Blog Archives

Reproducibility in computational research

September 25, 2015
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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 own research more reproducible. For

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Chinese R conference

September 24, 2015
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I will be speaking at the Chinese R conference in Nanchang, to be held on 24–25 October, on “Forecasting Big Time Series Data using R”. Details (for those who can read Chinese) are at china-r.org.

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Upcoming talks in California

September 22, 2015
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I’m back in California for the next couple of weeks, and will give the following talk at Stanford and UC-Davis. Optimal forecast reconciliation for big time series data Time series can often be naturally disaggregated in a hierarchical or grouped structure. For example, a manufacturing company can disaggregate total demand for their products by country of

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Mathematical annotations on R plots

September 2, 2015
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Mathematical annotations on R plots

I’ve always struggled with using plotmath via the expression function in R for adding mathematical notation to axes or legends. For some reason, the most obvious way to write something never seems to work for me and I end up using trial and error in a loop with far too many iterations. So I am

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Murphy diagrams in R

July 16, 2015
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Murphy diagrams in R

At the recent International Symposium on Forecasting, held in Riverside, California, Tillman Gneiting gave a great talk on “Evaluating forecasts: why proper scoring rules and consistent scoring functions matter”. It will be the subject of an IJF invited paper in due course. One of the things he talked about was the “Murphy diagram” for comparing forecasts,

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Useful tutorials

June 30, 2015
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There are some tools that I use regularly, and I would like my research students and post-docs to learn them too. Here are some great online tutorials that might help. ggplot tutorial from Winston Chang Writing an R package from Karl Broman Rmarkdown from RStudio Shiny from RStudio git/github guide from Karl Broman minimal make tutorial from Karl

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My Yahoo talk is now online

June 29, 2015
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Last week I gave a talk in the Yahoo! Big Thinkers series. The video of the talk is now online and embedded below.

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North American seminars: June 2015

June 15, 2015
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For the next few weeks I am travelling in North America and will be giving the following talks. 19 June: Southern California Edison, Rosemead CA. “Probabilistic forecasting of peak electricity demand”. 23 June: International Symposium on Forecasting, Riverside CA. “MEFM: An R package for long-term probabilistic forecasting of electricity demand”. 25 June: Google, Mountain View, CA. “Automatic algorithms

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R vs Autobox vs ForecastPro vs …

June 2, 2015
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Every now and then a commercial software vendor makes claims on social media about how their software is so much better than the forecast package for R, but no details are provided. There are lots of reasons why you might select a particular software solution, and R isn’t for everyone. But anyone claiming superiority should

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A new R package for detecting unusual time series

May 30, 2015
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A new R package for detecting unusual time series

The anomalous package provides some tools to detect unusual time series in a large collection of time series. This is joint work with Earo Wang (an honours student at Monash) and Nikolay Laptev (from Yahoo Labs). Yahoo is interested in detecting unusual patterns in server metrics. The basic idea is to measure a range of

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