Blog Archives

forecast v8.3 now on CRAN

forecast v8.3 now on CRAN

The latest version of the forecast package for R is now on CRAN. This is the version used in the 2nd edition of my forecasting textbook with George Athanasopoulos. So readers should now be able to replicate all examples in the book using only CRAN pack...

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A brief history of time series forecasting competitions

A brief history of time series forecasting competitions

Prediction competitions are now so widespread that it is often forgotten how controversial they were when first held, and how influential they have been over the years. To keep this exercise manageable, I will restrict attention to time series forecast...

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R package for M4 Forecasting Competition

R package for M4 Forecasting Competition

The M4 forecasting competition is well under-way, and a few of my PhD students have been working on submissions. Pablo Montero-Manso, Carla Netto, and Thiyanga Talagala have made an R package containing all of the data (100,000 time series), which shou...

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IJF Tao Hong Award 2018

IJF Tao Hong Award 2018

Every two years, the International Journal of Forecasting awards a prize to the best paper on energy forecasting. The prize is generously funded by Professor Tao Hong. This year, we will award the prize to a paper published in the IJF during the period...

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M4 Forecasting Competition update

December 22, 2017
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M4 Forecasting Competition update

The official guidelines for the M4 competition have now been published, and there have been several developments since my last post on this. There is now a prize for prediction interval accuracy using a scaled version of the Mean Interval Score. If th...

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Data Science for Managers: May 2018

December 5, 2017
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Data Science for Managers: May 2018

For the last few years, I have been involved with running a 3-day short course on “Data Science for Managers”. We have run it twice each year since 2015, and it continues to prove very popular. We have some awesome presenters including Mona...

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Some new time series packages

November 29, 2017
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Some new time series packages

This week I have finished preliminary versions of two new R packages for time series analysis. The first (tscompdata) contains several large collections of time series that have been used in forecasting competitions; the second (tsfeatures) is designed...

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M4 Forecasting Competition: response from Spyros Makridakis

November 20, 2017
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M4 Forecasting Competition: response from Spyros Makridakis

Following my post on the M4 competition yesterday, Spyros Makridakis sent me these comments for posting here. I would like to thank Rob, my friend and co-author, for his insightful remarks concerning the upcoming M4 competition. As Rob says, the two of...

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M4 Forecasting Competition: response from Spyros Makridakis

November 20, 2017
By
M4 Forecasting Competition: response from Spyros Makridakis

Following my post on the M4 competition yesterday, Spyros Makridakis sent me these comments for posting here. I would like to thank Rob, my friend and co-author, for his insightful remarks concerning the upcoming M4 competition. As Rob says, the two of...

Read more »

M4 Forecasting Competition

November 19, 2017
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M4 Forecasting Competition

The “M” competitions organized by Spyros Makridakis have had an enormous influence on the field of forecasting. They focused attention on what models produced good forecasts, rather than on the mathematical properties of those models. For t...

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