Publications by Rob J Hyndman
Mathematical annotations on R plots
I’ve always struggled with using plotmath via the expression function in R for adding mathematical notation to axes or legends. For some reason, the most obvious way to write something never seems to work for me and I end up using trial and error in a loop with far too many iterations. So I am very happy to see the new latex2exp package availab...
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Upcoming talks in California
I’m back in California for the next couple of weeks, and will give the following talk at Stanford and UC-Davis. Optimal forecast reconciliation for big time series data Time series can often be naturally disaggregated in a hierarchical or grouped structure. For example, a manufacturing company can disaggregate total demand for their products b...
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Chinese R conference
I will be speaking at the Chinese R conference in Nanchang, to be held on 24–25 October, on “Forecasting Big Time Series Data using R”. Details (for those who can read Chinese) are at china-r.org. 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-m...
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Reproducibility in computational research
Jane Frazier spoke at our research team meeting today on “Reproducibility in computational research”. We had a very stimulating and lively discussion about the issues involved. One interesting idea was that reproducibility is on a scale, and we can all aim to move further along the scale towards making our own research more reproducible. For ...
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Stanford seminar
I gave a seminar at Stanford today. Slides are below. It was definitely the most intimidating audience I’ve faced, with Jerome Friedman, Trevor Hastie, Brad Efron, Persi Diaconis, Susan Holmes, David Donoho and John Chambers all present (and probably other famous names I’ve missed). I’ll be giving essentially the same talk at UC Davis on Th...
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forecast package v6.2
It is a while since I last updated the CRAN version of the forecast package, so I uploaded the latest version (6.2) today. The github version remains the most up-to-date version and is already two commits ahead of the CRAN version. This update is mostly bug fixes and additional error traps. The full ChangeLog is listed below. Many unit tests add...
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Piecewise linear trends
I prepared the following notes for a consulting client, and I thought they might be of interest to some other people too. Let denote the value of the time series at time , and suppose we wish to fit a trend with correlated errors of the form where represents the possibly nonlinear trend and is an autocorrelated error process. For example, if ...
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The hidden benefits of open-source software
I’ve been having discussions with colleagues and university administration about the best way for universities to manage home-grown software. The traditional business model for software is that we build software and sell it to everyone willing to pay. Very often, that leads to a software company spin-off that has little or nothing to do wi...
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Who’s downloading the forecast package?
The github page for the forecast package currently shows the following information Note the downloads figure: 264K/month. I know the package is popular, but that seems crazy. Also, the downloads figure on github only counts the downloads from the RStudio mirror, and ignores downloads from the other 125 mirrors around the world. Here are the top ...
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RStudio just keeps getting better
RStudio has been a life-changer for the way I work, and for how I teach data analysis. I still have a couple of minor frustrations with it, but they are slowly disappearing as RStudio adds features. I use dual monitors and I like to code on one monitor and have the console and plots on the other monitor. Otherwise I see too little context, and lo...
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