Blog Archives

Forecasting with R in WA

August 24, 2014
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Forecasting with R in WA

On 23–25 September, I will be running a 3-day workshop in Perth on “Forecasting: principles and practice” mostly based on my book of the same name. Workshop participants will be assumed to be familiar with basic statistical tools such as multiple...

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biblatex for statisticians

August 22, 2014
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biblatex for statisticians

I am now using biblatex for all my bibliographic work as it seems to have developed enough to be stable and reliable. The big advantage of biblatex is that it is easy to format the bibliography to conform to specific journal or publisher styles. It is also possible to have structured bibliographies (e.g., divided into sections: books, papers, R packages, etc.) Here is my default setting which should be suitable…

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GEFCom 2014 energy forecasting competition is underway

August 18, 2014
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GEFCom 2014 energy forecasting competition is underway

GEFCom 2014 is the most advanced energy forecasting competition ever organized, both in terms of the data involved, and in terms of the way the forecasts will be evaluated. So everyone interested in energy forecasting should head over to the competitio...

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Visit of Di Cook

August 12, 2014
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Visit of Di Cook

Next week, Professor Di Cook from Iowa State University is visiting my research group at Monash University. Di is a world leader in data visualization, and is especially well-known for her work on interactive graphics and the XGobi and GGobi software. See her book with Deb Swayne for details. For those wanting to hear her speak, read on. Research seminar She will be giving a seminar at 2pm on Monday 18 August at the…

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What not to say in a job interview

August 12, 2014
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What not to say in a job interview

I’ve interviewed a few people for jobs at Monash University, and there’s always someone who comes out with something surprising. Here are some real examples. For a post-doctoral research position: Q: What would you say were your major weaknesses? A: I don’t have any. Q: Really? You can’t think of anything that you could work on, new skills you could develop, anything at all that you might be able to…

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Minimal reproducible examples

August 11, 2014
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Minimal reproducible examples

I occasionally get emails from people thinking they have found a bug in one of my R packages, and I usually have to reply asking them to provide a minimal reproducible example (MRE). This post is to provide instructions on how to create a MRE. Bug reports on github, not email First, if you think there is a bug, please don’t send me emails. Instead, use the bug-reporting facility on…

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Student forecasting awards from the IIF

July 26, 2014
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Student forecasting awards from the IIF

At the IIF annual board meeting last month in Rotterdam, I suggested that we provide awards to the top students studying forecasting at university level around the world, to the tune of $100 plus IIF membership for a year. I’m delighted that the idea...

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Coherent population forecasting using R

July 24, 2014
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Coherent population forecasting using R

This is an example of how to use the demography package in R for stochastic population forecasting with coherent components. It is based on the papers by Hyndman and Booth (IJF 2008) and Hyndman, Booth and Yasmeen (Demography 2013). I will use Australian data from 1950 to 2009 and forecast the next 50 years. In demography, “coherent” forecasts are where male and females (or other sub-groups) do not diverge over…

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Plotting the characteristic roots for ARIMA models

July 23, 2014
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Plotting the characteristic roots for ARIMA models

When modelling data with ARIMA models, it is sometimes useful to plot the inverse characteristic roots. The following functions will compute and plot the inverse roots for any fitted ARIMA model (including seasonal models). # Compute AR roots arroots <- function(object) { if(class(object) != "Arima" & class(object) != "ar") stop("object must be of class Arima or ar") if(class(object) == "Arima") parvec <- object$model$phi else parvec <- object$ar if(length(parvec) > 0)…

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I am not an econometrician

July 21, 2014
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I am not an econometrician

I am a statistician, but I have worked in a department of predominantly econometricians for the past 17 years. It is a little like an Australian visiting the United States. Initially, it seems that we talk the same language, do the same sorts of things, and have a very similar culture. But the longer you stay there, the more you realise there are differences that run deep and affect the…

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