Blog Archives

RSS feeds for statistics and related journals

January 23, 2015
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RSS feeds for statistics and related journals

I’ve now resurrected the collection of research journals that I follow, and set it up as a shared collection in feedly. So anyone can easily subscribe to all of the same journals, or select a subset of them, to follow on feedly. There are about 90 journals on the list, mostly in statistics, but some from machine […]

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Seminars in Taiwan

January 5, 2015
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Seminars in Taiwan

I’m currently visiting Taiwan and I’m giving two seminars while I’m here — one at the National Tsing Hua University in Hsinchu, and the other at Academia Sinica in Taipei. Details are below for those who might be nearby. Automatic Time Series Forecasting College of Technology Management, Institute of Service Science, National Tsing Hua University, […]

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Di Cook is moving to Monash

December 24, 2014
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Di Cook is moving to Monash

I’m delighted that Professor Dianne Cook will be joining Monash University in July 2015 as a Professor of Business Analytics. Di is an Australian who has worked in the US for the past 25 years, mostly at Iowa State University. She is moving back to Australia and joining the Department of Econometrics and Business Statistics in the […]

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Statistical modelling and analysis of big data

December 18, 2014
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Statistical modelling and analysis of big data

There is a one day workshop on this topic on 23 February 2015 at QUT in Brisbane. I will be speaking on “Visualizing and forecasting big time series data”. OVERVIEW Big data is now endemic in business, industry, government, environmental management, medical science, social research and so on. One of the commensurate challenges is how to […]

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New R package for electricity forecasting

December 17, 2014
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New R package for electricity forecasting

Shu Fan and I have developed a model for electricity demand forecasting that is now widely used in Australia for long-term forecasting of peak electricity demand. It has become known as the “Monash Electricity Forecasting Model”. We have decided to release an R package that implements our model so that other people can easily use it. […]

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A time series classification contest

December 14, 2014
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A time series classification contest

Amongst today’s email was one from someone running a private competition to classify time series. Here are the essential details. The data are measurements from a medical diagnostic machine which takes 1 measurement every second, and after 32–1000 seconds, the time series must be classified into one of two classes. Some pre-classified training data is […]

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Am I a data scientist?

December 9, 2014
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Am I a data scientist?

Last night I gave a very short talk (less than 5 minutes) at the Melbourne Analytics Charity Christmas Gala, a combined event of the Statistical Society of Australia, Data Science Melbourne, Big Data Analytics and Melbourne Users of R Network. This is (roughly) what I said. Statisticians seem to go through regular periods of existential crisis as […]

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Honoring Herman Stekler

December 8, 2014
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Honoring Herman Stekler

The first issue of the IJF for 2015 has just been published, and I’m delighted that it includes a special section honoring Herman Stekler. It includes articles covering a range of his forecasting interests, although not all of them (sports forecasting is missing). Herman himself wrote a paper for it looking at “Forecasting—Yesterday, Today and […]

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Prediction competitions

December 5, 2014
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Prediction competitions

Competitions have a long history in forecasting and prediction, and have been instrumental in forcing research attention on methods that work well in practice. In the forecasting community, the M competition and M3 competition have been particularly influential. The data mining community have the annual KDD cup which has generated attention on a wide range […]

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New Australian data on the HMD

November 27, 2014
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New Australian data on the HMD

The Human Mortality Database is a wonderful resource for anyone interested in demographic data. It is a carefully curated collection of high quality deaths and population data from 37 countries, all in a consistent format with consistent definitions. I have used it many times and never cease to be amazed at the care taken to maintain […]

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