IJF Tao Hong Award 2018

Every two years, the International Journal of Forecasting awards a prize to the best paper on energy forecasting. The prize is generously funded by Professor Tao Hong. This year, we will award the prize to a paper published in the IJF during the period…

3 YEARS AGO (MARCH 2015): MEMORY LANE

MONTHLY MEMORY LANE: 3 years ago: March 2015. I mark in red 3-4 posts from each month that seem most apt for general background on key issues in this blog, excluding those reblogged recently[1], and in green up to 3 others of general relevance to philosophy of statistics (in months where I’ve blogged a lot)[2].  Posts that are part of a “unit” […]

M4 Forecasting Competition update

The official guidelines for the M4 competition have now been published, and there have been several developments since my last post on this.
There is now a prize for prediction interval accuracy using a scaled version of the Mean Interval Score. If th…

Some new time series packages

This week I have finished preliminary versions of two new R packages for time series analysis. The first (tscompdata) contains several large collections of time series that have been used in forecasting competitions; the second (tsfeatures) is designed…

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…