Feasts and fables: modern tools for time series analysis


17 November 2021


Cornish Lecture, Adelaide


EA Cornish Lecture given to the Statistical Society of Australia (South Australian branch): 17 November 2021

Shorter version given at Why R? 2021 Conference: 10 Dec 2021

It is now common for organizations to collect huge amounts of data over time, and existing time series analysis tools are not always able to handle the scale, frequency and structure of the data collected. I will demonstrate some new tools and methods that have been developed to handle the analysis of large collections of time series. These include a feature-based approach for exploring time series data in high dimensions, and to allow anomalous time series to be identified within a collection of time series. I will also show how automated large-scale probabilistic forecasting is now very easy to do. No knowledge of time series analysis or forecasting will be assumed! The ideas will be illustrated using the tsibble, feasts and fable packages for R.

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