OxfordRUG June 2022 meetup

For our June meetup, we are very happy to be hosting Clement Twumasi who is a postdoctoral researcher in the Department of Statistics, University of Oxford. He will be giving a talk on "How to use state-of-the-art Machine Learning algorithms for both forecasting and backcasting via a rolling-origin strategy in R".

Agenda:

6:00 pm: Talk "How to use state-of-the-art Machine Learning algorithms for both forecasting and backcasting via a rolling-origin strategy in R" by Clement Twumasi

6:50 pm: Pizza!

Abstract:

One of the goals of this work was to modify existing functions on ML algorithms (in R) to also make predictions backward in time, given a time series data contaminated with missing values and outliers (with all R codes publicly available on GitHub; yet to convert them into R packages). This paper has already been published in the International Journal of Forecasting. This means missing value imputation and outlier corrections of time series data also add extra layer of complexity.

Speaker bio:

Clement was a PhD Mathematics student and a Vice Chancellor’s Scholar at Cardiff University. He has a very robust background in statistics and mathematics. While near to completing his PhD, Clement was employed as a Biostatistics Research Assistant in the Oxford University Nuffield Department of Orthopaedics, Rheumatology, and Musculoskeletal Sciences (NDORMS). Clement has now joined the Oxford University Statistics Department as a Postdoctoral Research Assistant in Biostatistics (for the past two months). He loves R programming and thus started a YouTube channel and a free online programming school (during the peak of the pandemic) to promote the use of R for advanced data analysis.