Publications by Rob J Hyndman
Time Series Data Library now on DataMarket
The Time Series Data Library is a collection of about 800 time series that I have maintained since about 1992, and hosted on my personal website. It includes data from a lot of time series textbooks, as well as many other series that I’ve either collected for student projects or helpful people have sent to me. I’ve now moved the collection on...
2197 sym R (91 sym/2 pcs) 2 tbl
Forecasting the Olympics
Forecasting sporting events is a growing research area. The International Journal of Forecasting even had a special issue on sports forecasting a couple of years ago. The London 2012 Olympics has attracted a few forecasters trying to predict medal counts, world records, etc. Here are some of the articles I’ve seen. Which Olympic records get sh...
1892 sym
Interviews
I’ve been interviewed twice in the last year: For DecisionStats, 9 August 2012. For Data Mining Research, 21 October 2011. Republished in Amstat News, 1 December 2011. Some readers of this blog might find them interesting. I said a few things in today’s interview that I don’t think I’ve previously said publicly. Related To leave a co...
717 sym
Flat forecasts
About once a week someone will tell me there is a bug in my forecast package for R because it gives forecasts that are the same for all future horizons. To save answering the same question repeatedly, here is my response. A point forecast is (usually) the mean of the distribution of a future observation in the time series, conditional on the past...
1725 sym
COMPSTAT2012
This week I’m in Cyprus attending the COMPSTAT2012 conference. There’s been the usual interesting collection of talks, and interactions with other researchers. But I was struck by two side comments in talks this morning that I’d like to mention. Stephen Pollock: Don’t imagine your model is the truth Actually, Stephen said something like �...
2773 sym
Why are some things easier to forecast than others?
Forecasters are often met with skepticism. Almost every time I tell someone that I work in forecasting, they say something about forecasting the stock market, or forecasting the weather, usually suggesting that such forecasts are hopelessly inaccurate. In fact, forecasts of the weather are amazingly accurate given the complexity of the system, wh...
4182 sym
Makefiles for R/LaTeX projects
Updated: 21 November 2012 Make is a marvellous tool used by programmers to build software, but it can be used for much more than that. I use make whenever I have a large project involving R files and LaTeX files, which means I use it for almost all of the papers I write, and almost of the consulting reports I produce. If you are using a Mac or Li...
5400 sym R (1308 sym/4 pcs) 3 tbl
SimpleR tips, tricks and tools
I gave this talk last night to the Melbourne Users of R Network. Download (PDF, 1.58MB) Examples 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 if you're lookin...
494 sym
forecast package v4.0
A few days ago I released version 4.0 of the forecast package for R. There were quite a few changes and new features, so I thought it deserved a new version number. I keep a list of changes in the Changelog for the package, but I doubt that many people look at it. So for the record, here are the most important changes to the forecast package made...
6107 sym R (139 sym/2 pcs) 62 img 2 tbl
Out-of-sample one-step forecasts
It is common to fit a model using training data, and then to evaluate its performance on a test data set. When the data are time series, it is useful to compute one-step forecasts on the test data. For some reason, this is much more commonly done by people trained in machine learning rather than statistics. If you are using the forecast package i...
1323 sym R (99 sym/1 pcs) 1 tbl