There are several other blogs on forecasting that readers might be interested in. Here are seven worth following:
- No Hesitations by Francis Diebold (Professor of Economics, University of Pennsylvania). Diebold needs no introduction to forecasters. He primarily covers forecasting in economics and finance, but also xkcd cartoons, graphics, research issues, etc.
- Econometrics Beat by Dave Giles. Dave is a professor of economics at the University of Victoria (Canada), formerly from my own department at Monash University (Australia), and a native New Zealander. Not a lot on forecasting, but plenty of interesting posts about econometrics and statistics more generally.
- Business forecasting by Clive Jones (a professional forecaster based in Colorado, USA). Originally about sales and new product forecasting, but he now covers a lot of other forecasting topics and has an interesting practitioner perspective.
- Freakonometrics: by Arthur Charpentier (an actuary and professor of mathematics at the University of Quebec at Montreal, Canada). This is the most prolific blog on this list. Wide ranging and taking in statistics, forecasting, econometrics, actuarial science, R, and anything else that takes his fancy. Sometimes in French.
- No free hunch: the kaggle blog. Some of the most interesting posts are from kaggle competition winners explaining their methods.
- Energy forecasting by Tao Hong (formerly an energy forecaster for SAS, now a professor at UNC). He covers mostly energy forecasting issues and job postings.
- The official IIF blog. Conferences, jobs, member profiles, etc.