Neyman vs the ‘Inferential’ Probabilists continued (a)

Today is Jerzy Neyman’s Birthday (April 16, 1894 – August 5, 1981).  I am posting a brief excerpt and a link to a paper of his that I hadn’t posted before: Neyman, J. (1962), ‘Two Breakthroughs in the Theory of Statistical Decision Making‘ [i] It’s chock full of ideas and arguments, but the one that interests […]

forecast v8.3 now on CRAN

The latest version of the forecast package for R is now on CRAN. This is the version used in the 2nd edition of my forecasting textbook with George Athanasopoulos. So readers should now be able to replicate all examples in the book using only CRAN pack…

3 YEARS AGO (APRIL 2015): MEMORY LANE

MONTHLY MEMORY LANE: 3 years ago: April 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” […]

New Warning: Proceed With Caution Until the “Alt Stat Approaches” are Evaluated

I predicted that the degree of agreement behind the ASA’s “6 principles” on p-values , partial as it was,was unlikely to be replicated when it came to most of the “other approaches” with which some would supplement or replace significance tests– notably Bayesian updating, Bayes factors, or likelihood ratios (confidence intervals are dual to hypotheses tests). [My […]

February Palindrome Winner: Lucas Friesen

Winner of the February 2018 Palindrome Contest: (a dozen book choice) Lucas Friesen: a graduate student in Measurement, Evaluation, and Research Methodology at the University of British Columbia Palindrome: Ares, send a mere vest set? Bagel-bag madness. Able! Elbas! Send AM: “Gable-Gab test severe. Madness era.” The requirement: A palindrome using “madness*” (+ Elba, of […]

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 …