All Hyndsight posts by date

M4 Forecasting Competition

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 forecasts, rather than on the mathematical properties of those models. For that, Spyros deserves congratulations for changing the landscape of forecasting research through this series of competitions. Makridakis & Hibon, (JRSSA 1979) was the first serious attempt at a large empirical evaluation of forecast methods.

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Come and work with me

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 data. We are particularly seeking someone with a PhD in computational statistics or statistical machine learning. Desirable characteristics: Experience with time series data. Experience with R package development. Familiarity with reproducible research practices (e.g., git, rmarkdown, etc). A background in machine learning or computational statistics.

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2017 Beijing Workshop on Forecasting

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.

I’m giving four talks as part of the workshop. Other speakers are Junni Zhang, Lei Song, Hui Bu, Feng Li and Yanfei Kang.

Full program details are available online.

Looking for a new research assistant

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 is likely to last for about 6–9 months, and will be casual. Requirements Based in Melbourne. I’d rather not communicate remotely. Able to work at least 20 hours per week. Some of that can be from home if necessary, but you do need to be at Monash University (Clayton campus) at least some of the time.

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rOpenSci OzUnconference coming to Melbourne

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. Unlike regular conferences, there are no talks and there is no pre-determined agenda. It brings together scientists, developers, and open data enthusiasts from academia, industry, government, and non-profit to get together for a few days to work on R-related projects. The agenda is mostly decided during the conference itself, and involves participants dividing into small groups to work on the projects of most interest to them.

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Finding distinct rows of a tibble

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 teaching my students the tidyverse approach to data analysis, which means that I need to unlearn some old approaches and to re-learn them using new tools. But old dogs and new tricks… Yesterday, I was teaching a class where I needed to extract some rows of a data set.

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Forecasting workshop in Perth

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. Topics to be covered include seasonality and trends, exponential smoothing, ARIMA modelling, dynamic regression and state space models, as well as forecast accuracy methods and forecast evaluation techniques such as cross-validation. Workshop participants are expected to be familiar with basic statistical tools such as multiple regression, but no knowledge of time series or forecasting will be assumed.

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IJF Best Paper Award 2017

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. We make an award every two years to the best paper(s) published in the journal. There is always about 18 months delay after the publication period to allow time for reflection, citations, etc. The selected papers are selected by vote of the editorial board. The best paper wins an engraved bronze plaque and US$1000.

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IIF Tao Hong Award 2016

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 2016 is for papers published within 2013–2014. Next year we will award a paper published in 2015–2016, and we will make the award every two years after that. The award decision was made by a committee consisting of Professors Pierre Pinson, James Mitchell and Rob J Hyndman.

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IIF Fellow Ralph Snyder

At the International Symposium on Forecasting last week, my friend and colleague Ralph Snyder was made a Fellow of the International Institute of Forecasters.

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