Blog Archives

Tim Harford on forecasting

September 8, 2014
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Tim Harford on forecasting

A few weeks ago I had a Skype chat with Tim Harford, the “Undercover Economist” for Britain’s Financial Times. He was working on an article for the FT on forecasting, and wanted my perspective as an academic forecaster. I mostly talked about what makes some things more predictable than others, as discussed in this blog […]

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Generating quantile forecasts in R

September 8, 2014
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Generating quantile forecasts in R

From today’s email: I have just finished reading a copy of ‘Forecasting:Principles and Practice’ and I have found the book really interesting. I have particularly enjoyed the case studies and focus on practical applications. After finishing the book I have joined a forecasting competition to put what I’ve learnt to the test. I do have […]

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Resources for the FPP book

September 3, 2014
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Resources for the FPP book

The FPP resources page has recently been updated with several new additions including R code for all examples in the book. This was already available within each chapter, but the examples have been collected into one file per chapter to save copying and pasting the various code fragments. Slides from a course on Predictive Analytics from […]

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A new candidate for worst figure

September 1, 2014
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A new candidate for worst figure

Today I read a paper that had been submitted to the IJF which included the following figure along with several similar plots. (Click for a larger version.) I haven’t seen anything this bad for a long time. In fact, I think I would find it very difficult to reproduce using R, or even Excel (which […]

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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 regression, but no knowledge of time series or forecasting will be assumed. Some prior […]

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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 […]

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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 competition webpage and start forecasting: www.gefcom.org. This time, the competition is hosted on CrowdANALYTIX rather than Kaggle. […]

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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 […]

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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 […]

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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 […]

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