Migrating to Quarto
This website is now managed using Quarto. It ran using blogdown for the last six years, and various other platforms before that. But Quarto had a few advantages, and I wanted to learn how to do it, so...
View ArticleTime series and forecasting workshop: 9-10 November 2022
In most recent years, I’ve run a 2-3 day workshop, held in various locations around the world. The one this year will be in Canberra on 9-10 November, and will be taught jointly with Associate...
View ArticleMigrating from Disqus to giscus
I’ve long wanted to ditch Disqus as the commenting system on this blog, as it is bloated, adds a lot of extra and unnecessary links, and generally looks noisy. I’ve been using Disqus for more than 13...
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WOMBAT 2022
WOMBAT is back! The WOMBAT conferences are “Workshops Organized by the Monash Business Analytics Team”. The first one was held in 2016, and later editions took place in 2017 and 2019. The 2022 version...
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Notation for forecast reconciliation
The various papers on forecast reconcilation written over the last 13 years have not used a consistent notation. We have revised our notation as we have slowly come to understand the problem better....
View ArticlePython implementations of time series forecasting and anomaly detection
Regular readers will know that I develop statistical models and algorithms, and I write R implementations of them. I’m often asked if there are also Python implementations available. There are. Nixtla...
View ArticleAustralian Academy of Science
The Australian Academy of Science has put out a new video about my work.
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Derivations of forecast variance for benchmark methods
In my forecasting textbook coauthored with George Athanasopoulos, we provide formulas for the forecast variances of four simple benchmark forecasting methods, but we don’t explain where they come...
View ArticleWe need more open data in Australia
I made the following comments in an ISI webinar today on Statistical and Data Science Issues in Australasia. Australia has a problem with government data. Actually it has three problems with...
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Monash Quarto Templates
I’ve created some quarto templates with Monash University branding. Monash Letter Template This is a Quarto template that assists you in creating a letter on Monash University letterhead. quarto use...
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Forecasting workshops in New York and Chicago
I’m giving a 2-day workshop on “Tidy Time Series and Forecasting in R”, first at the New York R Conference in July, and then at the Posit Conference in Chicago in September. Places are limited, so...
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Degrees of freedom for a Ljung-Box test
The Ljung-Box test is widely used to test for autocorrelation remaining in the residuals after fitting a model to a time series. In this post, I look at the degrees of freedom used in such tests. The...
View ArticleVideos for Forecasting: principles and practice (3rd ed)
Over the past 6 months, George Athanasopoulos and I have added videos to most sections of the 3rd edition of our textbook Forecasting: principles and practice. We have taught from the book many times,...
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Monash time series forecasting repository
The Monash time series forecasting respository is a comprehensive collection of time series data made available in a convenient form to encourage empirical forecast evaluations. The repository...
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The cricketdata package
Four functions The cricketdata package has been around for a few years on github, and it has been on CRAN since February 2022. There are only four functions: fetch_cricinfo(): Fetch team data on...
View ArticleForecasting podcasts
I’ve been interviewed for several podcasts over the last few years. It’s always fun to talk about my work, and I hope there are enough differences between them to make it interesting for listeners....
View ArticleForecast model selection
When using a training/test split, or time-series cross-validation, are you choosing a specific model or a model class? This question arises most time I teach a forecasting workshop, and it was raised...
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How NASA didn’t discover the hole in the ozone layer
I am writing a new textbook on anomaly detection. It probably won’t be finished for at least a year, but here is an excerpt. There is a widespread myth that NASA did not discover the hole in the ozone...
View ArticleP-values for prediction intervals
Does it make any sense to compute p-values for prediction intervals? I received this email today: My team recently used some techniques found in your writings to perform forecasts … Our work has been...
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AIC calculations
The AIC returned by TSLM() is different from that returned by lm(). Why? I get this question a lot, so I thought it might help to explain some issues with AIC calculation. First, the equation for the...
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