Publications by R on Rob J Hyndman
Electricity demand data in tsibble format
The tsibbledata packages contains the vic_elec data set, containing half-hourly electricity demand for the state of Victoria, along with corresponding temperatures from the capital city, Melbourne. These data cover the period 2012-2014. Other similar data sets are also available, and these may be of interest to researchers in the area. For people...
2045 sym R (3909 sym/3 pcs)
Time series cross-validation using fable
Time series cross-validation is handled in the fable package using the stretch_tsibble() function to generate the data folds. In this post I will give two examples of how to use it, one without covariates and one with covariates. Quarterly Australian beer production Here is a simple example using quarterly Australian beer production from 1956 Q1...
2220 sym R (2416 sym/8 pcs)
Detecting time series outliers
The tsoutliers() function in the forecast package for R is useful for identifying anomalies in a time series. However, it is not properly documented anywhere. This post is intended to fill that gap. The function began as an answer on CrossValidated and was later added to the forecast package because I thought it might be useful to other people. I...
4193 sym R (380 sym/3 pcs) 4 img
Simulating from TBATS models
I’ve had several requests for an R function to simulate future values from a TBATS model. We will eventually include TBATS in the fable package, and the facilities will be added there. But in the meantime, if you are using the forecast package and want to simulate from a fitted TBATS model, here is how do it. Simulating via one-step forecasts D...
2334 sym R (1644 sym/2 pcs) 2 img
Monash time series forecasting repository
The Monash time series forecasting respository is a comprehensive collection of time series data made available in a convenient form to encourage empirical forecast evaluations. The repository includes the data from many forecasting competitions including the M1, M3, M4, NN5, tourism, and KDD cup 2018, as well as many other data sets from diverse...
3221 sym R (2806 sym/5 pcs) 2 img