Blog Archives

IJF Tao Hong Award for the best paper in energy forecasting 2013-2014

January 11, 2017
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IJF Tao Hong Award for the best paper in energy forecasting 2013-2014

Professor Tao Hong has generously funded a new prize for the best IJF paper on energy forecasting, to be awarded every two years. The first award will be for papers published in the International Journal of Forecasting during the period 2013-2014. The prize will be US$1000 plus an engraved plaque. The award committee is Rob […]

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What is going on?

December 12, 2016
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What is going on?

I seem to be getting an increasing number of submissions where the author has clearly not bothered to actually check that the paper was submitted correctly. Here is a rejection letter I wrote today. Dear xxxxx I am writing concerning manuscript #INTFOR_16xxxxx entitled “xxxxxxxxxxxxxxxx” which you submitted to the International Journal of Forecasting. Thank you […]

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Cross-validation for time series

December 5, 2016
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Cross-validation for time series

I’ve added a couple of new functions to the forecast package for R which implement two types of cross-validation for time series. K-fold cross-validation for autoregression The first is regular k-fold cross-validation for autoregressive models. Although cross-validation is sometimes not valid for time series models, it does work for autoregressions, which includes many machine learning […]

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Invited sessions at the International Symposium on Forecasting

November 28, 2016
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Invited sessions at the International Symposium on Forecasting

We are currently calling for invited session proposals for the ISF to be held in Cairns, Australia, in June 2017. An invited session consists of 3 or 4 talks around a specific forecasting theme. You are allowed to be one of the speakers in a session you organize (although it is not necessary). So if […]

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We’re still hiring at Monash

November 6, 2016
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We’re still hiring at Monash

We have another position available, this time for a lecturer (equivalent to an assistant professor tenure track in the US). The department covers a wide range of areas in statistics and econometrics, but for this position we are looking for someone with expertise in at least one of business analytics, data science, actuarial science, computational […]

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Q&A: predictive analytics

October 24, 2016
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Q&A: predictive analytics

A major news outlet interviewed me on predictive analytics. Here were my responses. Data mining is not just for tech companies, in fact it can be especially useful for industries which are not typically thought of to be ‘innovative’ such as agriculture. What are some of the main industries that you think benefit from predictive […]

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Q&A time

October 23, 2016
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Q&A time

Someone sent me some questions by email, and I decided to answer some of them here. How important is it that I know and understand the underlying mathematical framework to forecasting methods? I understand conceptually how most of them work, but I feel as if I may benefit from truly understanding the math. The main benefit […]

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Tourism forecasting competition data as an R package

October 22, 2016
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Tourism forecasting competition data as an R package

The data used in the tourism forecasting competition, discussed in Athanasopoulos et al (2011), have been made available in the Tcomp package for R. The objects are of the same format as for Mcomp package containing data from the M1 and M3 competitions. Thanks to Peter Ellis for putting the package together. He has also […]

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GEFCom2017: Hierarchical Probabilistic Load Forecasting

October 14, 2016
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GEFCom2017: Hierarchical Probabilistic Load Forecasting

After the great success of the previous two energy forecasting competitions we have run (GEFCom2012 and GEFCom2014), we are holding another one, this time focused on hierarchical probabilistic load forecasting. Check out all the details over on Tao Hong’s blog. The previous GEFComs have led to some major advances in forecasting methodology, available via IJF papers by […]

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Come to Melbourne, even if not to Monash

October 12, 2016
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Come to Melbourne, even if not to Monash

The University of Melbourne is advertising for a “Professor in Statistics (Data Science)”. Melbourne (the city) is fast becoming a vibrant centre for data science and applied statistics, with more than 4700 people signed up for the Data Science Meetup Group, a thriving start-up scene, the group at Monash Business School (including Di Cook and […]

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