Publications by R on Rob J Hyndman
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...
3905 sym R (1672 sym/5 pcs)
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-p...
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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 we...
1619 sym
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. Related To leav...
727 sym
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. E...
1305 sym
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 ser...
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M4 Forecasting Competition: response from Spyros Makridakis
Following my post on the M4 competition yesterday, Spyros Makridakis sent me these comments for posting here. I would like to thank Rob, my friend and co-author, for his insightful remarks concerning the upcoming M4 competition. As Rob says, the two of us have talked a great deal about competitions and I certainly agree with him about the “idea...
3866 sym
Some new time series packages
This week I have finished preliminary versions of two new R packages for time series analysis. The first (tscompdata) contains several large collections of time series that have been used in forecasting competitions; the second (tsfeatures) is designed to compute features from univariate time series data. For now, both are only on github. I will ...
3992 sym R (2110 sym/5 pcs) 10 img
M4 Forecasting Competition update
The official guidelines for the M4 competition have now been published, and there have been several developments since my last post on this. There is now a prize for prediction interval accuracy using a scaled version of the Mean Interval Score. If the $100(1-\alpha)$% prediction interval for time $t$ is given by $[L_{t},U_{t}]$, for $t=1,\dots,...
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R package for M4 Forecasting Competition
The M4 forecasting competition is well under-way, and a few of my PhD students have been working on submissions. Pablo Montero-Manso, Carla Netto, and Thiyanga Talagala have made an R package containing all of the data (100,000 time series), which should make it substantially easier for other contestants to load the data into R in order to comput...
888 sym