Blog Archives

Flat forecasts

August 19, 2012
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Flat forecasts

About once a week someone will tell me there is a bug in my forecast package for R because it gives forecasts that are the same for all future horizons. To save answering the same question repeatedly, here is my response. A point forecast is (usually) the mean of the distribution of a future observation in the time series, conditional on the past observations of the time series. It is…

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Interviews

August 9, 2012
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Interviews

I’ve been interviewed twice in the last year: For DecisionStats, 9 August 2012. For Data Mining Research, 21 October 2011. Republished in Amstat News, 1 December 2011. Some readers of this blog might find them interesting. I said a few things in t...

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Blogs about research

August 9, 2012
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Blogs about research

If you find this blog helpful (or even if you don’t but you’re interested in blogs on research issues and tools), there are a few other blogs about doing research that you might find useful. Here are a few that I read. Patter — Pat Thomson. The ...

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Read the literature

August 3, 2012
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Read the literature

I’ve just finished another reviewer report for a journal, and yet again I’ve had to make comments about reading the literature. It’s not difficult. Before you write a paper, read what other people have done. A simple search on Google scholar will...

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Put your pre-prints online

August 2, 2012
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Put your pre-prints online

I have argued previously that research papers should be posted online at the same time as they are submitted to a journal. Sometimes people claim that journals don’t allow it, which is nonsense. Almost every journal allows it, and many also allow the...

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Bare bones beamer

August 1, 2012
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Bare bones beamer

Beamer is far and away the most popular software for presentations amongst researchers in mathematics and statistics. Most conference and seminar talks I attend these days use beamer. Unfortunately, they all look much the same. I think people find beamer themes too hard to modify easily, so a small number of templates get shared around. Even the otherwise wonderful LaTeX Templates site has no beamer examples. The beamer user guide…

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Forecasting the Olympics

July 31, 2012
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Forecasting the Olympics

Forecasting sporting events is a growing research area. The International Journal of Forecasting even had a special issue on sports forecasting a couple of years ago. The London 2012 Olympics has attracted a few forecasters trying to predict medal counts, world records, etc. Here are some of the articles I’ve seen. Which Olympic records get shattered?, Nate Silver, New York Times. Statisticians predict the number of Olympic records that will…

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Time Series Data Library now on DataMarket

June 20, 2012
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Time Series Data Library now on DataMarket

The Time Series Data Library is a collection of about 800 time series that I have maintained since about 1992, and hosted on my personal website. It includes data from a lot of time series textbooks, as well as many other series that I’ve either collected for student projects or helpful people have sent to me. I’ve now moved the collection onto DataMarket which provides much better facilities for maintaining…

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Constants and ARIMA models in R

June 6, 2012
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Constants and ARIMA models in R

This post is from my new book Forecasting: principles and practice, available freely online at OTexts.com/fpp/. A non-seasonal ARIMA model can be written as (1)   or equivalently as (2)   where is the backshift operator, and is the mean of . R uses the parametrization of equation (2). Thus, the inclusion of a constant in a non-stationary ARIMA model is equivalent to inducing a polynomial trend of order in…

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My new forecasting textbook

May 23, 2012
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My new forecasting textbook

After years of saying that I was going to write a book to replace Makridakis, Wheelwright and Hyndman (1998), I’m finally ready to make an announcement! My new book is Forecasting: principles and practice, co-authored with George Athanasopoulos. It is available online and free-of-charge. We have written about 2/3 of the book so far (all of which is already available online), and we plan to finish it by the end…

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