Publications by Rob J Hyndman
Jobs at Amazon
I do not normally post job adverts, but this was very specifically targeted to “applied time series candidates” so I thought it might be of sufficient interest to readers of this blog. Here is an excerpt from an email I received from someone at Amazon: Amazon is aggressively recruiting in the data sciences, and we have found th...
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Seasonal periods
I get questions about this almost every week. Here is an example from a recent comment on this blog: I have two large time series data. One is separated by seconds intervals and the other by minutes. The length of each time series is 180 days. I’m using R (3.1.1) for forecasting the data. I’d like to know the value of the “frequency” argu...
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Visualization of probabilistic forecasts
This week my research group discussed Adrian Raftery’s recent paper on “Use and Communication of Probabilistic Forecasts” which provides a fascinating but brief survey of some of his work on modelling and communicating uncertain futures. Coincidentally, today I was also sent a copy of David Spiegelhalter’s paper on “Visualizing Uncertai...
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New Australian data on the HMD
The Human Mortality Database is a wonderful resource for anyone interested in demographic data. It is a carefully curated collection of high quality deaths and population data from 37 countries, all in a consistent format with consistent definitions. I have used it many times and never cease to be amazed at the care taken to maintain such a grea...
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Am I a data scientist?
Last night I gave a very short talk (less than 5 minutes) at the Melbourne Analytics Charity Christmas Gala, a combined event of the Statistical Society of Australia, Data Science Melbourne, Big Data Analytics and Melbourne Users of R Network. This is (roughly) what I said. Statisticians seem to go through regular periods of existential crisis...
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A time series classification contest
Amongst today’s email was one from someone running a private competition to classify time series. Here are the essential details. The data are measurements from a medical diagnostic machine which takes 1 measurement every second, and after 32–1000 seconds, the time series must be classified into one of two classes. Some pre-classified traini...
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New R package for electricity forecasting
Shu Fan and I have developed a model for electricity demand forecasting that is now widely used in Australia for long-term forecasting of peak electricity demand. It has become known as the “Monash Electricity Forecasting Model”. We have decided to release an R package that implements our model so that other people can easily use it. The pac...
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Di Cook is moving to Monash
I’m delighted that Professor Dianne Cook will be joining Monash University in July 2015 as a Professor of Business Analytics. Di is an Australian who has worked in the US for the past 25 years, mostly at Iowa State University. She is moving back to Australia and joining the Department of Econometrics and Business Statistics in the Monash Busi...
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Seminars in Taiwan
I’m currently visiting Taiwan and I’m giving two seminars while I’m here — one at the National Tsing Hua University in Hsinchu, and the other at Academia Sinica in Taipei. Details are below for those who might be nearby. Automatic Time Series Forecasting College of Technology Management, Institute of Service Science, National Tsing Hua Un...
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RSS feeds for statistics and related journals
I’ve now resurrected the collection of research journals that I follow, and set it up as a shared collection in feedly. So anyone can easily subscribe to all of the same journals, or select a subset of them, to follow on feedly. There are about 90 journals on the list, mostly in statistics, but some from machine learning, operations research ...
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