Publications by Rob J Hyndman
Dark themes for writing
I spend much of my day sitting in front of a screen, coding or writing. To limit the strain on my eyes, I use a dark theme as much as possible. That is, I write with light colored text on a dark background. I don’t know why this is not the default in more software as it makes a big difference after a few hours of writing. Most of the time, I am...
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A new open source data set for anomaly detection
Yahoo Labs has just released an interesting new data set useful for research on detecting anomalies (or outliers) in time series data. There are many contexts in which anomaly detection is important. For Yahoo, the main use case is in detecting unusual traffic on Yahoo servers. The data set comprises real traffic to Yahoo services, along with so...
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Feeling the FPP love
It is now exactly 12 months since the print version of my forecasting textbook with George Athanasopoulos was released on Amazon.com. Although the book is freely available online, it seems that a lot of people still like to buy print books. It’s nice to see that it has been getting some good reviews. It is rated 4.6 stars on Amazon.com with 6 ...
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New in forecast 6.0
This week I uploaded a new version of the forecast package to CRAN. As there were a lot of changes, I decided to increase the version number to 6.0. The changes are all outlined in the ChangeLog file as usual. I will highlight some of the more important changes since v5.0 here. ETS One of the most used functions in the package is ets() and it pro...
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A new R package for detecting unusual time series
The anomalous package provides some tools to detect unusual time series in a large collection of time series. This is joint work with Earo Wang (an honours student at Monash) and Nikolay Laptev (from Yahoo Labs). Yahoo is interested in detecting unusual patterns in server metrics. The basic idea is to measure a range of features of the time seri...
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R vs Autobox vs ForecastPro vs …
Every now and then a commercial software vendor makes claims on social media about how their software is so much better than the forecast package for R, but no details are provided. There are lots of reasons why you might select a particular software solution, and R isn’t for everyone. But anyone claiming superiority should at least provide som...
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North American seminars: June 2015
For the next few weeks I am travelling in North America and will be giving the following talks. 19 June: Southern California Edison, Rosemead CA. “Probabilistic forecasting of peak electricity demand”. 23 June: International Symposium on Forecasting, Riverside CA. “MEFM: An R package for long-term probabilistic forecasting of electricity...
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My Yahoo talk is now online
Last week I gave a talk in the Yahoo! Big Thinkers series. The video of the talk is now online and embedded below. Related To leave a comment for the author, please follow the link and comment on their blog: Hyndsight » R. R-bloggers.com offers daily e-mail updates about R news and tutorials about learning R and many other topics. Click here...
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Useful tutorials
There are some tools that I use regularly, and I would like my research students and post-docs to learn them too. Here are some great online tutorials that might help. ggplot tutorial from Winston Chang Writing an R package from Karl Broman Rmarkdown from RStudio Shiny from RStudio git/github guide from Karl Broman minimal make tutorial from ...
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Murphy diagrams in R
At the recent International Symposium on Forecasting, held in Riverside, California, Tillman Gneiting gave a great talk on “Evaluating forecasts: why proper scoring rules and consistent scoring functions matter”. It will be the subject of an IJF invited paper in due course. One of the things he talked about was the “Murphy diagram” for c...
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