Blog Archives

IJF best paper awards

June 23, 2015
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IJF best paper awards

Today at the International Symposium on Forecasting, I announced the awards for the best paper published in the International Journal of Forecasting in the period 2012–2013. We make an award every two years to the best paper(s) published in the journal. There is always about 18 months delay after the publication period to allow time for […]

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North American seminars: June 2015

June 16, 2015
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North American seminars: June 2015

For the next few weeks I am travelling in North America and will be giving the following talks. 19 June: Southern California Edison, Rosemead CA. “Probabilistic forecasting of peak electricity demand”. 23 June: International Symposium on Forecasting, Riverside CA. “MEFM: An R package for long-term probabilistic forecasting of electricity demand”. 25 June: Google, Mountain View, CA. “Automatic algorithms […]

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R vs Autobox vs ForecastPro vs …

June 3, 2015
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R vs Autobox vs ForecastPro vs …

Every now and then a commercial software vendor makes claims on social media about how their software is so much better than the forecast package for R, but no details are provided. There are lots of reasons why you might select a particular software solution, and R isn’t for everyone. But anyone claiming superiority should […]

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A new R package for detecting unusual time series

May 31, 2015
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A new R package for detecting unusual time series

The anomalous package provides some tools to detect unusual time series in a large collection of time series. This is joint work with Earo Wang (an honours student at Monash) and Nikolay Laptev (from Yahoo Labs). Yahoo is interested in detecting unusual patterns in server metrics. The package is based on this paper with Earo […]

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New in forecast 6.0

May 15, 2015
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New in forecast 6.0

This week I uploaded a new version of the forecast package to CRAN. As there were a lot of changes, I decided to increase the version number to 6.0. The changes are all outlined in the ChangeLog file as usual. I will highlight some of the more important changes since v5.0 here. ETS One of […]

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More changes to the IJF editorial board

May 14, 2015
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More changes to the IJF editorial board

The editorial board of the International Journal of Forecasting is going through a renewal process with several changes to the team of editors and the team of associate editors in the last few weeks. New Editors Graham Elliott has decided to step down from the IJF editorial board after many years of service. Graham is […]

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Nominations for IJF Best Paper 2012-2013

May 7, 2015
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Nominations for IJF Best Paper 2012-2013

The following papers have been nominated for the best paper published in the International Journal of Forecasting in 2012–2013. I have included an excerpt from the nomination in each case. The papers in bold have been short-listed for the award, and the editorial board are currently voting on them. Bellotti, T., & Crook, J. (2012). […]

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Thinking big at Yahoo

April 22, 2015
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Thinking big at Yahoo

I’m speaking in the “Yahoo Labs Big Thinkers” series on Friday 26 June. I hope I can live up to the title! My talk is on “Exploring the boundaries of predictability: what can we forecast, and when should we give up?”  Essentially I will start with some of the ideas in this post, and then discuss the […]

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Travelling Thilaksha

April 22, 2015
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Travelling Thilaksha

One of my PhD students, Thilaksha Tharanganie, has been very successful in getting travel funding to attend conferences. She was the subject of a write-up in today’s Monash News. We encourage students to attend conferences, and provide funding for them to attend one international conference and one local conference during their PhD candidature. Thilaksha was […]

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Feeling the FPP love

April 10, 2015
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Feeling the FPP love

It is now exactly 12 months since the print version of my forecasting textbook with George Athanasopoulos was released on Amazon.com. Although the book is freely available online, it seems that a lot of people still like to buy print books. It’s nice to see that it has been getting some good reviews. It is rated […]

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