Tidy forecasting in R, with Rob Hyndman and Mitchell O'Hara-Wild
Details
This month we are honoured to have Rob Hyndman and Mitchell O'Hara-Wild present to our group.
Our host, Outcome.Life has relocated to new premises in Hardware Lane. Double-check the address box. The meetup starts at 6pm, we will start the talk at 6:15pm.
Title: Tidy forecasting in R
Abstract: The forecast package in R is widely used and provides good tools for monthly, quarterly and annual time series. But it is not so well-developed for daily and sub-daily data, and it does not interact easily with modern tidy packages such as dplyr, purrr and tidyr. We will describe our progress in developing the fable package to provide tidy tools for time series forecasting, which interacts seamlessly with tidyverse packages, and provides functions to handle large collections of time series at any frequency.
Speakers: Rob J Hyndman and Mitchell O'Hara-Wild. From Monash Business School.
About the speakers:
Rob Hyndman is Professor of Statistics in the Department of Econometrics and Business Statistics at Monash University. 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 150 research papers and 5 books including the online textbook "Forecasting: Principles and Practice" with George Athanasopoulos (OTexts.org/fpp2/). 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. He is author of about 35 R packages including the well-known forecast package.
Mitchell O'Hara-Wild works with all things data, and is currently developing R packages at Monash University. In his honours thesis with Rob Hyndman, the FASSTER model for handling modern day time series patterns was developed. Mitchell also teaches data analysis skills, undertakes research and consults using R. In his spare time he compulsively collects and uses data to automate gardening, lighting and most recently, chickens 🐥.