Blog Archives

Feeling the FPP love

April 9, 2015
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It is now exactly 12 months since the print version of my forecasting textbook with George Athanasopoulos was released on Amazon.com. Although the book is freely available online, it seems that a lot of people still like to buy print books. It’s nice to see that it has been getting some good reviews. It is rated

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A new open source data set for anomaly detection

March 31, 2015
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Yahoo Labs has just released an interesting new data set useful for research on detecting anomalies (or outliers) in time series data. There are many contexts in which anomaly detection is important. For Yahoo, the main use case is in detecting unusual traffic on Yahoo servers. The data set comprises real traffic to Yahoo services, along

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Dark themes for writing

March 17, 2015
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Dark themes for writing

I spend much of my day sitting in front of a screen, coding or writing. To limit the strain on my eyes, I use a dark theme as much as possible. That is, I write with light colored text on a dark background. I don’t know why this is not the default in more software

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RSS feeds for statistics and related journals

January 23, 2015
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I’ve now resurrected the collection of research journals that I follow, and set it up as a shared collection in feedly. So anyone can easily subscribe to all of the same journals, or select a subset of them, to follow on feedly. There are about 90 journals on the list, mostly in statistics, but some from machine

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Seminars in Taiwan

January 5, 2015
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I’m currently visiting Taiwan and I’m giving two seminars while I’m here — one at the National Tsing Hua University in Hsinchu, and the other at Academia Sinica in Taipei. Details are below for those who might be nearby. Automatic Time Series Forecasting College of Technology Management, Institute of Service Science, National Tsing Hua University,

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Di Cook is moving to Monash

December 23, 2014
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Di Cook is moving to Monash

I’m delighted that Professor Dianne Cook will be joining Monash University in July 2015 as a Professor of Business Analytics. Di is an Australian who has worked in the US for the past 25 years, mostly at Iowa State University. She is moving back to Australia and joining the Department of Econometrics and Business Statistics in the

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New R package for electricity forecasting

December 17, 2014
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Shu Fan and I have developed a model for electricity demand forecasting that is now widely used in Australia for long-term forecasting of peak electricity demand. It has become known as the “Monash Electricity Forecasting Model”. We have decided to release an R package that implements our model so that other people can easily use it.

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A time series classification contest

December 14, 2014
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A time series classification contest

Amongst today’s email was one from someone running a private competition to classify time series. Here are the essential details. The data are measurements from a medical diagnostic machine which takes 1 measurement every second, and after 32–1000 seconds, the time series must be classified into one of two classes. Some pre-classified training data is

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Am I a data scientist?

December 8, 2014
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Am I a data scientist?

Last night I gave a very short talk (less than 5 minutes) at the Melbourne Analytics Charity Christmas Gala, a combined event of the Statistical Society of Australia, Data Science Melbourne, Big Data Analytics and Melbourne Users of R Network. This is (roughly) what I said. Statisticians seem to go through regular periods of existential crisis as

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New Australian data on the HMD

November 26, 2014
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The Human Mortality Database is a wonderful resource for anyone interested in demographic data. It is a carefully curated collection of high quality deaths and population data from 37 countries, all in a consistent format with consistent definitions. I have used it many times and never cease to be amazed at the care taken to maintain

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