The fable package for doing tidy forecasting in R is now on CRAN. Like tsibble and feasts, it is also part of the tidyverts family of packages for analysing, modelling and forecasting many related time series (stored as tsibbles).
For a brief introduct…
Author: Hyndsight on Rob J Hyndman
Feature-based time series analysis
In my last post, I showed how the feasts package can be used to produce various time series graphics.
The feasts package also includes functions for computing FEatures And Statistics from Time Series (hence the name). In this post I will give three exa…
Time series graphics using feasts
This is the second post on the new tidyverts packages for tidy time series analysis. The previous post is here.
For users migrating from the forecast package, it might be useful to see how to get similar graphics to those they are used to. The forecast…
Tidy time series data using tsibbles
There is a new suite of packages for tidy time series analysis, that integrates easily into the tidyverse way of working. We call these the tidyverts packages, and they are available at tidyverts.org. Much of the work on these packages has been done by…
Poll position: statistics and the Australian federal election
One of the few people in Australia who did not write off a possible Coalition win at the recent federal election was Peter Ellis. We’ve invited him to come and give a talk about making sense of opinion polls and the Australian federal election on Frida…
You are what you vote
I’ve tried my hand at writing for the wider public with an article for The Conversation based on my paper with Di Cook and Jeremy Forbes on “Spatial modelling of the two-party preferred vote in Australian federal elections: 2001-2016”. With the next Au…
Translations of “Forecasting: principles and practice”
There are now translations of my forecasting textbook (coauthored with George Athanasopoulos) into Chinese and Korean.
The Chinese translation was produced by a team led by Professor Yanfei Kang (Beihang University) and Professor Feng Li (Central Unive…
Post-docs in wind and solar power forecasting
We currently have two postdoc opportunities together with an industry partner in the field of wind and solar power forecasting (full time, Level B). They are suitable for recently graduated PhD students that can start between now and June-July.
The opp…
forecast 8.5
The latest minor release of the forecast package has now been approved on CRAN and should be available in the next day or so.
Version 8.5 contains the following new features
Updated tsCV() to handle exogenous regressors. Reimplemented naive(), snaive(…
Network for early career researchers in forecasting
The International Institute of Forecasters has established interest group sections, devoted to specialized domains of forecasting. One of the first such sections will be for early career researchers.
So if you are a PhD student, post-doc, or otherwise …
Why doesn’t auto.arima() return the model with the lowest AICc value?
This question seems to come up frequently on crossvalidated.com or in my inbox.
I have this time series, however it yields different results when I use the auto.arima and Arima functions.
library(forecast) xd <- ts(c(23786, 25955, 54373, 21561, 14…
Using ggplot2 for functional time series
This week I’ve been attending the Functional Data and Beyond workshop at the Matrix centre in Creswick.
I spoke yesterday about using ggplot2 for functional data graphics, rather than the custom-built plotting functionality available in the many functi…
M4 Forecasting Conference
Following the highly successful M4 Forecasting Competition, there will be a conference held on 10-11 December at Tribeca Rooftop, New York, to discuss the results. The conference will elaborate on the findings of the M4 Competition, with prominent spea…
MeDaScIn 2018
The annual Melbourne Data Science Initiative (or MeDaScIn, pronounced medicine) is on again next month (24-27 September) with lots of tutorials, and the annual datathon.
This year there will be a “Forecasting with R” workshop (25 September)…
National Science Week Melbourne Mathematics Activities
Next week is National Science Week and there are a few mathematics activities happening around Melbourne that are being sponsored by ACEMS.
Elsewhere in Melbourne: Mon 13 Aug 2018, 6:00pm – 7:30pm
Public Talk: Is this your card?
Location: Unive…
Saving ts objects as csv files
Occasionally R might not be the tool you want to use (hard to believe, but apparently that happens). Then you may need to export some data from R via a csv file. When the data is stored as a ts object, the time index can easily get lost. So I wrote a l…
UseR!2018 talks
All talks from useR!2018, held in Brisbane last week, are now available on YouTube.
Links to talks from members of my research team are given below.
Seasonal decomposition of short time series
Many users have tried to do a seasonal decomposition with a short time series, and hit the error “Series has less than two periods”.
The problem is that the usual methods of decomposition (e.g., decompose and stl) estimate seasonality using at least as…
A forecast ensemble benchmark
Forecasting benchmarks are very important when testing new forecasting methods, to see how well they perform against some simple alternatives. Every week I get sent papers proposing new forecasting methods that fail to do better than even the simplest …
Forecasting in NYC: 25-27 June 2018
In late June, I will be in New York to teach my 3-day workshop on Forecasting using R. Tickets are available at Eventbrite.
This is the first time I’ve taught this workshop in the US, having previously run it in the Netherlands and Australia. It …