«smooth» package for R. Common ground. Part IV. Exogenous variables. Advanced stuff

Previously we’ve covered the basics of exogenous variables in smooth functions. Today we will go slightly crazy and discuss automatic variables selection. But before we do that, we need to look at a Santa’s little helper function implemented in smooth. It is called xregExpander(). It is useful in cases when you think that your exogenous […]

smooth functions in 2017

Over the year 2017 the smooth package has grown from v1.6.0 to v2.3.1. Now it is much more mature and has more downloads. It even now has its own hex (thanks to Fotios Petropoulos): A lot of changes happened in 2017, and it is hard to mention all of them, but the major ones are: […]

Conferences 2018

Next year I’m going to attend several forecasting-related conferences. I’ve decided to make a list in order not to forget what to attend. Here it is: International Symposium on Forecasting, 17-20 June, 2018, Boulder, Colorado, USA. This is the key event in forecasting, which any self-respecting forecaster should not miss. I don’t know what to […]

Lecture in HSE, Saint Petersburg

Yesterday I gave a lecture to the master students of Higher School Economics, Saint Petersburg (“Marketing Analytics” programme). This was a very general lecture on “Modern Forecasting”, covering forecasting problems in practice, the solutions to these problems and modern scientific directions in the field. It seems that the lecture was well received and brought up […]