All Hyndsight posts by date

Job advertisements

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 when they finish their degree. This post is for both groups, hopefully making it easier for them to pair up appropriately. General online job sites such as seek or careerjet are ok, but job-seekers can find it hard to find the relevant openings because job titles are so varied.

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Detecting time series outliers

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. The function began as an answer on CrossValidated and was later added to the forecast package because I thought it might be useful to other people. It has since been updated and made more reliable.

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Forecasting: Principles and Practice

Useful extensions for online books

I’ve had two recent questions from readers of my online textbook (with George Athanasopoulos) which could be solved using Google Chrome extensions. Hi, I’m an MSc student and am shortly starting my project/dissertation on time series data. I’ve started reading Version 3 of your book and improving my R skills but am wondering if there’s any way I can read V3 that will allow annotation? Thanks For personal annotation of websites, the Hypothesis extension is very useful.

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What is forecasting?

Time series cross-validation using fable

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 use it, one without covariates and one with covariates. Quarterly Australian beer production Here is a simple example using quarterly Australian beer production from 1956 Q1 to 2010 Q2. First we create a data object containing many training sets starting with 3 years (12 observations), and adding one quarter at a time until all data are included.

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Forecasting podcasts

I’ve been interviewed for several podcasts over the last year or so. It’s always fun to talk about my work, and I hope there is enough differences between them to make it interesting for listeners. Here is a full list of them.

(Updated: 17 Nov 2021)

Date Podcast Episode
17 November 2021 The Random Sample Software as a first class research output
24 May 2021 Data Skeptic Forecasting principles and practice
12 April 2021 Seriously Social Forecasting the future: the science of prediction
6 February 2021 Forecasting Impact Rob Hyndman
19 July 2020 The Curious Quant Forecasting COVID, time series, and why causality doesnt matter as much as you think‪
27 May 2020 The Random Sample Forecasting the future & the future of forecasting
9 October 2019 Thought Capital Forecasts are always wrong (but we need them anyway)

Call for papers: Innovations in hierarchical forecasting

There is a new call for papers for a special issue of the International Journal of Forecasting on “Innovations in hierarchical forecasting”.

Guest editors: George Athanasopoulos, Rob J Hyndman, Anastasios Panagiotelis, and Nikolaos Kourentzes.

Submission deadline: 31 August 2021.

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Co-authorships for sale

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 contrary to every academic integrity policy I’ve seen. See the Monash authorship policy for example. Dear Hyndman, Rob J. Hope you are doing well. I write this letter on behalf of authors seeking to co-publish. We have seen your previous works (https://www.

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Contraceptive forecasting competition

Here’s an interesting new forecasting competition that came via my inbox this week. Contraceptive access is vital to safe motherhood, healthy families, and prosperous communities. Greater access to contraceptives enables couples and individuals to determine whether, when, and how often to have children. In low- and middle-income countries (LMIC) around the world, health systems are often unable to accurately predict the quantity of contraceptives necessary for each health service delivery site, in part due to insufficient data, limited staff capacity, and inadequate systems.

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