Publications by R on Rob J Hyndman
Forecast intervals for aggregates
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 wish to forecast the total for the next year. Or you may have weekly data, and want to forecast the total for the next four weeks. If the point forecasts are means, t...
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Hadley Wickham Master R Developer course coming to Melbourne
Hadley Wickham’s popular R developer course is coming to Melbourne on 12-13 December 2016. Bookings can be made via Eventbrite.Hadley, of course, is the developer of the wonderful tidyverse set of R packages including ggplot2, dplyr, tidyr, readr, purrr, tibble, and many more. He is the author of several books including the new “...
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Tourism forecasting competition data as an R package
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 same format as for Mcomp package containing data from the M1 and M3 competitions. Thanks to Peter Ellis for putting the package together. He has also produced a nic...
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Q&A time
Someone sent me some questions by email, and I decided to answer some of them here. How important is it that I know and understand the underlying mathematical framework to forecasting methods? I understand conceptually how most of them work, but I feel as if I may benefit from truly understanding the math. The main benefit of unders...
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Cross-validation for 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.K-fold cross-validation for autoregression The first is regular k-fold cross-validation for autoregressive models. Although cross-validation is sometimes not valid for time series models, it does work for ...
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Simulating from a specified seasonal ARIMA model
From my email today You use an illustration of a seasonal arima model: ARIMA(1,1,1)(1,1,1)4 I would like to simulate data from this process then fit a model… but I am unable to find any information as to how this can be conducted… if I set phi1, Phi1, theta1, and Theta1 it would be reassuring that for large n the parameters retur...
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forecast 8.0
In what is now a roughly annual event, the forecast package has been updated on CRAN with a new version, this time 8.0. A few of the more important new features are described below. Check residuals A common task when building forecasting models is to check that the residuals satisfy some assumptions (that they are uncorrelated, normal...
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forecast 8.0
In what is now a roughly annual event, the forecast package has been updated on CRAN with a new version, this time 8.0. A few of the more important new features are described below. Check residuals A common task when building forecasting models is to check that the residuals satisfy some assumptions (that they are uncorrelated, normally distribu...
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Follow-up forecasting forum in Eindhoven
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 designed for people who attended the 3-day class, but if anyone else wants to attend they would be welcome. Please register here if you want to attend. The preliminary sc...
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Follow-up forecasting forum in Eindhoven
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 designed for people who attended the 3-day class, but if anyone else wants to attend they would be welcome. Please register here if you want to attend. The preliminary sc...
765 sym 1 tbl