Blog Archives

Statistical modelling and analysis of big data

December 18, 2014
By
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 […]

Read more »

New R package for electricity forecasting

December 17, 2014
By
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. […]

Read more »

A time series classification contest

December 14, 2014
By
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 […]

Read more »

Am I a data scientist?

December 9, 2014
By
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 […]

Read more »

Honoring Herman Stekler

December 8, 2014
By
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 […]

Read more »

Prediction competitions

December 5, 2014
By
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 […]

Read more »

New Australian data on the HMD

November 27, 2014
By
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 […]

Read more »

Visualization of probabilistic forecasts

November 21, 2014
By
Visualization of probabilistic forecasts

This week my research group discussed Adrian Raftery’s recent paper on “Use and Communication of Probabilistic Forecasts” which provides a fascinating but brief survey of some of his work on modelling and communicating uncertain futures. Coincidentally, today I was also sent a copy of David Spiegelhalter’s paper on “Visualizing Uncertainty About the Future”. Both are […]

Read more »

IJF review papers

November 11, 2014
By
IJF review papers

Review papers are extremely useful for new researchers such as PhD students, or when you want to learn about a new research field. The International Journal of Forecasting produced a whole review issue in 2006, and it contains some of the most highly cited papers we have ever published. Now, beginning with the latest issue […]

Read more »

Seasonal periods

November 7, 2014
By
Seasonal periods

I get questions about this almost every week. Here is an example from a recent comment on this blog: I have two large time series data. One is separated by seconds intervals and the other by minutes. The length of each time series is 180 days. I’m using R (3.1.1) for forecasting the data. I’d […]

Read more »


Subscribe

Email:

  Subscribe