M4 Forecasting Competition

The “M” competitions organized by Spyros Makridakis have had an enormous influence on the field of forecasting. They focused attention on what models produced good forecasts, rather than on the mathematical properties of those models. For t…

Come and work with me

I have funding for a new post-doctoral research fellow, on a 2-year contract, to work with me and Professor Kate Smith-Miles on analysing large collections of time series data. We are particularly seeking someone with a PhD in computational statistics …

Finding distinct rows of a tibble

I’ve been using R or its predecessors for about 30 years, so I tend to I know a lot about R, but I don’t necessarily know how to use modern R tools. Lately, I’ve been teaching my students the tidyverse approach to data analysis, which means that I need…

Forecasting workshop in Perth

On 26-28 September 2017, I will be running my 3-day workshop in Perth on “Forecasting: principles and practice” based on my book of the same name.
Topics to be covered include seasonality and trends, exponential smoothing, ARIMA modelling, …

IJF Best Paper Award 2017

At the recent International Symposium on Forecasting, I announced the awards for the best paper published in the International Journal of Forecasting in the period 2014–2015.
We make an award every two years to the best paper(s) published in the …

IIF Tao Hong Award 2016

A generous donation from Professor Tao Hong has funded this new award for papers on energy forecasting published in the International Journal of Forecasting. The award for 2016 is for papers published within 2013–2014. Next year we will award a p…

ISI Karl Pearson Prize for 2017

Recently I was privileged to sit on the committee that selects the winner of the Karl Pearson Prize. KP was, of course, an early mathematical statistician, famous for many commonly-used statistical methods and tools including histograms, the correlatio…

Academic vacancies at Monash

We are hiring again, at all academic levels. While all fields of specialisation within econometrics and statistics are open, expertise in any of Business Analytics, Data Science, Applied Econometrics and Actuarial Science is particularly encouraged.
Al…

Monthly seasonality

I regularly get asked why I don’t consider monthly seasonality in my models for daily or sub-daily time series. For example, this recent comment on my post on seasonal periods, or this comment on my post on daily data. The fact is, I’ve nev…

Converting to blogdown

This website has gone through several major updates over the years. It began in 1993 as some handcrafted html files, transitioned to Joomla and later to Wordpress. Then it slowly grew into a collection of ten connected Wordpress installations that beca…