I received this email today: Dear Professor Hyndman, I was wondering if you could maybe give me some advice on how to organize your research process. I am able to search the literature on a certain topic and identify where there is a question to work with. My main difficult is to organize my paper annotations in order to help me to guide my research process, i.e, how to manage…
This question was posed on crossvalidated.com: I have a monthly time series (for 2009–2012 non-stationary, with seasonality). I can use ARIMA (or ETS) to obtain point and interval forecasts for each month of 2013, but I am interested in forecasting the total for the whole year, including prediction intervals. Is there an easy way in R to obtain interval forecasts for the total for 2013? I’ve come across this problem…
My new online forecasting book (written with George Athanasopoulos) is now completed. I previously described it on this blog nearly a year ago. In reality, an online book is never complete, and we plan to continually update it. But it is now at the poi...
Last Thursday (28 March 2013), George Box passed away at the age of 93. He was one of the great statisticians of the last 100 years, and leaves an astonishingly diverse legacy. When I teach forecasting to my second year commerce students, we cover Box-Cox transformations, Box-Pierce and Ljung-Box tests, and Box-Jenkins modelling, and my students wonder if it is the same Box in all cases. It is. And we…
This is a guest post by Benedict Noel of Zombal. Many statisticians do a little bit of consulting in addition to their main job, and Zombal provides a way for people to find such work. Zombal: connecting freelancers with projects Zombal is an online marketplace for freelance work in the maths and sciences. Employers (aka “launchers” on Zombal) can post project listings for free, and candidates (aka ‘catchers’) bid to…
I sometimes get asked about forecasting many time series automatically. Here is a recent email, for example: I have looked but cannot find any info on generating forecasts on multiple data sets in sequence. I have been using analysis services for sql server to generate fitted time series but it is too much of a black box (or I don’t know enough to tweak/manage the inputs). In short, what package…
A few days ago I released version 4.0 of the forecast package for R. There were quite a few changes and new features, so I thought it deserved a new version number. I keep a list of changes in the Changelog for the package, but I doubt that many people look at it. So for the record, here are the most important changes to the forecast package made since v3.0…
Updated: 21 November 2012 Make is a marvellous tool used by programmers to build software, but it can be used for much more than that. I use make whenever I have a large project involving R files and LaTeX files, which means I use it for almost all of the papers I write, and almost of the consulting reports I produce. If you are using a Mac or Linux, you…
Today I was writing a report which included 20 figures, with the names demandplot1.pdf, demandplot2.pdf, …, demandplot20.pdf, and all with similar captions. Clearly a loop was required. After all, LaTeX is a programming language, so we should be able to take advantage of its capabilities. I found the forloop package which handled the problem perfectly. My first attempt looked like this: \newcommand{\demandplot}[1]{\begin{figure}\centering \includegraphics[width=\textwidth]{./figs/demandplot#1.pdf} \caption{Hourly demand (GW) for zone #1.} \end{figure}}…
