Articles by R on Rob J Hyndman

Forecast v7 (part 2)

June 1, 2016 | R on Rob J Hyndman

As mentioned in my previous post on the forecast package v7, the most visible feature was the introduction of ggplot2 graphics. This post briefly summarizes the remaining new features of forecast v7. library(forecast) library(ggplot2) tslm rewritten Th... [Read more...]

forecast v7 and ggplot2 graphics

May 8, 2016 | R on Rob J Hyndman

Version 7 of the forecast package was released on CRAN about a month ago, but I’m only just getting around to posting about the new features. The most visible feature was the introduction of ggplot2 graphics. I first wrote the forecast package before... [Read more...]

Melbourne Data Science Initiative 2016

April 12, 2016 | R on Rob J Hyndman

In just over three weeks, the inaugural MeDaScIn event will take place. This is an initiative to grow the talent pool of local data scientists and to promote Melbourne as a world city of excellence in Data Science. The main event takes place on Friday 6th May, with lots of ... [Read more...]

Sample quantiles 20 years later

March 27, 2016 | R on Rob J Hyndman

Almost exactly 20 years ago I wrote a paper with Yanan Fan on how sample quantiles are computed in statistical software. It was cited 43 times in the first 10 years, and 457 times in the next 10 years, making it my third paper to receive 500+ citations... [Read more...]

Plotting overlapping prediction intervals

March 23, 2016 | R on Rob J Hyndman

I often see figures with two sets of prediction intervals plotted on the same graph using different line types to distinguish them. The results are almost always unreadable. A better way to do this is to use semi-transparent shaded regions. Here is an example showing two sets of forecasts for ... [Read more...]

Model variance for ARIMA models

March 4, 2016 | R on Rob J Hyndman

From today’s email: I wanted to ask you about your R forecast package, in particular the Arima() function. We are using this function to fit an ARIMAX model and produce model estimates and standard errors, which in turn can be used to get p-values and later model forecasts. To ... [Read more...]

Starting a career in data science

December 29, 2015 | R on Rob J Hyndman

I received this email from one of my undergraduate students: I’m writing to you asking for advice on how to start a career in Data Science. Other professions seem a bit more straight forward, in that accountants for example simply look for Internships and ways into companies from there. ... [Read more...]

Making data analysis easier

December 20, 2015 | R on Rob J Hyndman

Di Cook and I are organizing a workshop on “Making data analysis easier” for 18-19 February 2016. We are calling it WOMBAT2016, which an acronym for Workshop Organized by the Monash Business Analytics Team. Appropriately, it will be held at the Melbourne Zoo. Our plan is to make these workshops an ... [Read more...]

RStudio just keeps getting better

December 10, 2015 | R on Rob J Hyndman

RStudio has been a life-changer for the way I work, and for how I teach data analysis. I still have a couple of minor frustrations with it, but they are slowly disappearing as RStudio adds features. I use dual monitors and I like to code on one monitor and have ... [Read more...]

Who’s downloading the forecast package?

December 9, 2015 | R on Rob J Hyndman

The github page for the forecast package currently shows the following information Note the downloads figure: 264K/month. I know the package is popular, but that seems crazy. Also, the downloads figure on github only counts the downloads from the RStudio mirror, and ignores downloads from the other 125 mirrors around ...
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The hidden benefits of open-source software

November 29, 2015 | R on Rob J Hyndman

I’ve been having discussions with colleagues and university administration about the best way for universities to manage home-grown software. The traditional business model for software is that we build software and sell it to everyone willing to pay. Very often, that leads to a software company spin-off that has ... [Read more...]

Piecewise linear trends

October 27, 2015 | R on Rob J Hyndman

I prepared the following notes for a consulting client, and I thought they might be of interest to some other people too. Let \(y_t\) denote the value of the time series at time \(t\), and suppose we wish to fit a trend with correlated errors of the form \[ y_...
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forecast package v6.2

October 20, 2015 | R on Rob J Hyndman

It is a while since I last updated the CRAN version of the forecast package, so I uploaded the latest version (6.2) today. The github version remains the most up-to-date version and is already two commits ahead of the CRAN version. This update is mostly bug fixes and additional error traps. ... [Read more...]

Stanford seminar

October 7, 2015 | R on Rob J Hyndman

I gave a seminar at Stanford today. Slides are below. It was definitely the most intimidating audience I’ve faced, with Jerome Friedman, Trevor Hastie, Brad Efron, Persi Diaconis, Susan Holmes, David Donoho and John Chambers all present (and probably other famous names I’ve missed). I’ll be giving ...
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Reproducibility in computational research

September 25, 2015 | R on Rob J Hyndman

Jane Frazier spoke at our research team meeting today on “Reproducibility in computational research”. We had a very stimulating and lively discussion about the issues involved. One interesting idea was that reproducibility is on a scale, and we can all aim to move further along the scale towards making our ... [Read more...]
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