Publications by R on Rob J Hyndman
Software for honours students
I spoke to our new crop of honours students this morning. Here are my slides, example files and links. Managing References Mendeley Zotero Paperpile Data analysis and computation Download R Download Rstudio Online R tutorial R packages for time series R packages for econometrics R packages for finance Writing your thesis LaTeX Windows: Dow...
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Software for honours students
I spoke to our new crop of honours students this morning. Here are my slides, example files and links. Managing References Mendeley Zotero Paperpile Data analysis and computation Download R Download Rstudio Online R tutorial R packages for time series R packages for econometrics R packages for finance Writing your thesis LaTeX Windows: Dow...
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Converting to blogdown
This website has gone through several major updates over the years. It began in 1993 as some handcrafted html files, transitioned to Joomla and later to WordPress. Then it slowly grew into a collection of ten connected WordPress installations that became increasingly difficult to maintain, and rather slow. So I’ve now converted the entire site ...
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Converting to blogdown
This website has gone through several major updates over the years. It began in 1993 as some handcrafted html files, transitioned to Joomla and later to WordPress. Then it slowly grew into a collection of ten connected WordPress installations that became increasingly difficult to maintain, and rather slow. So I’ve now converted the entire site ...
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Monthly seasonality
I regularly get asked why I don’t consider monthly seasonality in my models for daily or sub-daily time series. For example, this recent comment on my post on seasonal periods, or this comment on my post on daily data. The fact is, I’ve never seen a time series with monthly seasonality, although that does not mean it does not exist. Monthly se...
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Monthly seasonality
I regularly get asked why I don’t consider monthly seasonality in my models for daily or sub-daily time series. For example, this recent comment on my post on seasonal periods, or this comment on my post on daily data. The fact is, I’ve never seen a time series with monthly seasonality, although that does not mean it does not exist. Monthly s...
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Prediction intervals for NNETAR models
The nnetar function in the forecast package for R fits a neural network model to a time series with lagged values of the time series as inputs (and possibly some other exogenous inputs). So it is a nonlinear autogressive model, and it is not possible to analytically derive prediction intervals. Therefore we use simulation. Suppose we fit a NNETAR...
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My new DataCamp course: Forecasting Using R
For the past few months I’ve been working on a new DataCamp course teaching Forecasting using R. I’m delighted that it is now available for anyone to do. Course blurb Forecasting involves making predictions about the future. It is required in many situations such as deciding whether to build another power generation plant in the next ten yea...
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Hex stickers for the forecast package
I’ve caved in to the hex sticker craze, and produced some hex stickers for the forecast package for R. If you attend a workshop I teach, I’ll give you one. Related To leave a comment for the author, please follow the link and comment on their blog: R on Rob J Hyndman. R-bloggers.com offers daily e-mail updates about R news and tutorials a...
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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 ...
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