 2015

 

R vs Autobox vs ForecastPro vs …

computing
forecasting
IJF
R
reproducible research
time series
Every now and then a commercial software vendor makes claims on social media about how their software is so much better than the forecast package for R, but no details are…
3 June 2015

 

A new R package for detecting unusual time series

computing
data science
R
time series
The anomalous package provides some tools to detect unusual time series in a large collection of time series. This is joint work with Earo Wang (an honours student at…
31 May 2015

 

New in forecast 6.0

computing
forecasting
R
statistics
time series
This week I uploaded a new version of the forecast package to CRAN. As there were a lot of changes, I decided to increase the version number to 6.0.
15 May 2015

More changes to the IJF editorial board

forecasting
IJF
journals
The editorial board of the International Journal of Forecasting is going through a renewal process with several changes to the team of editors and the team of associate…
14 May 2015

 

Nominations for IJF Best Paper 2012-2013

forecasting
IJF
journals
references
The following papers have been nominated for the best paper published in the International Journal of Forecasting in 2012-2013. I have included an excerpt from the…
7 May 2015

 

Thinking big at Yahoo

data science
forecasting
seminars
time series
I’m speaking in the “Yahoo Labs Big Thinkers” series on Friday 26 June. I hope I can live up to the title!
23 April 2015

Travelling Thilaksha

conferences
Monash University
phd
research team
One of my PhD students, Thilaksha Tharanganie, has been very successful in getting travel funding to attend conferences. She was the subject of a write-up in today’s Monash…
22 April 2015

 

Feeling the FPP love

forecasting
fpp
otexts
R
It is now exactly 12 months since the print version of my forecasting textbook with George Athanasopoulos was released on Amazon.com. Although the book is freely available…
10 April 2015

 

Paperpile makes me more productive

organization
phd
productivity
references
research team
technology
One of the first things I tell my new research students is to use a reference management system to help them keep track of the papers they read, and to assist in creating…
9 April 2015

 

Help

This is not a help service for all your R and forecasting questions, so please don’t post questions in the comments, or send them to me by email.
9 April 2015

 

A new open source data set for detecting time series outliers

computing
data science
R
reproducible research
time series
Yahoo Labs has just released an interesting new data set useful for research on detecting anomalies (or outliers) in time series data. There are many contexts in which…
1 April 2015

 

What to cite?

journals
references
writing
This question comes from a comment on another post:
25 March 2015

Screenshot from 2015-03-18 13:04:50

Dark themes for writing

computing
LaTeX
R
writing
I spend much of my day sitting in front of a screen, coding or writing. To limit the strain on my eyes, I use a dark theme as much as possible. That is, I write with light…
18 March 2015

 

Common reasons for rejection

forecasting
IJF
journals
refereeing
Every week I reject some papers submitted to the International Journal of Forecasting, without sending the papers off to associate editors or reviewers. Here are five of the…
12 March 2015

 

Statistical modelling and analysis of big data

conferences
data science
forecasting
graphics
seminars
statistics
I’m currently attending the one day workshop on this topic at QUT in Brisbane. This morning I spoke on “Visualizing and forecasting big time series data”. My slides are here.
23 February 2015

Thanks Paul and welcome Dilek

forecasting
IJF
journals
Today, there is a change in editors at the International Journal of Forecasting. Paul Goodwin is retiring from the editorial board, and Dilek Önkal is taking his place.
10 February 2015

Standard error: a poem

poetry
statistics
writing
This poem was written by David Goddard from the Monash University Department of Epidemiology and Preventive Medicine. It is reproduced here with his permission. The poem won…
4 February 2015

 

IASC Data Analysis Competition 2015

conferences
data science
statistics
The International Association for Statistical Computing (IASC) is holding a Data Analysis Competition. Winners will be invited to present their work at the Joint Meeting of…
2 February 2015

 

RSS feeds for statistics and related journals

data science
forecasting
journals
R
references
statistics
I’ve now resurrected the collection of research journals that I follow, and set it up as a shared collection in feedly. So anyone can easily subscribe to all of the same…
24 January 2015

 

Seminars in Taiwan

data science
forecasting
graphics
hts
kaggle
R
seminars
statistics
I’m currently visiting Taiwan and I’m giving two seminars while I’m here — one at the National Tsing Hua University in Hsinchu, and the other at Academia Sinica in Taipei.…
5 January 2015

Di Cook is moving to Monash

data science
graphics
Monash University
R
research team
I’m delighted that Professor Dianne Cook will be joining Monash University in July 2015 as a Professor of Business Analytics. Di is an Australian who has worked in the US…
24 December 2014

 

New R package for electricity forecasting

consulting
energy
forecasting
R
Shu Fan and I have developed a model for electricity demand forecasting that is now widely used in Australia for long-term forecasting of peak electricity demand. It has…
17 December 2014

Data_Science_VD

Am I a data scientist?

data science
R
statistics
Last night I gave a very short talk (less than 5 minutes) at the Melbourne Analytics Charity Christmas Gala, a combined event of the Statistical Society of Australia, Data…
9 December 2014

Honoring Herman Stekler

forecasting
IJF
journals
The first issue of the IJF for 2015 has just been published, and I’m delighted that it includes a special section honoring Herman Stekler. It includes articles covering a…
8 December 2014

 

Prediction competitions

data science
forecasting
IJF
kaggle
statistics
Competitions have a long history in forecasting and prediction, and have been instrumental in forcing research attention on methods that work well in practice. In the…
5 December 2014

 

New Australian data on the HMD

demography
R
reproducible research
The Human Mortality Database is a wonderful resource for anyone interested in demographic data. It is a carefully curated collection of high quality deaths and…
27 November 2014

Visualization of probabilistic forecasts

forecasting
graphics
R
statistics
This week my research group discussed Adrian Raftery’s recent paper on “Use and Communication of Probabilistic Forecasts” which provides a fascinating but brief survey of…
21 November 2014

 

IJF review papers

forecasting
IJF
journals
references
Review papers are extremely useful for new researchers such as PhD students, or when you want to learn about a new research field. The International Journal of Forecasting pr…
12 November 2014

 

Seasonal periods

forecasting
R
seasonality
statistics
I get questions about this almost every week. Here is an example from a recent comment on this blog:
7 November 2014

 

ABS seasonal adjustment update

jobs
seasonality
statistics
Since my last post on the seasonal adjustment problems at the Australian Bureau of Statistics, I’ve been working closely with people within the ABS to help them resolve the…
5 November 2014

 

Jobs at Amazon

data science
econometrics
forecasting
jobs
R
statistics
I do not normally post job adverts, but this was very specifically targeted to “applied time series candidates” so I thought it might be of sufficient interest to readers of…
31 October 2014

Prediction intervals too narrow

forecasting
R
statistics
Almost all prediction intervals from time series models are too narrow. This is a well-known phenomenon and arises because they do not account for all sources of…
22 October 2014

hts with regressors

forecasting
hts
R
statistics
The hts package for R allows for forecasting hierarchical and grouped time series data. The idea is to generate forecasts for all series at all levels of aggregation without…
20 October 2014

 

Congratulations to Dr Souhaib Ben Taieb

forecasting
research team
Souhaib Ben Taieb has been awarded his doctorate at the Université libre de Bruxelles and so he is now officially Dr Ben Taieb! Although Souhaib lives in Brussels, and was a…
15 October 2014

Explaining the ABS unemployment fluctuations

jobs
seasonality
statistics
Although the Guardian claimed yesterday that I had explained “what went wrong” in the July and August unemployment figures, I made no attempt to do so as I had no…
10 October 2014

 

Seasonal adjustment in the news

jobs
seasonality
statistics
It’s not every day that seasonal adjustment makes the front page of the newspapers, but it has today with the ABS saying that the recent seasonally adjusted unemployment…
9 October 2014

 

Connect with local employers

data science
jobs
seminars
statistics
I keep telling students that there are lots of jobs in data science (including statistics), and they often tell me they can’t find them advertised. As usual, you do have to…
8 October 2014

 

IIF Sponsored Workshops

conferences
forecasting
IJF
The International Institute of Forecasters sponsors workshops every year, each of which focuses on a specific theme. The purpose of these workshops is to facilitate small…
7 October 2014

 

TBATS with regressors

forecasting
R
statistics
I’ve received a few emails about including regression variables (i.e., covariates) in TBATS models. As TBATS models are related to ETS models, tbats() is unlikely to ever…
6 October 2014

FPP now available as a downloadable e-book

forecasting
fpp
otexts
R
statistics
My forecasting textbook with George Athanasopoulos is already available online (for free), and in print via Amazon (for under $40). Now we have made it available as a…
21 September 2014

 

Tim Harford on forecasting

forecasting
A few weeks ago I had a Skype chat with Tim Harford, the “Undercover Economist” for Britain’s Financial Times. He was working on an article for the FT on forecasting, and…
8 September 2014

Generating quantile forecasts in R

computing
energy
forecasting
R
statistics
From today’s email:
8 September 2014

 

Resources for the FPP book

forecasting
fpp
otexts
R
statistics
teaching
The FPP resources page has recently been updated with several new additions including
3 September 2014

worstgraphic

A new candidate for worst figure

graphics
IJF
R
statistics
Today I read a paper that had been submitted to the IJF which included the following figure
1 September 2014

 

Forecasting with R in WA

conferences
forecasting
fpp
otexts
R
teaching
On 23-25 September, I will be running a 3-day workshop in Perth on “Forecasting: principles and practice” mostly based on my book of the same name.
25 August 2014

 

biblatex for statisticians

LaTeX
references
writing
I am now using biblatex for all my bibliographic work as it seems to have developed enough to be stable and reliable. The big advantage of biblatex is that it is easy to…
22 August 2014

 

GEFCom 2014 energy forecasting competition is underway

data science
energy
forecasting
IJF
kaggle
R
statistics
GEFCom 2014 is the most advanced energy forecasting competition ever organized, both in terms of the data involved, and in terms of the way the forecasts will be evaluated.
18 August 2014

Visit of Di Cook

data science
graphics
Monash University
R
research team
seminars
statistics
Next week, Professor Di Cook from Iowa State University is visiting my research group at Monash University. Di is a world leader in data visualization, and is especially…
13 August 2014

 

What not to say in a job interview

humour
jobs
Monash University
supervision
I’ve interviewed a few people for jobs at Monash University, and there’s always someone who comes out with something surprising. Here are some real examples.
12 August 2014

 

Minimal reproducible examples

computing
R
I occasionally get emails from people thinking they have found a bug in one of my R packages, and I usually have to reply asking them to provide a minimal reproducible…
11 August 2014

 

Student forecasting awards from the IIF

forecasting
grants
prizes
IJF
Monash University
teaching
At the IIF annual board meeting last month in Rotterdam, I suggested that we provide awards to the top students studying forecasting at university level around the world, to…
26 July 2014

2030pyramid

Coherent population forecasting using R

demography
forecasting
R
statistics
This is an example of how to use the demography package in R for stochastic population forecasting with coherent components. It is based on the papers by Hyndman and Booth…
24 July 2014

Plotting the characteristic roots for ARIMA models

computing
forecasting
R
statistics
When modelling data with ARIMA models, it is sometimes useful to plot the inverse characteristic roots. The following functions will compute and plot the inverse roots for…
23 July 2014

 

I am not an econometrician

econometrics
Monash University
statistics
I am a statistician, but I have worked in a department of predominantly econometricians for the past 17 years. It is a little like an Australian visiting the United States.…
21 July 2014

 

Variations on rolling forecasts

computing
forecasting
R
statistics
Rolling forecasts are commonly used to compare time series models. Here are a few of the ways they can be computed using R. I will use ARIMA models as a vehicle of…
16 July 2014

 

Varian on big data

computing
econometrics
forecasting
R
references
research team
statistics
Last week my research group discussed Hal Varian’s interesting new paper on “Big data: new tricks for econometrics”, Journal of Economic Perspectives, 28(2): 3-28.
16 June 2014

 

Specifying complicated groups of time series in hts

computing
forecasting
hts
R
StackExchange
statistics
time series
With the latest version of the hts package for R, it is now possible to specify rather complicated grouping structures relatively easily.
15 June 2014

 

European talks. June-July 2014

conferences
demography
forecasting
R
seminars
statistics
For the next month I am travelling in Europe and will be giving the following talks.
14 June 2014

 

Creating a handout from beamer slides

beamer
conferences
LaTeX
seminars
teaching
I’m about to head off on a speaking tour to Europe (more on that in another post) and one of my hosts has asked for my powerpoint slides so they can print them. They have…
11 June 2014

 

Data science market places

computing
consulting
data science
forecasting
jobs
statistics
Some new websites are being established offering “market places” for data science. Two I’ve come across recently are Experfy and SnapAnalytx.
26 May 2014

 

Structural breaks

econometrics
forecasting
statistics
I’m tired of reading about tests for structural breaks and here’s why.
23 May 2014

 

To explain or predict?

econometrics
forecasting
references
research team
statistics
Last week, my research group discussed Galit Shmueli’s paper “To explain or to predict?”, Statistical Science, 25(3), 289-310. (See her website for further materials.) This…
19 May 2014

 

Questions on the business analytics jobs

jobs
Monash University
I’ve received a few questions on the business analytics jobs advertised last week. I think it is best if I answer them here so other potential candidates can have the same…
13 May 2014

 

ARIMA models with long lags

forecasting
R
statistics
Today’s email question:
8 May 2014

 

New jobs in business analytics at Monash

computing
econometrics
forecasting
jobs
kaggle
Monash University
R
statistics
We have an exciting new initiative at Monash University with some new positions in business analytics. This is part of a plan to strengthen our research and teaching in the…
4 May 2014

 

Great papers to read

forecasting
references
research team
statistics
My research group meets every two weeks. It is always fun to talk about general research issues and new tools and tips we have discovered. We also use some of the time to…
2 May 2014

 

Past, present, and future of statistical science

references
statistics
This is the title of a wonderful new book that has just been released, courtesy of the Committee of Presidents of Statistical Societies.
28 April 2014

 

Publishing an R package in the Journal of Statistical Software

computing
journals
JSS
R
refereeing
I’ve been an editor of JSS for the last few years, and as a result I tend to get email from people asking me about publishing papers describing R packages in JSS. So for all…
24 April 2014

 

Seven forecasting blogs

econometrics
forecasting
R
statistics
There are several other blogs on forecasting that readers might be interested in. Here are seven worth following:
22 April 2014

 

Errors on percentage errors

forecasting
fpp
IJF
R
references
reproducible research
statistics
The MAPE (mean absolute percentage error) is a popular measure for forecast accuracy and is defined as \text{MAPE} = 100\text{mean}(|y_t - \hat{y}_t|/|y_t|) where y_t denot…
16 April 2014

Screenshot from 2014-04-15 08:57:38

Generating tables in LaTeX

computing
LaTeX
productivity
tables
Typing tables in LaTeX can get messy, but there are some good tools to simplify the process. One I discovered this week is tablesgenerator.com, a web-based tool for…
15 April 2014

FPP cover

My forecasting book now on Amazon

forecasting
fpp
otexts
publishing
R
references
For all those people asking me how to obtain a print version of my book “Forecasting: principles and practice” with George Athanasopoulos, you now can.
9 April 2014

 

Job at Center for Open Science

jobs
R
reproducible research
statistics
This looks like an interesting job.
8 April 2014

Interpreting noise

fpp
statistics
teaching
When watching the TV news, or reading newspaper commentary, I am frequently amazed at the attempts people make to interpret random noise.
6 April 2014

 

Getting a LaTeX system set up

computing
LaTeX
Today I was teaching the honours students in econometrics and economics about LaTeX. Here are some brief instructions on how to set up a LaTeX system on different operating…
4 April 2014

FPP cover

Cover of my forecasting textbook

forecasting
fpp
otexts
R
We now have a cover for the print version of my forecasting book with George Athanasopoulos.
18 March 2014

 

Fast computation of cross-validation in linear models

computing
forecasting
fpp
otexts
R
statistics
teaching
The leave-one-out cross-validation statistic is given by \text{CV} = \frac{1}{N} \sum_{i=1}^N e_{[i]}^2, where e_{[i]} = y_{i} - \hat{y}_{[i]}, the observations are…
17 March 2014

 

Probabilistic forecasting by Gneiting and Katzfuss (2014)

forecasting
IJF
journals
statistics
The IJF is introducing occasional review papers on areas of forecasting. We did a whole issue in 2006 reviewing 25 years of research since the International Institute of…
14 March 2014

 

Testing for trend in ARIMA models

forecasting
R
statistics
Today’s email brought this one:
13 March 2014

 

Unit root tests and ARIMA models

forecasting
R
statistics
An email I received today:
12 March 2014

 

Using old versions of R packages

computing
forecasting
R
I received this email yesterday:
10 March 2014

 

IJF news

forecasting
IJF
journals
This is a short piece I wrote for the next issue of the Oracle newsletter produced by the International Institute of Forecasters.
7 March 2014

Screenshot from 2014-03-06 11:57:33

Highlighting the web

computing
fpp
otexts
teaching
technology
Users of my new online forecasting book have asked about having a facility for personal highlighting of selected sections, as students often do with print books. We have…
6 March 2014

Forecasting weekly data

forecasting
R
statistics
This is another situation where Fourier terms are useful for handling the seasonality. Not only is the seasonal period rather long, it is non-integer (averaging 365.25/7 =…
5 March 2014

 

Fitting models to short time series

forecasting
R
statistics
time series
Following my post on fitting models to long time series, I thought I’d tackle the opposite problem, which is more common in business environments.
4 March 2014

 

Fitting models to long time series

forecasting
statistics
time series
I received this email today:
1 March 2014

The forecast mean after back-transformation

forecasting
R
statistics
Many functions in the forecast package for R will allow a Box-Cox transformation. The models are fitted to the transformed data and the forecasts and prediction intervals…
25 February 2014

 

Statistical politicians

mathematics
statistics
Last week we had the pleasure of Professor Stephen Pollock (University of Leicester) visiting our Department, best known in academic circles for his work on time series…
24 February 2014

Forecasting within limits

forecasting
R
statistics
It is common to want forecasts to be positive, or to require them to be within some specified range [a,b]. Both of these situations are relatively easy to handle using…
21 February 2014

Backcasting in R

forecasting
R
statistics
Sometimes it is useful to “backcast” a time series — that is, forecast in reverse time. Although there are no in-built R functions to do this, it is very easy to implement.…
20 February 2014

 

Global energy forecasting competitions

energy
forecasting
IJF
kaggle
R
hts
The 2012 GEFcom competition was a great success with several new innovative forecasting methods introduced. These have been published in the IJF as follows:
19 February 2014

 

Hierarchical forecasting with hts v4.0

computing
forecasting
fpp
hts
R
statistics
A new version of my hts package for R is now on CRAN. It was completely re-written from scratch. Not a single line of code survived. There are some minor syntax changes, but…
12 February 2014

Detecting seasonality

forecasting
R
statistics
I occasionally get email asking how to detect whether seasonality is present in a data set. Sometimes the period of the potential seasonality is known, but in other cases it…
8 February 2014

 

Interview for the Capital of Statistics

consulting
forecasting
fpp
otexts
R
StackExchange
statistics
teaching
Earo Wang recently interviewed me for the Chinese website Capital of Statistics. The English transcript of the intervew is on Earo’s personal website.
5 February 2014

 

Top papers in the International Journal of Forecasting

forecasting
IJF
references
statistics
Every year or so, Elsevier asks me to nominate five International Journal of Forecasting papers from the last two years to highlight in their marketing materials as “Editor’s…
4 February 2014

Computational Actuarial Science with R

demography
forecasting
R
reproducible research
statistics
I recently co-authored a chapter on “Prospective Life Tables” for this book, edited by Arthur Charpentier. R code to reproduce the figures and to complete the exercises for…
3 February 2014

 

Monash Econometrics in the top 10

forecasting
Monash University
statistics
Dave Giles pointed out on his blog yesterday that my department is currently ranked in the top 10 in the world for econometrics, according to IDEAS. We are also ranked 13th…
2 February 2014

 

Automatic time series forecasting in Granada

computing
conferences
forecasting
R
references
seminars
statistics
time series
In two weeks I am presenting a workshop at the University of Granada (Spain) on Automatic Time Series Forecasting.
31 January 2014

 

Free books on statistical learning

otexts
R
references
statistics
teaching
Hastie, Tibshirani and Friedman’s Elements of Statistical Learning first appeared in 2001 and is already a classic. It is my go-to book when I need a quick refresher on a…
30 January 2014

Screenshot from 2014-01-28 12:20:30

Online collaborative writing

LaTeX
productivity
writing
Everyone who has written a paper with another author will know it can be tricky making sure you don’t end up with two versions that need to be merged. The good news is that…
28 January 2014

New in forecast 5.0

computing
forecasting
R
statistics
Last week, version 5.0 of the forecast package for R was released. There are a few new functions and changes made to the package, which is why I increased the version number…
27 January 2014

kspvalues

Thoughts on the Ljung-Box test

forecasting
fpp
R
statistics
It is common to use a Ljung-Box test to check that the residuals from a time series model resemble white noise. However, there is very little practical advice around about…
24 January 2014

 

Looking for a new post-doc

computing
forecasting
jobs
Monash University
R
research team
statistics
We are looking for a new post-doctoral research fellow to work on the project “Macroeconomic Forecasting in a Big Data World”.  Details are given at the link below
22 January 2014

 

Estimating a nonlinear time series model in R

computing
forecasting
R
statistics
time series
There are quite a few R packages available for nonlinear time series analysis, but sometimes you need to code your own models. Here is a simple example to show how it can be…
21 January 2014

 

Judgmental forecasting experiment

forecasting
R
statistics
The Centre for Forecasting at Lancaster University is conducting some research on judgmental forecasting and model selection. They hope to compare the performance of…
22 December 2013

 

How to get your paper rejected quickly

forecasting
IJF
journals
refereeing
I sent this rejection letter this morning about a paper submitted to the International Journal of Forecasting.
25 November 2013

 

Probabilistic Energy Forecasting

energy
forecasting
IJF
journals
kaggle
statistics
The International Journal of Forecasting is calling for papers on probabilistic energy forecasting. Here are the details (taken from Tao Hong’s blog).
14 October 2013

 

Robert G Brown (1923-2013)

forecasting
obituary
Robert Goodell Brown was the father of exponential smoothing. He died last week at the age of 90. While I never met him, I was indebted to him for exponential smoothing and…
9 October 2013

 

Forecasting with daily data

forecasting
R
statistics
I’ve had several emails recently asking how to forecast daily data in R. Unless the time series is very long, the easiest approach is to simply set the frequency attribute…
17 September 2013

 

MAXIMA research centre at Monash Uni

mathematics
maxima
Monash University
statistics
The “Monash Academy for Cross and Interdisciplinary Mathematical Applications” (MAXIMA) is a new research centre that aims to maximise the potential of mathematics to…
11 September 2013

 

Reflections on UseR! 2013

computing
conferences
forecasting
graphics
R
reproducible research
statistics
This week I’ve been at the R Users conference in Albacete, Spain. These conferences are a little unusual in that they are not really about research, unlike most conferences…
13 July 2013

 

Asking good questions

I’m currently attending my third conference in three weeks. So I’ve heard a lot of talks, and I’ve heard a lot of questions asked after the talks. In this guest post, Eran…
11 July 2013

 

Facts and fallacies of the AIC

forecasting
R
statistics
Akaike’s Information Criterion (AIC) is a very useful model selection tool, but it is not as well understood as it should be. I frequently read papers, or hear talks, which…
4 July 2013

 

End of Google Reader

computing
If you are reading this in Google Reader, or you are reading in an RSS reader that uses Google Reader as a back-end, then you probably need this reminder. Everyone else can…
29 June 2013

 

Future ISFs

conferences
forecasting
The next few locations for the International Symposium on Forecasting have been announced:
26 June 2013

 

Managing research ideas

organization
productivity
references
writing
I received this email today:
25 May 2013

 

IJF quality indicators

forecasting
IJF
journals
I often receive email asking about IJF quality indicators. Here is one I received today.
17 May 2013

 

Forecasting annual totals from monthly data

computing
consulting
forecasting
R
StackExchange
statistics
This question was posed on crossvalidated.com:
15 May 2013

 

Establishing priority

journals
phd
progress
refereeing
references
supervision
writing
The nature of research is that other people are probably working on similar ideas to you, and it is possible that someone will beat you to publishing them.
6 May 2013

 

My new forecasting book is finally finished

forecasting
fpp
otexts
R
My new online forecasting book (written with George Athanasopoulos) is now completed. I previously described it on this blog nearly a year ago.
21 April 2013

 

George E P Box (1919-2013)

consulting
forecasting
obituary
statistics
Last Thursday (28 March 2013), George Box passed away at the age of 93. He was one of the great statisticians of the last 100 years, and leaves an astonishingly diverse…
31 March 2013

 

The difference between prediction intervals and confidence intervals

forecasting
statistics
Prediction intervals and confidence intervals are not the same thing. Unfortunately the terms are often confused, and I am often frequently correcting the error in students’…
13 March 2013

 

ETS models now in EViews 8

computing
forecasting
R
statistics
The ETS modelling framework developed in my 2002 IJF paper (with Koehler, Snyder and Grose), and in my 2008 Springer book (with Koehler, Ord and Snyder), is now available in …
1 March 2013

 

Removing white space around R figures

beamer
computing
graphics
LaTeX
R
seminars
When I want to insert figures generated in R into a LaTeX document, it looks better if I first remove the white space around the figure. Unfortunately, R does not make this…
22 February 2013

 

Forecasting conferences

This year there are no fewer than three forecasting conferences planned for June and July 2013. As well as the annual International Symposium on Forecasting, there is WIPFOR…
15 February 2013

 

Hyndsight

Originally, I wrote this blog for my own PhD students and I covered issues to do with research. I called it “Research tips” because that is what it was meant to be.
14 February 2013

 

Out-of-sample one-step forecasts

computing
forecasting
R
statistics
It is common to fit a model using training data, and then to evaluate its performance on a test data set. When the data are time series, it is useful to compute one-step…
14 February 2013

 

Statistical consulting in Australia

consulting
forecasting
statistics
There must be dozens of statistical consulting businesses and organizations in Australia, each specializing in different areas.
11 February 2013

 

Batch forecasting in R

computing
forecasting
R
statistics
I sometimes get asked about forecasting many time series automatically. Here is a recent email, for example:
7 January 2013

 

Man vs Wild Data

seminars
statistics
teaching
ysc2013
I’m speaking on this topic at the Young Statisticians Conference, 7-8 February 2013.
21 December 2012

New in forecast 4.0

computing
forecasting
R
statistics
A few days ago I released version 4.0 of the forecast package for R. There were quite a few changes and new features, so I thought it deserved a new version number. I keep a…
3 December 2012

 

Makefiles for R/LaTeX projects

computing
LaTeX
organization
productivity
R
reproducible research
Updated: 21 November 2012
31 October 2012

 

YSC2013 funding support

statistics
ysc2013
Young Victorian statisticians should be attending the YSC conference in Melbourne in February 2013. It promises to be a great event, and the speaker line-up looks…
29 October 2012

 

LaTeX loops

computing
graphics
LaTeX
productivity
Today I was writing a report which included 20 figures, with the names demandplot1.pdf, demandplot2.pdf, …, demandplot20.pdf, and all with similar captions. Clearly a loop…
23 October 2012

 

The Young Stats Communication Challenge

graphics
statistics
video
ysc2013
The Australian Young Statisticians Conference (Feb 2013) is organizing a communication competition. They invite all early-career statisticians (studying, or within 5 years…
8 October 2012

 

Forecasting research grants

forecasting
The International Institute of Forecasters and SAS have an annual research grant scheme that has been offered for the past ten years.  The amounts offered are small (a total…
3 October 2012

 

Why are some things easier to forecast than others?

forecasting
R
statistics
Forecasters are often met with skepticism. Almost every time I tell someone that I work in forecasting, they say something about forecasting the stock market, or forecasting…
18 September 2012

 

Multivariate time series modelling and forecasting workshop

time series
We are planning a workshop on multivariate time series modelling and forecasting, to be held at Monash University on 18-19 February 2013.
3 September 2012

 

COMPSTAT2012

computing
R
reproducible research
statistics
This week I’m in Cyprus attending the COMPSTAT2012 conference. There’s been the usual interesting collection of talks, and interactions with other researchers. But I was…
28 August 2012

 

Flat forecasts

forecasting
R
statistics
About once a week someone will tell me there is a bug in my forecast package for R because it gives forecasts that are the same for all future horizons. To save answering…
20 August 2012

 

Interviews

forecasting
R
statistics
I’ve been interviewed twice in the last year:
9 August 2012

 

Blogs about research

journals
organization
productivity
progress
references
research team
statistics
supervision
If you find this blog helpful (or even if you don’t but you’re interested in blogs on research issues and tools), there are a few other blogs about doing research that you…
9 August 2012

 

Read the literature

journals
refereeing
references
I’ve just finished another reviewer report for a journal, and yet again I’ve had to make comments about reading the literature. It’s not difficult. Before you write a paper…
3 August 2012

 

Put your pre-prints online

journals
writing
I have argued previously that research papers should be posted online at the same time as they are submitted to a journal. Sometimes people claim that journals don’t allow…
2 August 2012

 

Bare bones beamer

beamer
LaTeX
seminars
Beamer is far and away the most popular software for presentations amongst researchers in mathematics and statistics. Most conference and seminar talks I attend these days…
1 August 2012

 

Forecasting the Olympics

forecasting
R
statistics
Forecasting sporting events is a growing research area. The International Journal of Forecasting even had a special issue on sports forecasting a couple of years ago.
31 July 2012

 

Constants and ARIMA models in R

forecasting
R
This post is from my new book Forecasting: principles and practice, available freely online at OTexts.org/fpp/.
6 June 2012

 

My new forecasting textbook

forecasting
fpp
otexts
R
references
writing
After years of saying that I was going to write a book to replace Makridakis, Wheelwright and Hyndman (1998), I’m finally ready to make an announcement!
23 May 2012

 

Blog aggregators

journals
LaTeX
productivity
R
statistics
A very useful way of keeping up with blogs in a particular area is to subscribe to a blog aggregator. These will syndicate posts from a large number of blogs and provide…
15 May 2012

 

Seeking help

productivity
StackExchange
Every day I receive emails, or comments on this blog, asking for help with R, forecasting, LaTeX, possible research topics, how to install software, or some other thing I’m…
8 May 2012

 

Measuring time series characteristics

forecasting
R
statistics
time series
A few years ago, I was working on a project where we measured various characteristics of a time series and used the information to determine what forecasting method to apply…
2 May 2012

Google scholar metrics

journals
Google has produced another great tool for researchers, this time providing some metrics on journal citations. Google Scholar Metrics allows you to search on journals rather…
2 April 2012

 

Data visualization

graphics
R
statistics
For those who have not read the seminal works of Tufte and Cleveland, please hang your heads in shame. To salvage some sense of self-worth, you can then head over to Solomon…
5 March 2012

 

Exponential smoothing and regressors

forecasting
R
I have thought quite a lot about including regressors (i.e. covariates) in exponential smoothing (ETS) models, and I have done it a couple of times in my published work. See…
28 February 2012

 

Academia StackExchange

StackExchange
There’s a new StackExchange site that might be useful to readers: Academia. It is a Q&A site for academics and those enrolled in higher education.
22 February 2012

 

Mailing lists

computing
Staying in touch with other researchers is important. You need to know about up-coming conferences, seminars, jobs, etc. To this end, it is worth finding a few key email…
16 February 2012

 

Table design

tables
writing
Almost every research paper and thesis in statistics contains at least some tables, yet students are rarely taught how to make good tables. While the principles of good…
14 February 2012

 

Following authors on Google Scholar

computing
journals
organization
productivity
references
A great new feature has been added to Google Scholar Citations. For those authors who have set up a citations page, it is now possible to get email alerts for any new…
31 January 2012

 

Refereeing a journal article

journals
refereeing
I’ve written briefly on this before. For an excellent and more detailed discussion of what is involved, there is a series of excellent posts on Pat Thomson’s blog:
20 January 2012

 

Internet surveys

R
statistics
technology
I received the following email today:
19 January 2012

 

Are we getting better at forecasting?

forecasting
I was interviewed recently for the Boston Globe. The interview was by email and I thought it might be useful to post here.
23 December 2011

 

Organizing travel

organization
productivity
technology
Whether travelling to a seminar or conference, or just having a holiday, using a travel organizer can make the process simpler and easier. A good travel organizer keeps all…
20 December 2011

 

Forecasting time series using R

forecasting
R
time series
I gave this talk on Forecasting time series using R for the Melbourne Users of R Network (MelbURN) on Thursday 27 October 2011.
16 December 2011

Cyclic and seasonal time series

forecasting
mathematics
statistics
time series
These terms get confused all the time (e.g., this question on CrossValidated.com), and so I thought it might be helpful to try to summarize the distinction and some of the…
14 December 2011

The art of R programming

computing
R
references
This is a gem of a book. It will become the book I give PhD students when they are learning how to write good R code. That is, if I ever see it again. I had hoped to write a…
30 November 2011

 

Researcher portals

computing
journals
organization
productivity
references
A researcher portal is a website that attempts to list all the publications of a given researcher. Some portals also allow sharing papers, interacting with other…
26 November 2011

 

What you wish you knew before you started a PhD

computing
phd
R
statistics
writing
I asked my research group recently what they wished they had learned before they started work on a PhD. Here are some of the responses.
11 November 2011

 

Help for forecasting practitioners

forecasting
I often get email from forecasters wanting assistance. As much as I’d like to provide a free forecasting advice service to the world, that’s not what I’m paid to do, and I…
25 September 2011

 

The scourge of the academic publishers

journals
Academic publishing is built on an old model where publishers were needed to print and distribute journals to libraries. Under this system, it makes sense that the journals…
30 August 2011

Time series cross-validation: an R example

forecasting
R
time series
I was recently asked how to implement time series cross-validation in R. Time series people would normally call this “forecast evaluation with a rolling origin” or something…
26 August 2011

 

Major changes to the forecast package

forecasting
R
The forecast package for R has undergone a major upgrade, and I’ve given it version number 3 as a result. Some of these changes were suggestions from the forecasting…
26 August 2011

 

Crowd sourcing forecasts

forecasting
kaggle
Forecasting Ace is looking for participants to develop improved methods for predicting future events and outcomes. Their goal is to develop methods for aggregating many…
24 August 2011

 

Learn Machine Learning at Stanford for free

computing
statistics
Andrew Ng’s machine learning course at Stanford is being offered free to anyone online in the (northern) fall of 2011. I’ve seen some of the notes from this course and it…
16 August 2011

 

Beware of junk journals and publishers

journals
Today I received the following email:
12 August 2011

 

Recommended survey papers

journals
references
Survey articles are particularly helpful in getting a foothold in a new research area, or in looking for important papers that you may have overlooked. Whatever area of…
25 July 2011

 

Social networking for researchers

computing
StackExchange
technology
It would be nice to have a place to share ideas, links, comments in a very informal way with others involved in research in statistical methodology and data science. CrossVal…
21 July 2011

 

Comparing HoltWinters() and ets()

computing
R
I received this email today:
29 May 2011

 

I’m switching to TeXstudio

computing
LaTeX
writing
I’ve happily used WinEdt for all my LaTeX editing for about 15 years and I’ve encouraged my whole research team to use it. But I’m tired of problems with WinEdt that take up…
29 March 2011

 

Looking after your supervisor

supervision
Some good advice here: The care and maintenance of your adviser.
25 March 2011

 

Ten rules for data analysis

statistics
Peter Kennedy was an associate editor of the International Journal of Forecasting and a superb applied econometrician. He died unexpectedly in August 2010. He was best known…
15 March 2011

 

Statistical tests for variable selection

forecasting
R
statistics
I received an email today with the following comment:
15 March 2011

RStudio: just what I’ve been looking for

computing
R
For many years I used RWinEdt as my text editor for R code, but when WinEdt 6.0 came out, RWinEdt stopped working. So I’ve been looking for something to replace it. I’ve…
1 March 2011

 

Lies, damn lies and statistics

statistics
There’s a nice article with this title by Stephan Lewandowsky on the ABC website today, exploring the difference between anecdotes and data, and the dangers of…
14 January 2011

 

Authorship ethics

journals
writing
With the constant pressure on academics to publish research papers, there is a temptation for research groups to include “coauthors” who have not really made any…
11 January 2011

 

Becoming a referee

IJF
journals
refereeing
I regularly get emails from people wanting to be referees for the International Journal of Forecasting, usually with an accompanying CV. This is not how the process works.
10 January 2011

 

Tips for academic talks

seminars
There is a nice post on Matt Might’s blog entitled “10 tips on how to give an academic talk”. Check it out.
10 January 2011

 

In praise of Dropbox

computing
organization
productivity
technology
Every couple of years, a new technology has a big impact on how I work. Gmail was one. My iPhone was another. And I rank Dropbox in the same category.
23 December 2010

 

CrossValidated Journal Club

journals
R
research team
StackExchange
Journal Clubs are a great way to learn new research ideas and to keep up with the literature. The idea is that a group of people get together every week or so to discuss a…
22 December 2010

 

Hamming on research

productivity
progress
Richard Hamming was an excellent mathematician who worked at the interface of mathematics and computer science. In 1986 he gave a wonderful talk entitled You and Your Research…
10 December 2010

 

Forecasting workshop: Switzerland, June 2011

forecasting
R
seminars
I will be running a workshop on Statistical Forecasting: Principles and Practice in Switzerland, 20-22 June 2011. Check out the venue: Waldhotel Doldenhorn, Kandersteg! So…
6 December 2010

 

Data visualization videos

graphics
R
seminars
statistics
video
Probably everyone has seen Hans Rosling’s famous TED talk by now. If not, here it is:
30 November 2010

 

Initializing the Holt-Winters method

computing
forecasting
R
The Holt-Winters method is a popular and effective approach to forecasting seasonal time series. But different implementations will give different forecasts, depending on…
30 November 2010

 

A LaTeX template for a CV

jobs
LaTeX
Every researcher needs a Curriculum Vitae (Latin for “course of life”) or CV. You will need it for job applications, for annual performance appraisal, and just for keeping…
27 November 2010

 

Tourism forecasting competition ends

forecasting
IJF
kaggle
And the winners are … Jeremy Howard and Lee C Baker. (See my earlier post for information about the competition.)
24 November 2010

 

Forecast estimation, evaluation and transformation

forecasting
R
I’ve had a few emails lately about forecast evaluation and estimation criteria. Here is one I received today, along with some comments.
10 November 2010

CrossValidated launched!

computing
R
StackExchange
statistics
The CrossValidated Q&A site is now out of beta and the new design and site name is live.
5 November 2010

 

Different results from different software

computing
forecasting
R
I’ve had a few questions on this topic lately. Here is an email received today:
26 October 2010

 

Getting started with XeLaTeX

LaTeX
By now, most LaTeX users have probably heard of XeLaTeX, if only because it is an option in the latest versions of the standard LaTeX editors such as TeXnicCenter, WinEdt and …
24 October 2010

 

How to avoid annoying a referee

journals
R
refereeing
references
reproducible research
StackExchange
statistics
writing
It’s not a good idea to annoy the referees of your paper. They make recommendations to the editor about your work and it is best to keep them happy. There is an interesting…
22 October 2010

 

Happy World Statistics Day!

R
StackExchange
statistics
The United Nations has declared today “World Statistics Day”. I’ve no idea what that means, or why we need a WSD. Perhaps it is because the date is 20.10.2010 (except in…
20 October 2010

 

Do something else

productivity
welfare
I’ve written about taking a break from research before. Along the same lines, there is some good advice on “The Importance of Making Time for ”Real World” Activities in Grad…
18 October 2010

Animated plots in R and LaTeX

graphics
LaTeX
R
seminars
I like to use animated plots in my talks on functional time series, partly because it is the only way to really see what is going on with changes in the shapes of curves…
13 October 2010

 

Always listen to reviewers

journals
refereeing
This week I was asked to review a paper that I had seen before. It had been submitted to a journal a few months ago and I had written a detailed report describing some…
13 October 2010

 

Joining an editorial board

IJF
journals
refereeing
Being on the editorial board of a journal is a lot of work. I’m currently Editor-in-Chief of the International Journal of Forecasting and previously I’ve been Theory &…
7 October 2010

 

Why R is better than Excel for teaching statistics

computing
R
This was the topic of a recent conversation on the Australian and New Zealand R mailing list. Here is an edited list of some of the comments made.
5 October 2010

 

The ARIMAX model muddle

forecasting
R
statistics
There is often confusion about how to include covariates in ARIMA models, and the presentation of the subject in various textbooks and in R help files has not helped the…
4 October 2010

 

Why every statistician should know about cross-validation

forecasting
StackExchange
statistics
Surprisingly, many statisticians see cross-validation as something data miners do, but not a core statistical technique. I thought it might be helpful to summarize the role…
4 October 2010

 

That syncing feeling

computing
productivity
Like many people, I use more than one computer and I like to have all my files, bookmarks and other settings synchronized across my computers. Fortunately, that is getting…
30 September 2010

 

Forecasting with long seasonal periods

forecasting
R
I am often asked how to fit an ARIMA or ETS model with data having a long seasonal period such as 365 for daily data or 48 for half-hourly data. Generally, seasonal versions…
29 September 2010

 

Tourism forecasting competition results: part one

forecasting
kaggle
The first stage of the tourism forecasting competition on kaggle has finished. This stage involved forecasting 518 annual time series. Twenty one teams beat our Theta method…
20 September 2010

 

Your name is your brand

journals
references
writing
As a researcher, you want to become known as an expert in your field. You need people to recognize your name and associate it with your research. Consequently, it is…
16 September 2010

 

How to fail a PhD

phd
productivity
progress
supervision
I read an interesting post today by Matt Might on “10 reasons PhD students fail”, and I thought it might be helpful to reflect on some of the barriers to PhD completion that…
2 September 2010

Econometrics and R

R
references
There are of course dozens of books on R with a more statistical perspective, including several on time series. But I will leave them for another post.
31 August 2010

 

Benchmarks for forecasting

forecasting
IJF
Every week I reject papers submitted to the International Journal of Forecasting because they present new methods without ever attempting to demonstrate that the new methods…
25 August 2010

 

Transforming data with zeros

statistics
I’m currently working with a hydrologist and he raised a question that occurs quite frequently with real data — what do you do when the data look like they need a log…
13 August 2010

 

The tourism forecasting competition

forecasting
IJF
kaggle
Recently I wrote a paper entitled “The tourism forecasting competition” in which we (i.e., George Athanasopoulos, Haiyan Song, Doris Wu and I) compared various forecasting…
9 August 2010

 

Twenty rules for good graphics

graphics
journals
R
One of the things I repeatedly include in referee reports, and in my responses to authors who have submitted papers to the International Journal of Forecasting, are comments…
6 August 2010

 

Statistical Analysis StackExchange site now available

computing
R
StackExchange
statistics
The Q&A site for statistical analysis, data mining, data visualization, and everything else to do with data analysis has finally been launched. Please head over to
27 July 2010

 

More StackExchange sites

computing
LaTeX
R
StackExchange
writing
The StackExchange site on Statistical Analysis is about to go into private beta testing. This is your last chance to commit if you want to be part of the private beta…
17 July 2010

 

The falling standard of English in research

journals
writing
It seems that most journals no longer do any serious copy-editing, and the standard of English is falling. Today I was reading an article from the European Journal of…
15 July 2010

 

Academic citations in the popular press

forecasting
IJF
references
It is very unusual for a newspaper article to cite an academic paper, unless it is in Nature, Science or the Lancet. Mostly, what we write is too technical and assumes too…
12 July 2010

 

Use fake data and real data

computing
forecasting
IJF
When developing new statistical methods, it is very useful to test them on both fake data (i.e., simulations) and real data.
11 June 2010

 

Should you make your working papers public?

journals
refereeing
writing
There seems to be two points of view on this with different practices in different disciplines.
9 June 2010

 

Update on a StackExchange site for statistical analysis

computing
StackExchange
statistics
About six weeks ago, I proposed that there should be a Stack Exchange site for questions on data analysis, statistics, data mining, machine learning, etc. I can finally…
2 June 2010

Google scholar alerts

computing
journals
references
A couple of weeks ago, Google scholar added a facility to provide email alerts on new articles associated with specific search queries. First do the search, then click the…
26 May 2010

 

Online mathematical resources

computing
mathematics
For nearly 50 years, a standard reference in mathematical work has been Abramowitz and Stegun’s (1964) Handbook of Mathematical Functions with Formulas, Graphs, and…
20 May 2010

 

Scheduling meetings

productivity
I don’t go to many meetings as I find they are largely a waste of time. In fact, I have the following poster on my office wall to remind everyone who walks in not to ask me…
9 May 2010

 

A StackExchange site for statistical analysis?

computing
StackExchange
statistics
Regular readers of this site will know I’m a fan of using Stack Overflow for questions about LaTeX, R and other areas of programming. Now the people who produce Stack…
20 April 2010

 

Making a poster in beamer

beamer
LaTeX
This week, I made my first poster. Although I’ve been an academic for more than 20 years, I’ve never had to make a poster before. Some of my coauthors have made posters…
25 March 2010

 

My standard LaTeX preamble

LaTeX
When I was a PhD student, I found I needed a lot of LaTeX functionality that did not then exist. So I wrote my own package which has served me well for about 20 years. It is…
21 March 2010

 

Using the command line in Windows

computing
Jeromy Anglim is a local blogger who covers a lot of the same territory as this blog. His latest post on running command line programs in Windows is particularly helpful.
10 March 2010

 

Top four LaTeX mistakes

LaTeX
There is a nice post today by John Cook on the top four LaTeX mistakes. I see these all the time in draft papers by my students and co-authors.
16 February 2010

 

Why referee?

journals
refereeing
There are several reasons why researchers should be willing to provide referee reports.
10 February 2010

 

Writing a referee report

IJF
journals
refereeing
As an editor, I like to see referee reports comprising three sections:
10 February 2010

 

Using DOIs

journals
references
Almost all papers these days have a DOI and it is worth knowing how to use them.
27 December 2009

 

Replications and reproducible research

reproducible research
One of the best ways to get started with research in a new area is to try to replicate some existing research. In doing so, you will usually gain a much better understanding…
2 December 2009

 

Learning by video

statistics
video
There are some nice online videos available on various aspects of statistics and mathematics that might be helpful to students trying to learn about new areas.
24 November 2009

 

Controlling figure and table placement in LaTeX

LaTeX
It can be frustrating trying to get your figures and tables to appear where you want them in a LaTeX document. Sometimes, they just seem to float off onto another page of…
11 November 2009

 

More on the evils of statistical tests

statistics
Check out the two posts by Galit Shmueli over at Bzst on hypothesis tests: one on the value of p-values and another on one-sided tests.
10 November 2009

 

“Elements of Statistical Learning” now online

references
In the past couple of days, the authors of several blogs have noted that the wonderful book The Elements of Statistical Learning: Data Mining, Inference, and Prediction by…
15 October 2009

 

Using personal pronouns in research writing

writing
Should you use “I” or “we” or neither in your thesis or paper?
15 October 2009

 

Attending research seminars

seminars
Most research students don’t seem to attend seminars. When asked, they usually say the seminars are not on their topic, or they don’t understand them, or they find them…
14 October 2009

 

Squeezing space with LaTeX

LaTeX
writing
I’ve been writing a grant application with a 10-page limit, and as usual it is difficult to squeeze everything in. No, I can’t just change the font as it has to be 12 point…
14 October 2009

 

Converting eps to pdf

computing
LaTeX
Simply include the package epstopdf. Then when you use pdflatex, the eps files will be automatically converted to pdf at compile time. (The conversion only happens the first…
1 October 2009

 

The 7 secrets of highly successful PhD students

organization
phd
productivity
progress
seminars
It seems everyone has 7 secrets to success, and now someone has hopped on the 7-secrets bandwagon with something for PhD students. Thinkwell is an Australian company…
28 September 2009

 

Writing an abstract

writing
The abstract is probably the most important part of a paper. Many readers will not read anything else, so you need to grab their attention and get your main message across…
27 September 2009

 

Workflow in R

productivity
R
This came up recently on StackOverflow. One of the answers was particularly helpful and I thought it might be worth mentioning here. The idea presented there is  to break…
18 September 2009

 

Writing mathematics

writing
Mathematics has its own particular conventions and rules when it comes to writing. There have been several attempts to write them down. The most famous is Halmos’s excellent…
18 September 2009

 

Take a break

productivity
welfare
Occasionally, the best research is done in long periods of concentrated effort. Allegedly, Isaac Newton used to sometimes write for eight hours standing up without a break.
13 September 2009

 

Finding an R function

R
Suppose you want a function to fit a neural network. What’s the best way to find it? Here are three steps that help to find the elusive function relatively quickly.
13 September 2009

 

Statistics education journals

journals
teaching
In many research universities, there can be a tension that arises when great teachers don’t publish much. I believe there is a place for excellent teachers who do limited…
2 September 2009

 

Mathematical research and the internet

computing
technology
On Monday night I attended a lecture by Terry Tao on “Mathematical research and the internet”. Terry is Australia’s most famous mathematician, our only Field’s medalist, and…
2 September 2009

 

How good are economic forecasts?

forecasting
I wrote last week that “macroeconomic forecasts are little better than shooting blindfold”. I don’t know if it was connected or not, but on the same day a journalist…
27 August 2009

 

Research supervision workshop

research team
supervision
Today I gave a workshop for supervisors of postgraduate students. Mostly I talked about creating a team environment for postgraduate students rather than the traditional…
26 August 2009

 

Seek help when it’s needed

welfare
I don’t think I’ve had a research student who did not think about giving up at some point. It was part through my second year when I felt like giving up. I felt I was not…
25 August 2009

 

Why I don’t like statistical tests

forecasting
statistics
It may come as a shock to discover that a statistician does not like statistical tests. Isn’t that what statistics is all about? Unfortunately, in some disciplines…
24 August 2009

 

R help on StackOverflow

computing
R
Ever since I began using R about ten years ago, the best place to find R help was on the R-help mailing list. But it is time-consuming searching through the archives trying…
24 August 2009

 

Backing up

computing
productivity
Ever since I deleted the only copy of my honours thesis, one week before it was due to be handed in, I’ve been obsessive about backups, often to the amusement of my family…
21 August 2009

 

Forecasting the recession

forecasting
Forecasters are under the pump with a recession that many didn’t see coming. As I don’t do any macroeconomic forecasting, I can sit back and smile smugly at some of my…
18 August 2009

Maintaining local LaTeX files

computing
LaTeX
If you use LaTeX, then you probably have a bib file — a data base of all the papers and books that you have cited. It is much more efficient to keep one database in one…
14 August 2009

 

Sight what you cite

references
writing
There seems to be a widespread practice of researchers citing papers they have never even seen, let alone read. For example
13 August 2009

 

Songs of Statistics

statistics
If you love statistics (don’t we all?) and can write Chinese (which rules me out), you might like to contribute to the Chinese National Bureau of Statistics celebrations of…
5 August 2009

 

Writing responses to referee reports

journals
writing
I’ve been spending time writing response letters lately. I’ve also been reading lots of response letters from authors wanting their stuff published in the International…
3 August 2009

 

Managing a bibliographic database

computing
LaTeX
references
All researchers need to maintain a database of papers they have read, cited, or simply noted for later reference. For those of us using LaTeX, the database is in the BibTeX…
2 August 2009

 

Finding LaTeX symbols

LaTeX
All LaTeX users will sometimes need a symbol for which they don’t know the command. If you use WinEdt, there is a neat drop-down menu of some common symbols that can be…
27 July 2009

 

Why Word is a bad choice for academic writing

LaTeX
writing
For years I’ve been telling everyone who would listen that MS-Word may sometimes be useful for short notes or for making a “Back in 5 minutes” sign to stick on your door…
21 July 2009

Mathematical genealogy

genealogy
mathematics
Having a PhD student is like having a child. I have had many such “children” graduate, and have another few “on the way”. (See here for my offspring.)
15 July 2009

 

Searching the research literature

journals
references
Most students seem to go to Google first. This is not a good strategy. Google Scholar is much better as it filters out all the junk. Scopus is another engine that aims to do…
14 July 2009

 

Clive Granger (1934-2009)

forecasting
obituary
Sir Clive Granger has died at the age of 74. There are some nice obituaries in the New York Times and the Daily Telegraph. Also, his Wikipedia page has some good…
1 June 2009

 

Akram’s story

research team
Muhammad Akram was my PhD student a few years ago, and has remained a good friend since he moved on. Here is an interview he recently gave about moving to Australia. Thanks…
28 May 2009

 

Prediction markets

forecasting
Andrew Leigh has a nice piece in today’s AFR on forecasting via prediction markets
18 May 2009

 

Neil Postman on technological change

technology
Neil Postman was Professor of Communication at New York University until his death in 2003. He wrote many wonderfully insightful and thought-provoking articles and books…
8 April 2009

 

Accessing journal articles online

computing
journals
references
When searching for research articles online, I often find that the article is unavailable unless I go through the Monash library website, especially when working from home.…
12 March 2009

 

Statistician: the dream job

statistics
So what is the ultimate job? According to Hal Varian, chief economist at Google, it is being a statistician (see this interview)
1 February 2009

 

Time series packages on R

R
time series
There is now an official CRAN Task View for Time Series. This will replace my earlier list of time series packages for R, and provide a more visible and useful entry point…
16 October 2008

 

LaTeX tips

LaTeX
While reading students’ theses and papers recently, I came across various examples of poor latex-ing that I thought would be useful to catalogue.
3 September 2008

 

Tracking changes in LaTeX files

computing
LaTeX
When I write a paper, it usually goes through many versions before being submitted to a journal. I keep track of the different versions by renaming the file when I’m about…
20 August 2008

 

Tracking changes in text files

computing
A common issue that arises with text files (e.g., R code) is to identify changes that have been made between versions. I usually number my R files as file1.R, file2.R, etc.…
20 August 2008

 

Supervision award

supervision
prizes
Last night I received the Vice-Chancellor’s postgraduate supervision award at a function at Government House. I am deeply honoured that my students thought to nominate me…
19 August 2008

 

Time management

productivity
I am frequently asked how I manage my time, and how I manage to get so much done. I don’t know that my approach is right for everyone, but in case it helps here are some…
25 July 2008

 

LaTeX workshop

LaTeX
I gave a one-day LaTeX workshop today.
6 June 2008

 

Words to avoid

writing
According to Andrew Gelman, we should avoid these words in research writing:
28 May 2008

 

Giving a research seminar

beamer
LaTeX
seminars
An expanded version of this post is available in my article on “Giving an academic talk”.
7 May 2008

 

Forecasting and time series books

references
time series
People often ask me for recommendations on forecasting books and time series books. So here is list of eight good books to which I often refer.
28 April 2008

 

R workshop

R
There was an R workshop on 28-29 June, just before the Australian Statistical Conference. I put in an appearance on the second day giving two talks.
28 March 2008

 

Creating a BibTeX file from a Google Library

references
As you will have seen if you poke around these pages, I have a Google Library of books in statistics and forecasting. This is intended to be a complete copy of what is on…
27 March 2008

 

The maths/stats crisis in Australian education

statistics
There is a great article in today’s Australian by my co-author Peter Hall on the crisis in mathematics & statistics education (with student numbers falling at the same time…
26 March 2008

 

Dodgy forecasting

forecasting
A few years ago I did some forecasting work for a commonwealth government department and found that they were forecasting a $5 billion budget using the FORECAST command in…
13 March 2008

 

About Hyndsight

I was thinking of writing a book on doing research in statistics. Instead, I decided to write a blog covering the same material, plus other things that might be of interest…
25 February 2008

 

Indexing in LaTeX

LaTeX
I’m in the final stages of preparing my new exponential smoothing book for publication and have been learning about some LaTeX indexing tools.
16 November 2007

 

Tables in LaTeX

LaTeX
tables
(Updated May 2017)
1 November 2007

 

Searching the statistical literature

references
Last week, Google books introduced a facility whereby users can create their own “library” containing a subset of books to search. I have set up a library of statistical books…
12 September 2007

 

Organization and R

R
Many R users seem to get themselves in a bit of a mess with R files and workspaces scattered across different directories. The R files themselves also get messy and hard to…
6 September 2007

 

Debugging in R

R
Anyone who starts writing serious R code (i.e., code that involves user-written functions) soon finds the need to use debugging tools. There are a few basic tools in R that…
31 August 2007

 

Useful LaTeX links

LaTeX
The first and best place to go is TeX.StackExchange.com. Search for help or ask a question. Otherwise, one of the following websites might be useful.
30 July 2006

 

Statistical jokes

Most of these jokes were posted to Usenet news groups. People who read such things collected them and put them on their web sites. I have shamelessly borrowed them, edited…
15 July 2003
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