Articles by Ivan Svetunkov

Introducing scale model in greybox

January 23, 2022 | Ivan Svetunkov

At the end of June 2021, I released the greybox package version 1.0.0. This was a major release, introducing new functionality, but I did not have time to write a separate post about it because of the teaching and lack of free time. Finally, Christmas has arrived, and I could spend several ...
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An Integrated Method for Estimation and Optimisation

September 3, 2021 | Ivan Svetunkov

My PhD student, Congzheng Liu (co-supervised with Adam Letchford) has written a paper, entitled “Newsvendor Problems: An Integrated Method for Estimation and Optimisation“. This paper has recently been published in EJOR. In this paper we build upon the existing Ban & Rudin (2019) approach for newsvendor problem, showing that in case of ...
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After the creation of ADAM: smooth v3.1.0

February 28, 2021 | Ivan Svetunkov

Since the previous post on “The Creation of ADAM“, I had difficulties finding time to code anything, but I still managed to fix some bugs, implement a couple of features and make changes, important enough to call the next version of package smooth “3.1.0”. Here is what’s new: A new ... [Read more...]

Accuracy of forecasting methods: Can you tell the difference?

August 17, 2020 | Ivan Svetunkov

Previously we discussed how to measure accuracy of point forecasts and performance of prediction intervals in different cases. Now we look into the question how to tell the difference between competing forecasting approaches. Let’s imagine the situation, when we have four forecasting methods applied to 100 time series with accuracy ...
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useR!2019 in Toulouse, France

July 11, 2019 | Ivan Svetunkov

Salut mes amis! Today I’ve presented my [crayon-5d28070342115118247664-i/] package at the useR!2019 conference in Toulouse, France. This is a nice conference, focused on specific solutions to specific problems. Here, people tend to present functions from their packages (not underlying models, like, for example, at ISF). On one ... [Read more...]

Marketing analytics with greybox

January 7, 2019 | Ivan Svetunkov

One of the reasons why I have started the [crayon-5c3391557694e638764676-i/] package is to use it for marketing research and marketing analytics. The common problem that I face, when working with these courses is analysing the data measured in different scales. While R handles numeric scales natively, the ...
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greybox 0.3.0 – what’s new

August 7, 2018 | Ivan Svetunkov

Three months have passed since the initial release of [crayon-5b6a25a3704bb539673860-i/] on CRAN. I would not say that the package develops like crazy, but there have been some changes since May. Let’s have a look. We start by loading both [crayon-5b6a25a3704ca424011901...
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greybox package for R

May 4, 2018 | Ivan Svetunkov

I am delighted to announce a new package on CRAN. It is called “greybox”. I know, what my American friends will say, as soon as they see the name – they will claim that there is a typo, and that it should be “a” instead of “e”. But in fact no ...
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smooth functions in 2017

January 1, 2018 | Ivan Svetunkov

Over the year 2017 the [crayon-5a4afb5f2a18f739005075-i/] package has grown from v1.6.0 to v2.3.1. Now it is much more mature and has more downloads. It even now has its own hex (thanks to Fotios Petropoulos): A lot of changes happened in 2017, and it is hard to ... [Read more...]

smooth v2.0.0. What’s new

July 2, 2017 | Ivan Svetunkov

Good news, everyone! [crayon-595a10c0c7b68967137438-i/] package has recently received a major update. The version on CRAN is now v2.0.0. I thought that this is a big deal, so I decided to pause for a moment and explain what has happened, and why this new version is ... [Read more...]
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