Blog Archives

IIF Fellow Ralph Snyder

IIF Fellow Ralph Snyder

At the International Symposium on Forecasting last week, my friend and colleague Ralph Snyder was made a Fellow of the International Institute of Forecasters.

Read more »

Hex stickers for the forecast package

Hex stickers for the forecast package

I’ve caved in to the hex sticker craze, and produced some hex stickers for the forecast package for R. If you attend a workshop I teach, I’ll give you one. Otherwise you can order (in bulk) from hexi.pics.

Read more »

Why I’m not celebrating the 2016 impact factors

Why I’m not celebrating the 2016 impact factors

Once every year, the journal citation reports are released including journal impact factors. This year, the International Journal of Forecasting 2-year impact factor has increased to 2.642 which is the highest it has been in the journal’s history, an...

Read more »

My new DataCamp course: Forecasting Using R

My new DataCamp course: Forecasting Using R

For the past few months I’ve been working on a new DataCamp course teaching Forecasting using R. I’m delighted that it is now available for anyone to do. Course blurb Forecasting involves making predictions about the future. It is required in man...

Read more »

Prediction intervals for NNETAR models

Prediction intervals for NNETAR models

The nnetar function in the forecast package for R fits a neural network model to a time series with lagged values of the time series as inputs (and possibly some other exogenous inputs). So it is a nonlinear autogressive model, and it is not possible t...

Read more »

ISI Karl Pearson Prize for 2017

ISI Karl Pearson Prize for 2017

Recently I was privileged to sit on the committee that selects the winner of the Karl Pearson Prize. KP was, of course, an early mathematical statistician, famous for many commonly-used statistical methods and tools including histograms, the correlatio...

Read more »

Academic vacancies at Monash

Academic vacancies at Monash

We are hiring again, at all academic levels. While all fields of specialisation within econometrics and statistics are open, expertise in any of Business Analytics, Data Science, Applied Econometrics and Actuarial Science is particularly encouraged. Al...

Read more »

Handgun acquisitions in California after two mass shootings

Handgun acquisitions in California after two mass shootings

My new paper (Studdert et al, 2017) on “Handgun acquisitions in California after two mass shootings” has been attracting some press. Here are some of the news items I’ve found:

Read more »

Handgun acquisitions in California after two mass shootings

Handgun acquisitions in California after two mass shootings

My new paper (Studdert et al, 2017) on “Handgun acquisitions in California after two mass shootings” has been attracting some press. Here are some of the news items I’ve found: CBC CNN Daily Wire EurekaAlert! Guns Healio KernGolden...

Read more »

Monthly seasonality

Monthly seasonality

I regularly get asked why I don’t consider monthly seasonality in my models for daily or sub-daily time series. For example, this recent comment on my post on seasonal periods, or this comment on my post on daily data. The fact is, I’ve nev...

Read more »


Subscribe

Email:

  Subscribe