Tag Archives: variable selection

ISIR 2016 research presentations

Last August I attended the International Symposium on Inventories, organised by the International Society for Inventory Research (ISIR 2016). This is the second time I had attended this conference and it has been again a very good experience. Interesting talks on a variety of relevant topics to forecasting research. I organised a special track on… Read More »

ISF 2016 research presentations

It has been a while since I got the time to post any updates, but finally got round to it. Last June I attended the International Symposium on Forecasting (ISF) at Santander, which had been very interesting and enjoyable. I had already posted about the presentations I gave. I was involved in a number of… Read More »

How to fit an elephant?

I was looking for an intuitive way to demonstrate to my students the need for parsimony in model building, as well as the problem of overfitting and I remembered the humorous paper by James Wel: showing that elephants are obviously created by Fourier sine series! I went a step further and implemented some popular selection… Read More »