Hyndsight

Thoughts on research, forecasting, statistics, and other distractions

Evaluating time series foundation model claims

forecasting

I was emailed by a journalist writing an article about time series foundation models. Here is my response. While the questions were about a specific new transformer model, the comments are more widely applicable, so I’ve edited my answer to be more generic.

25 August 2026

Researcher portals

computing

journals

organization

productivity

references

I first wrote this post in 26 November 2011. Since then, some services have been discontinued, and new ones started. So I’ve updated it to reflect current offerings.

3 August 2026

Mathematical genealogy

genealogy

mathematics

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

30 July 2026

Monthly, quarterly and annual growth rates

time series

I received the following question by email:

28 July 2026

Women in Forecasting

forecasting

The second edition of the Women in Forecasting (WIF) Conference is taking place on 27 June, right before the International Symposium on Forecasting in Montreal Canada.

15 June 2026

Forecasting: Principles and Practice, the Pythonic Way

forecasting

Python

teaching

The Python edition of “Forecasting: Principles and Practice” is now available in print.

5 June 2026

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…

23 April 2026

Why traditional statistics still matters in the age of AI

forecasting

statistics

I was interviewed on this topic recently by Dr Genevieve Hayes for her podcast Value Driven Data Science.

16 April 2026

Rolling scaled forecast accuracy

forecasting

When we compute a MASE or RMSSE using a rolling origin, should the scaling factor be recalculated every time?

20 January 2026

forecast package v9

forecasting

time series

It’s been nearly nine years since the last major release of the forecast package, as we have been focusing on developing fable and related packages as a tidyverse-based…

12 January 2026

WAPE: Weighted Absolute Percentage Error

forecasting

I was recently asked for my view on the so-called “Weighted Absolute Percentage Error” (WAPE).

8 August 2025

fpp3 package update

forecasting

teaching

The fpp3 package has had its first major update since the book was published.

26 June 2024

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 workshops in New York and Chicago

forecasting

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

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

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

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

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

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

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.

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