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Rob Hyndman: Visualization of big time series data

  • May 26, 2015 · 5:30 PM
  • This location is shown only to members

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Timing for the evening

5pm - we have access to the Arena if you want to arrive early and reserve your pew.  There is a cafe just outside.

6pm - we will start

7:45 - join us upstairs at platform28 for drinks - we have a tab behind the bar (only for the cheap beers!)

Note: The reputation of the Statisticians precedes them, and it has been deemed necessary to have a security guard to keep them under control. Say Hi to her on the way out of the Arena!

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This is a joint event between Data Science Melbourne and our friends from SSA Vic.

Our guest for the evening is Rob Hyndman, an Australian statistician known for his work in forecasting.

After the talk please join us for drinks at Platform 28, which is just around the corner.

For rough times, see further down this page - we will commence at 6pm and be getting the last train home!

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Visualization of big time series data 

It is becoming increasingly common for organizations to collect very large amounts of data over time. Data visualization is essential for exploring and understanding structures and patterns, and to identify unusual observations. However, the sheer quantity of data available challenges current time series visualisation methods.
For example, Yahoo has banks of mail servers that are monitored over time. Many measurements on server performance are collected every hour for each of thousands of servers. We wish to identify servers that are behaving unusually.
Alternatively, we may have thousands of time series we wish to forecast, and we want to be able to identify the types of time series that are easy to forecast and those that are inherently challenging.
I will demonstrate an approach to this problem using a vector of features on each time series, measuring characteristics of the series. For example, the features may include lag correlation, strength of seasonality, spectral entropy, etc. Then we use a principal component decomposition on the features, and plot the first few principal components. This enables us to explore a lower dimensional space and discover interesting structure and unusual observations

About the speaker: Rob J Hyndman is Professor of Statistics in the Department of Econometrics and Business Statistics atMonash University and Director of the Monash University Business & Economic Forecasting Unit. He is also Editor-in-Chief of the International Journal of Forecasting and a Director of the International Institute of Forecasters. Rob is the author of over 100 research papers in statistical science. In 2007, he received the Moran medal from the Australian Academy of Science for his contributions to statistical research, especially in the area of statistical forecasting. For 25 years, Rob has maintained an active consulting practice, assisting hundreds of companies and organisations. His recent consulting work has involved forecasting electricity demand, tourism demand, the Australian government health budget and case volume at a US call centre.



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The Stadium: 

https://www.youtube.com/watch?v=8rXO7CMn7nQ

Note the venue has 200 seats, so its first in best dressed, although plenty of standing room in the Chaddy End

https://www.youtube.com/watch?v=jgDIHnHTars

The Warm Up: 5:30pm - doors open, come and mingle 

https://youtu.be/z3Mdq4TJaIw

The Match: 6:00pm - talks commence

https://www.youtube.com/watch?v=cbu_KLZlCIU

Transfer Window: Jobs on offer - to announce a job it must be posted in the discussions BEFORE the meetup

https://www.youtube.com/watch?v=acoIUUxTXmA

The Final Whistle: 8:15pm @ latest - we must vacate the NAB

https://www.youtube.com/watch?v=sHO_Jo-ma3s

The Post Match Assessment: 8:00pm ++ resume at Platform 28 for some deep discussions over drinks and dinner with Rob

https://www.youtube.com/watch?v=3Es-RIBnba8



Getting to the Venue

The easiest way is to go up the Southern Cross Station stairs (Pic 2), which is located at the corner of Bourke St & Spencer St. Once you are at the top, walk across the bridge towards Etihad Stadium and the first building on your right is the NAB building (Pic 3). When you've entered the building the Arena is just on your left.

Or more instructions are here...

http://www.nabvillage.com.au/directions




Stairs at Spencer St

The NAB is just at the other end of the footbridge

Go through the revolving doors

The entrance to 'The Arena' is then just on the left

250 chairs but lots of room.



The Post Match Assessment

Please join us for complimentary (upto our tab!) beer/wine and soft drinks at Platform 28 after the talk. On exit from NAB, there is a shortcut under the Medibank building that takes you right there.


Take the above shortcut which is right opposite the exit to the NAB

At the bottom you can see Platform 28 just across the street

Looks good eh? We have the upstairs room booked


Join or login to comment.

  • Ralph R.

    Lyle.. thanks for the update link for Rob's exciting trip overview...cheers Ralph

    July 2, 2015

  • Megan S.

    so good

    June 2, 2015

  • Mohan c.

    Thanks for sharing Rob

    May 28, 2015

  • kamal kumar s.

    good*****

    May 27, 2015

  • kamal kumar s.

    Excellent

    May 27, 2015

  • Rob H.

    7 · May 27, 2015

  • Mohan c.

    Please share the slides or video recording, if possible

    May 27, 2015

  • Xi L.

    Any possibility to share the presentation slides?

    May 27, 2015

  • Hoang T.

    Greatly appreciated this intellectually stimulating presentation. The diverse range of examples that was drawn upon for this presentation showcased a good range of interesting problem spaces that the tools could be used.

    The only unfortunate thing is returning to work this morning, I'm chuffed by how far my organisation is from achieving anything like this.

    May 27, 2015

  • Angelo K.

    Nice, to the point presentation

    May 27, 2015

  • Elisabeth

    Really great presentation by Rob. Learned some new things that could be useful for my work. Thanks to the organisers!

    May 27, 2015

  • Carol L.

    New learnings and interesting ways of looking at things

    May 27, 2015

  • Ralph R.

    Great presentation by Rob and highlighting some great techniques to flush out patterns and trends, great venue, I was a little disappointed at the number of people leaving way before the conclusion of the session and the important Q&A, this causes major noise and distraction for the presenter and people remaining...cheers Ralph

    May 27, 2015

    • helen G.

      Great presentation Rob. Last night there were a few people in the audience whos companies were looking for data people. I am looking for a data related position atm. Please contact Helen 0408138983. Cheers Helen.

      May 27, 2015

  • Jessie N.

    great and informative presentation. Thanks Rob, Phil and other hard-working organisers.

    May 27, 2015

  • Laurie B.

    I really enjoyed seeing the processes that go into time series studies and discovering how cutting edge it is.

    May 27, 2015

  • Matthew W.

    Brilliant presentation, thanks for making this happen. Looking forward to the future events.

    1 · May 26, 2015

  • Joost

    Hi there! Are there any photography enthusiasts here who would be willing to take a few high quality pictures of our audience tomorrow, for the datathon website that we are putting together? Cheers.

    1 · May 25, 2015

    • Justine

      Sorry, I could have and happy to next time. Didn't see the message until now.

      May 26, 2015

  • Justine

    First time attending, loved it. The principles of the analysis I had seen tonight have immediate applicability to my work. I have access to federal employment data sets and may be a good reference for publically available data in this space. Thanks again, I'll be at future events.

    1 · May 26, 2015

  • Mark

    A fantastic presentation looking at data from a range of different businesses and scenarios. Even for someone who doesn't work daily in the field, Rob's presentation was easy to follow, supported by great visuals (of course, being the topic of the talk). Really worth the time.

    1 · May 26, 2015

  • PuZZleDucK

    I'm here... but how do I find where you are?

    May 26, 2015

    • Timothy F.

      700 Bourke St, walk in the main door an look to the left, large room can't miss it.

      1 · May 26, 2015

    • PuZZleDucK

      what? it's enormous! I give up, hopefully I'll find the next one :p

      May 26, 2015

  • Ravi

    Sorry, I was unable to turn up because of some last minute pop-up commitment.

    1 · May 26, 2015

  • Nirmitha R.

    hello! I'm a postgraduate (Business Analytics). Seeking opportunities in Data Analytics/ Data Driven Marketing (including research collaboration).
    Currently working in Digital Marketing. Feel free to reach out! [masked]

    May 26, 2015

  • Andy

    Sorry to pull out last minute Phil...

    May 26, 2015

  • A former member
    A former member

    Sorry to pull out last minute but really can't make it due to commitments, will look forward to viewing the seminar on YouTube.

    May 26, 2015

  • Cameron V.

    No longer able to attend Phil. Look forward to catching the replay on YouTube!

    cheers

    May 26, 2015

  • Alvaro

    Hi guys, I've asked Phil if I could do a spruik for a project Code for Australia is running with PTV. We're looking for your ideas no how to use the new API from PTV. Details here: http://www.victripathon.com/ Hope you can join us!

    3 · May 21, 2015

  • A former member
    A former member

    For those of us unable to attend due to work commitments, will there be a uploaded document or video so we can all view the presentation?

    1 · May 11, 2015

    • Phil B.

      Yes, we plan to record the evening and put it on our YouTube channel.

      4 · May 11, 2015

    • A former member
      A former member

      Thanks Phil, much appreciated

      May 12, 2015

  • Hong O.

    Looks like I'll be in Redmond that week. :(

    May 11, 2015

  • Angela

    A few quick questions as a newbie:
    1. Is there a cost involved?
    2. Am I allowed to +1?

    May 8, 2015

    • Phil B.

      Hi Angela
      Welcome. There is no cost. We would prefer your +1 to register themselves.
      Hope you enjoy it.
      Phil

      May 8, 2015

  • Charles M.

    Thanks Phil, I have loaded the package and will work on a sample file and see how it goes. If there is time on the 26th, I may need to talk through the details of the package.

    May 5, 2015

  • Charles M.

    My interest is in time series over much shorter instrument logging frequencies. I would like to find scripts/techniques on statistical averages over hourly periods to handle very large data sets instead using pivot tables on spreadsheets.

    1 · May 5, 2015

    • Phil B.

      Hi Chas - the R package 'Highfrequency'­ is a nice wrapper to a bunch of other R packages that will do what you want (although it has a few bugs). It assists you to create bars of any length and lets you calculate summaries over them.

      1 · May 5, 2015

  • Dr Roger H.

    Interested in the links between Big Data Analytics at the strategic end of Lean Six Sigma deployment and at the project level supporting Stats software.

    April 27, 2015

  • Scott M.

    Oops ... Of course it is .. I must have mixed the up when bookmarking. I heard rob talk on this topic in Brisbane at the big data workshop ...really worth hearing again 😊

    1 · April 27, 2015

  • Scott M.

    Aggghhh ... same night as Steve Mason's talk to the R users meetup group .... Dilemma !!

    April 27, 2015

    • Phil B.

      Hi Scott, Steve's talk is the 7th May, this is the 26th May. Hope you can make both.

      April 27, 2015

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