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Top 10 Regrets on Learning the SAS Language

  1. I didn’t learn the SAS Macro Language enough. SAS Macros are cool, and fast. Ditto for arrays. or ODS.
  2. Not keeping up with the changes in Version 9+. Especially the hash method.(Why name a technique after a recreational drug,  most unfair)
  3. Not studying more statistics theory.
  4. Flunking SAS Certification Twice.
  5. Not making enough money because customers need a solution not a p value.
  6. There is no Proc common sense. There is no Proc Clean the Data.
  7. No Macros to automate the model. Here is dirty data. There is clean model.  Wait till version 16.
  8. Not getting selected by SAS R & D.Not applying to SAS R & D.
  9. Google has better voice recognition for typing notes. No Voice Recognition in SAS langvuage to type syntax.
  10. Enhanced Editor and EG are both idiotic junk pushed by Marketing!

Inspired by true events at

http://www.sascommunity.org/wiki/Category:Bricolage

R 3.0 launched #rstats

The 3.0 Era for R starts today! Changes include  better Big Data support.

Read the NEWS here

  • install.packages() has a new argument quiet to reduce the amount of output shown.
  • New functions cite() and citeNatbib() have been added, to allow generation of in-text citations from "bibentry" objects. A cite() function may be added to bibstyle() environments.
  • merge() works in more cases where the data frames include matrices. (Wish of PR#14974.)
  • sample.int() has some support for n >= 2^31: see its help for the limitations.A different algorithm is used for (n, size, replace = FALSE, prob = NULL) for n > 1e7 and size <= n/2. This is much faster and uses less memory, but does give different results.
  • list.files() (aka dir()) gains a new optional argument no.. which allows to exclude "." and ".." from listings.
  • Profiling via Rprof() now optionally records information at the statement level, not just the function level.
  • available.packages() gains a "license/restricts_use" filter which retains only packages for which installation can proceed solely based on packages which are guaranteed not to restrict use.
  • File ‘share/licenses/licenses.db’ has some clarifications, especially as to which variants of ‘BSD’ and ‘MIT’ is intended and how to apply them to packages. The problematic licence ‘Artistic-1.0’ has been removed.
  • The breaks argument in hist.default() can now be a function that returns the breakpoints to be used (previously it could only return the suggested number of breakpoints).

LONG VECTORS

This section applies only to 64-bit platforms.

  • There is support for vectors longer than 2^31 – 1 elements. This applies to raw, logical, integer, double, complex and character vectors, as well as lists. (Elements of character vectors remain limited to 2^31 – 1 bytes.)
  • Most operations which can sensibly be done with long vectors work: others may return the error ‘long vectors not supported yet’. Most of these are because they explicitly work with integer indices (e.g. anyDuplicated() and match()) or because other limits (e.g. of character strings or matrix dimensions) would be exceeded or the operations would be extremely slow.
  • length() returns a double for long vectors, and lengths can be set to 2^31 or more by the replacement function with a double value.
  • Most aspects of indexing are available. Generally double-valued indices can be used to access elements beyond 2^31 – 1.
  • There is some support for matrices and arrays with each dimension less than 2^31 but total number of elements more than that. Only some aspects of matrix algebra work for such matrices, often taking a very long time. In other cases the underlying Fortran code has an unstated restriction (as was found for complex svd()).
  • dist() can produce dissimilarity objects for more than 65536 rows (but for example hclust() cannot process such objects).
  • serialize() to a raw vector is unlimited in size (except by resources).
  • The C-level function R_alloc can now allocate 2^35 or more bytes.
  • agrep() and grep() will return double vectors of indices for long vector inputs.
  • Many calls to .C() have been replaced by .Call() to allow long vectors to be supported (now or in the future). Regrettably several packages had copied the non-API .C() calls and so failed.
  • .C() and .Fortran() do not accept long vector inputs. This is a precaution as it is very unlikely that existing code will have been written to handle long vectors (and the R wrappers often assume that length(x) is an integer).
  • Most of the methods for sort() work for long vectors.
  • rank(), sort.list() and order() support long vectors (slowly except for radix sorting).
  • sample() can do uniform sampling from a long vector.

PERFORMANCE IMPROVEMENTS

  • More use has been made of R objects representing registered entry points, which is more efficient as the address is provided by the loader once only when the package is loaded.

    This has been done for packages base, methods, splines and tcltk: it was already in place for the other standard packages.

    Since these entry points are always accessed by the R entry points they do not need to be in the load table which can be substantially smaller and hence searched faster. This does mean that .C / .Fortran / .Call calls copied from earlier versions of R may no longer work – but they were never part of the API.

  • Many .Call() calls in package base have been migrated to .Internal() calls.
  • solve() makes fewer copies, especially when b is a vector rather than a matrix.
  • eigen() makes fewer copies if the input has dimnames.
  • Most of the linear algebra functions make fewer copies when the input(s) are not double (e.g. integer or logical).
  • A foreign function call (.C() etc) in a package without a PACKAGE argument will only look in the first DLL specified in the ‘NAMESPACE’ file of the package rather than searching all loaded DLLs. A few packages needed PACKAGE arguments added.
  • The @<- operator is now implemented as a primitive, which should reduce some copying of objects when used. Note that the operator object must now be in package base: do not try to import it explicitly from package methods.

SIGNIFICANT USER-VISIBLE CHANGES

  • Packages need to be (re-)installed under this version (3.0.0) of R.
  • There is a subtle change in behaviour for numeric index values 2^31 and larger. These never used to be legitimate and so were treated as NA, sometimes with a warning. They are now legal for long vectors so there is no longer a warning, and x[2^31] <- y will now extend the vector on a 64-bit platform and give an error on a 32-bit one.
  • It is now possible for 64-bit builds to allocate amounts of memory limited only by the OS. It may be wise to use OS facilities (e.g. ulimit in a bash shell, limit in csh), to set limits on overall memory consumption of an R process, particularly in a multi-user environment. A number of packages need a limit of at least 4GB of virtual memory to load.

    64-bit Windows builds of R are by default limited in memory usage to the amount of RAM installed: this limit can be changed by command-line option –max-mem-size or setting environment variable R_MAX_MEM_SIZE.

 

Interview Jeroen Ooms OpenCPU #rstats

Below an interview with Jeroen Ooms, a pioneer in R and web development. Jeroen contributes to R by developing packages and web applications for multiple projects.

jeroen

Ajay- What are you working on these days?
Jeroen- My research revolves around challenges and opportunities of using R in embedded applications and scalable systems. After developing numerous web applications, I started the OpenCPU project about 1.5 year ago, as a first attempt at a complete framework for proper integration of R in web services. As I work on this, I run into challenges that shape my research, and sometimes become projects in their own. For example, the RAppArmor package provides the security framework for OpenCPU, but can be used for other purposes as well. RAppArmor interfaces to some methods in the Linux kernel, related to setting security and resource limits. The github page contains the source code, installation instructions, video demo’s, and a draft of a paper for the journal of statistical software. Another example of a problem that appeared in OpenCPU is that applications that used to work were breaking unexpectedly later on due to changes in dependency packages on CRAN. This is actually a general problem that affects almost all R users, as it compromises reliability of CRAN packages and reproducibility of results. In a paper (forthcoming in The R Journal), this problem is discussed in more detail and directions for improvement are suggested. A preprint of the paper is available on arXiv: http://arxiv.org/abs/1303.2140.

I am also working on software not directly related to R. For example, in project Mobilize we teach high school students in Los Angeles the basics of collecting and analyzing data. They use mobile devices to upload surveys with questions, photos, gps, etc using the ohmage software. Within Mobilize and Ohmage, I am in charge of developing web applications that help students to visualize the data they collaboratively collected. One public demo with actual data collected by students about snacking behavior is available at: http://jeroenooms.github.com/snack. The application allows students to explore their data, by filtering, zooming, browsing, comparing etc. It helps students and teachers to access and learn from their data, without complicated tools or programming. This approach would easily generalize to other fields, like medical data or BI. The great thing about this application is that it is fully client side; the backend is simply a CSV file. So it is very easy to deploy and maintain.

Ajay-What’s your take on difference between OpenCPU and RevoDeployR ?
Jeroen- RevoDeployR and OpenCPU both provide a system for development of R web applications, but in a fairly different context. OpenCPU is open source and written completely in R, whereas RevoDeployR is proprietary and written in Java. I think Revolution focusses more on a complete solution in a corporate environment. It integrates with the Revolution Enterprise suite and their other big data products, and has built-in functionality for authentication, managing privileges, server administration, support for MS Windows, etc. OpenCPU on the other hand is much smaller and should be seen as just a computational backend, analogous to a database backend. It exposes a clean HTTP api to call R functions to be embedded in larger systems, but is not a complete end-product in itself.

OpenCPU is designed to make it easy for a statistician to expose statistical functionality that will used by web developers that do not need to understand or learn R. One interesting example is how we use OpenCPU inside OpenMHealth, a project that designs an architecture for mobile applications in the health domain. Part of the architecture are so called “Data Processing Units”, aka DPU’s. These are simple, modular I/O units that do various sorts of data processing, similar to unix tools, but then over HTTPS. For example, the mobility dpu is used to calculate distances between gps coordinates via a simple http call, which OpenCPU maps to the corresponding R function implementing the harversine formula.

Ajay- What are your views on Shiny by RStudio?
Jeroen- RStudio seems very promising. Like Revolution, they deliver a more full featured product than any of my projects. However, RStudio is completely open source, which is great because it allows anyone to leverage the software and make it part of their projects. I think this is one of the reasons why the product has gotten a lot of traction in the community, which has in turn provided RStudio with great feedback to further improve the product. It illustrates how open source can be a win-win situation. I am currently developing a package to run OpenCPU inside RStudio, which will make developing and running OpenCPU apps much easier.

Ajay- Are you still developing excellent RApache web apps (which IMHO could be used for visualization like business intelligence tools?)
Jeroen-   The OpenCPU framework was a result of those webapps (including ggplot2 for graphical exploratory analysis, lme4 for online random effects modeling, stockplot for stock predictions and irttool.com, an R web application for online IRT analysis). I started developing some of those apps a couple of years ago, and realized that I was repeating a large share of the infrastructure for each application. Based on those experiences I extracted a general purpose framework. Once the framework is done, I’ll go back to developing applications :)

Ajay- You have helped  build web apps, openCPU, RAppArmor, Ohmage , Snack , mobility apps .What’s your thesis topic on?
Jeroen- My thesis revolves around all of the technical and social challenges of moving statistical computing beyond the academic and private labs, into more public, accessible and social places. Currently statistics is still done to mostly manually by specialists using software to load data, perform some analysis, and produce results that end up in a report or presentation. There are great opportunities to leverage the open source analysis and visualization methods that R has to offer as part of open source stacks, services, systems and applications. However, several problems need to be addressed before this can actually be put in production. I hope my doctoral research will contribute to taking a step in that direction.

Ajay- R is RAM constrained but the cloud offers lots of RAM. Do you see R increasing in usage on the cloud? why or why not?
Jeroen-   Statistical computing can greatly benefit from the resources that the cloud has to offer. Software like OpenCPU, RStudio, Shiny and RevoDeployR all provide some approach of moving computation to centralized servers. This is only the beginning. Statisticians, researchers and analysts will continue to increasingly share and publish data, code and results on social cloud-based computing platforms. This will address some of the hardware challenges, but also contribute towards reproducible research and further socialize data analysis, i.e. improve learning, collaboration and integration.

That said, the cloud is not going to solve all problems. You mention the need for more memory, but that is only one direction to scale in. Some of the issues we need to address are more fundamental and require new algorithms, different paradigms, or a cultural change. There are many exciting efforts going on that are at least as relevant as big hardware. Gelman’s mc-stan implements a new MC method that makes Bayesian inference easier and faster while supporting more complex models. This is going to make advanced Bayesian methods more accessible to applied researchers, i.e. scale in terms of complexity and applicability. Also Javascript is rapidly becoming more interesting. Performance of Google’s javascript engine V8 outruns any other scripting language at this point, and the huge Javascript community provides countless excellent software libraries. For example D3 is a graphics library that is about to surpass R in terms of functionality, reliability and user base. The snack viz that I developed for Mobilize is based largely on D3. Finally, Julia is another young language for technical computing with lots of activity and very smart people behind it. These developments are just as important for the future of statistical computing as big data solutions.

About-
You can read more on Jeroen and his work at  http://jeroenooms.github.com/ and reach out to him here http://www.linkedin.com/in/datajeroen

R in Oracle Java Cloud and Existing R – Java Integration #rstats

So I finally got my test plan accepted for a 1 month trial to the Oracle Public Cloud at https://cloud.oracle.com/ .

oc1 I am testing this for my next book R for Cloud Computing ( I have already covered Windows Azure, Amazon AWS, and in the middle of testing Google Compute).

Some initial thoughts- this Java cloud seemed more suitable for web apps, than for data science ( but I have to spend much more time on this).

I really liked the help and documentation and tutorials, Oracle has invested a lot in it to make it friendly to enterprise users.

Hopefully the Oracle R Enterprise  ORE guys can talk to the Oracle Cloud department and get some common use case projects going.

oc3.7

In the meantime, I did a roundup on all R -Java projects.

They include- (more…)

Top Funny Charts

I have recently become a Quora addict, and you can see why it is such a great site. If possible say hello to me there at

http://www.quora.com/Ajay-Ohri

My latest favorite question-

What are the most hilarious pie charts?

https://www.quora.com/Pie-Charts/What-are-the-most-hilarious-pie-charts

I am only showing you some of the answers, you can see the rest yourself.

 

 

Data Frame in Python

Exploring some Python Packages and R packages to move /work with both Python and R without melting your brain or exceeding your project deadline

—————————————

If you liked the data.frame structure in R, you have some way to work with them at a faster processing speed in Python.

Here are three packages that enable you to do so-

(1) pydataframe http://code.google.com/p/pydataframe/

An implemention of an almost R like DataFrame object. (install via Pypi/Pip: “pip install pydataframe”)

Usage:

        u = DataFrame( { "Field1": [1, 2, 3],
                        "Field2": ['abc', 'def', 'hgi']},
                        optional:
                         ['Field1', 'Field2']
                         ["rowOne", "rowTwo", "thirdRow"])

A DataFrame is basically a table with rows and columns.

Columns are named, rows are numbered (but can be named) and can be easily selected and calculated upon. Internally, columns are stored as 1d numpy arrays. If you set row names, they’re converted into a dictionary for fast access. There is a rich subselection/slicing API, see help(DataFrame.get_item) (it also works for setting values). Please note that any slice get’s you another DataFrame, to access individual entries use get_row(), get_column(), get_value().

DataFrames also understand basic arithmetic and you can either add (multiply,…) a constant value, or another DataFrame of the same size / with the same column names, like this:

#multiply every value in ColumnA that is smaller than 5 by 6.
my_df[my_df[:,'ColumnA'] < 5, 'ColumnA'] *= 6

#you always need to specify both row and column selectors, use : to mean everything
my_df[:, 'ColumnB'] = my_df[:,'ColumnA'] + my_df[:, 'ColumnC']

#let's take every row that starts with Shu in ColumnA and replace it with a new list (comprehension)
select = my_df.where(lambda row: row['ColumnA'].startswith('Shu'))
my_df[select, 'ColumnA'] = [row['ColumnA'].replace('Shu', 'Sha') for row in my_df[select,:].iter_rows()]

Dataframes talk directly to R via rpy2 (rpy2 is not a prerequiste for the library!)

 

(2) pandas http://pandas.pydata.org/

Library Highlights

  • A fast and efficient DataFrame object for data manipulation with integrated indexing;
  • Tools for reading and writing data between in-memory data structures and different formats: CSV and text files, Microsoft Excel, SQL databases, and the fast HDF5 format;
  • Intelligent data alignment and integrated handling of missing data: gain automatic label-based alignment in computations and easily manipulate messy data into an orderly form;
  • Flexible reshaping and pivoting of data sets;
  • Intelligent label-based slicing, fancy indexing, and subsetting of large data sets;
  • Columns can be inserted and deleted from data structures for size mutability;
  • Aggregating or transforming data with a powerful group by engine allowing split-apply-combine operations on data sets;
  • High performance merging and joining of data sets;
  • Hierarchical axis indexing provides an intuitive way of working with high-dimensional data in a lower-dimensional data structure;
  • Time series-functionality: date range generation and frequency conversion, moving window statistics, moving window linear regressions, date shifting and lagging. Even create domain-specific time offsets and join time series without losing data;
  • The library has been ruthlessly optimized for performance, with critical code paths compiled to C;
  • Python with pandas is in use in a wide variety of academic and commercial domains, including Finance, Neuroscience, Economics, Statistics, Advertising, Web Analytics, and more.

Why not R?

First of all, we love open source R! It is the most widely-used open source environment for statistical modeling and graphics, and it provided some early inspiration for pandas features. R users will be pleased to find this library adopts some of the best concepts of R, like the foundational DataFrame (one user familiar with R has described pandas as “R data.frame on steroids”). But pandas also seeks to solve some frustrations common to R users:

  • R has barebones data alignment and indexing functionality, leaving much work to the user. pandas makes it easy and intuitive to work with messy, irregularly indexed data, like time series data. pandas also provides rich tools, like hierarchical indexing, not found in R;
  • R is not well-suited to general purpose programming and system development. pandas enables you to do large-scale data processing seamlessly when developing your production applications;
  • Hybrid systems connecting R to a low-productivity systems language like Java, C++, or C# suffer from significantly reduced agility and maintainability, and you’re still stuck developing the system components in a low-productivity language;
  • The “copyleft” GPL license of R can create concerns for commercial software vendors who want to distribute R with their software under another license. Python and pandas use more permissive licenses.

(3) datamatrix http://pypi.python.org/pypi/datamatrix/0.8

datamatrix 0.8

A Pythonic implementation of R’s data.frame structure.

Latest Version: 0.9

This module allows access to comma- or other delimiter separated files as if they were tables, using a dictionary-like syntax. DataMatrix objects can be manipulated, rows and columns added and removed, or even transposed

—————————————————————–

Modeling in Python

(more…)

Interview Rob J Hyndman Forecasting Expert #rstats

Here is an interview with Prof Rob J Hyndman who has created many time series forecasting methods and authored books as well as R packages on the same.

Ajay -Describe your journey from being a student of science to a Professor. What were some key turning points along that journey?
 
Rob- I started a science honours degree at the University of Melbourne in 1985. By the end of 1985 I found myself simultaneously working as a statistical consultant (having completed all of one year of statistics courses!). For the next three years I studied mathematics, statistics and computer science at university, and tried to learn whatever I needed to in order to help my growing group of clients. Often we would cover things in classes that I’d already taught myself through my consulting work. That really set the trend for the rest of my career. I’ve always been an academic on the one hand, and a statistical consultant on the other. The consulting work has led me to learn a lot of things that I would not otherwise have come across, and has also encouraged me to focus on research problems that are of direct relevance to the clients I work with.
I never set out to be an academic. In fact, I thought that I would get a job in the business world as soon as I finished my degree. But once I completed the degree, I was offered a position as a statistical consultant within the University of Melbourne, helping researchers in various disciplines and doing some commercial work. After a year, I was getting bored doing only consulting, and I thought it would be interesting to do a PhD. I was lucky enough to be offered a generous scholarship which meant I was paid more to study than to continue working.
Again, I thought that I would probably go and get a job in the business world after I finished my PhD. But I finished it early and my scholarship was going to be cut off once I submitted my thesis. So instead, I offered to teach classes for free at the university and delayed submitting my thesis until the scholarship period ran out. That turned out to be a smart move because the university saw that I was a good teacher, and offered me a lecturing position starting immediately I submitted my thesis. So I sort of fell into an academic career.
I’ve kept up the consulting work part-time because it is interesting, and it gives me a little extra money. But I’ve also stayed an academic because I love the freedom to be able to work on anything that takes my fancy.
Ajay- Describe your upcoming book on Forecasting.
 
Rob- My first textbook on forecasting (with Makridakis and Wheelwright) was written a few years after I finished my PhD. It has been very popular, but it costs a lot of money (about $140 on Amazon). I estimate that I get about $1 for every book sold. The rest goes to the publisher (Wiley) and all they do is print, market and distribute it. I even typeset the whole thing myself and they print directly from the files I provided. It is now about 15 years since the book was written and it badly needs updating. I had a choice of writing a new edition with Wiley or doing something completely new. I decided to do a new one, largely because I didn’t want a publisher to make a lot of money out of students using my hard work.
It seems to me that students try to avoid buying textbooks and will search around looking for suitable online material instead. Often the online material is of very low quality and contains many errors.
As I wasn’t making much money on my textbook, and the facilities now exist to make online publishing very easy, I decided to try a publishing experiment. So my new textbook will be online and completely free. So far it is about 2/3 completed and is available at http://otexts.com/fpp/. I am hoping that my co-author (George Athanasopoulos) and I will finish it off before the end of 2012.
The book is intended to provide a comprehensive introduction to forecasting methods. We don’t attempt to discuss the theory much, but provide enough information for people to use the methods in practice. It is tied to the forecast package in R, and we provide code to show how to use the various forecasting methods.
The idea of online textbooks makes a lot of sense. They are continuously updated so if we find a mistake we fix it immediately. Also, we can add new sections, or update parts of the book, as required rather than waiting for a new edition to come out. We can also add richer content including video, dynamic graphics, etc.
For readers that want a print edition, we will be aiming to produce a print version of the book every year (available via Amazon).
I like the idea so much I’m trying to set up a new publishing platform (otexts.com) to enable other authors to do the same sort of thing. It is taking longer than I would like to make that happen, but probably next year we should have something ready for other authors to use.
Ajay- How can we make textbooks cheaper for students as well as compensate authors fairly
 
Rob- Well free is definitely cheaper, and there are a few businesses trying to make free online textbooks a reality. Apart from my own efforts, http://www.flatworldknowledge.com/ is producing a lot of free textbooks. And textbookrevolution.org is another great resource.
With otexts.com, we will compensate authors in two ways. First, the print versions of a book will be sold (although at a vastly cheaper rate than other commercial publishers). The royalties on print sales will be split 50/50 with the authors. Second, we plan to have some features of each book available for subscription only (e.g., solutions to exercises, some multimedia content, etc.). Again, the subscription fees will be split 50/50 with the authors.
Ajay- Suppose a person who used to use forecasting software from another company decides to switch to R. How easy and lucid do you think the current documentation on R website for business analytics practitioners such as these – in the corporate world.
 
Rob- The documentation on the R website is not very good for newcomers, but there are a lot of other R resources now available. One of the best introductions is Matloff’s “The Art of R Programming”. Provided someone has done some programming before (e.g., VBA, python or java), learning R is a breeze. The people who have trouble are those who have only ever used menu interfaces such as Excel. Then they are not only learning R, but learning to think about computing in a different way from what they are used to, and that can be tricky. However, it is well worth it. Once you know how to code, you can do so much more.  I wish some basic programming was part of every business and statistics degree.
If you are working in a particular area, then it is often best to find a book that uses R in that discipline. For example, if you want to do forecasting, you can use my book (otexts.com/fpp/). Or if you are using R for data visualization, get hold of Hadley Wickham’s ggplot2 book.
Ajay- In a long and storied career- What is the best forecast you ever made ? and the worst?
 
 Rob- Actually, my best work is not so much in making forecasts as in developing new forecasting methodology. I’m very proud of my forecasting models for electricity demand which are now used for all long-term planning of electricity capacity in Australia (see  http://robjhyndman.com/papers/peak-electricity-demand/  for the details). Also, my methods for population forecasting (http://robjhyndman.com/papers/stochastic-population-forecasts/ ) are pretty good (in my opinion!). These methods are now used by some national governments (but not Australia!) for their official population forecasts.
Of course, I’ve made some bad forecasts, but usually when I’ve tried to do more than is reasonable given the available data. One of my earliest consulting jobs involved forecasting the sales for a large car manufacturer. They wanted forecasts for the next fifteen years using less than ten years of historical data. I should have refused as it is unreasonable to forecast that far ahead using so little data. But I was young and naive and wanted the work. So I did the forecasts, and they were clearly outside the company’s (reasonable) expectations, and they then refused to pay me. Lesson learned. It’s better to refuse work than do it poorly.

Probably the biggest impact I’ve had is in helping the Australian government forecast the national health budget. In 2001 and 2002, they had underestimated health expenditure by nearly $1 billion in each year which is a lot of money to have to find, even for a national government. I was invited to assist them in developing a new forecasting method, which I did. The new method has forecast errors of the order of plus or minus $50 million which is much more manageable. The method I developed for them was the basis of the ETS models discussed in my 2008 book on exponential smoothing (www.exponentialsmoothing.net)

. And now anyone can use the method with the ets() function in the forecast package for R.
About-
Rob J Hyndman is Pro­fessor of Stat­ist­ics in the Depart­ment of Eco­no­met­rics and Busi­ness Stat­ist­ics at Mon­ash 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 organ­iz­a­tions. 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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