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Ivan Svetunkov @isvetunkov.bsky.social · 1d

I can no longer send personal messages on Bluesky because of the idiotic British Online Safety act... I'd be really grateful if you could send me an email on ivan at svetunkov.com.

Svetunkov.com

svetunkov.com

Ivan Svetunkov @isvetunkov.bsky.social · 2d

I'd be curious to know what you think about it.
If I ever get a free copy of this, I'd read it to make my own impression of it. But I don't want to give him my money after all the stuff he told me on social media 😄

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Ivan Svetunkov @isvetunkov.bsky.social · 3d

Having communicated with the author on LinkedIn over the last couple of years, I'd be curious but cautious about this book. He's been spotted making ludicrous claims and silly mistakes in the area of forecasting without any self reflection. So, I'd be critical when reading this. But this is IMHO.

Valeriy Manokhin, PhD, MBA, CQF is a toxic dishonest individual posing as a data science expert. Due to his extensive activity on social media, he has way too many followers. If you're following h...

Ivan Svetunkov @isvetunkov.bsky.social · Sep 4

Thank you for the kind words!

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Ivan Svetunkov @isvetunkov.bsky.social · Sep 4

The post currently has 981 likes, 154 comments and 46 reposts. This tells you more than enough about Valeriy and what people really think about him.

#machinelearning #datascience #forecasting

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Ivan Svetunkov @isvetunkov.bsky.social · Sep 4

You might have missed a LinkedIn post about Valeriy Manokhin started by Gael Varoquaux: www.linkedin.com/posts/gael-v... - I've tried to keep dialogue with him for a couple of years, hoping that he would be reasonable. It appears that the whole ML and DS communities know of his toxic behaviour...

Valeriy Manokhin, PhD, MBA, CQF is a toxic dishonest individual posing as a data science expert. Due to his extensive activity on social media, he has way too many followers. If you're following him, ...

www.linkedin.com

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Ivan Svetunkov @isvetunkov.bsky.social · Jul 31

Some of you know that the UK education sector is in crisis. The blame is often placed on Chinese students, who have stopped coming to the UK for increasingly expensive education. We have issues at Lancaster University, so I wrote a post: ivan.svetunkov.com/en/2025/07/3...

#education #crisis

Lancaster University crisis – Ivan Svetunkov

ivan.svetunkov.com

Ivan Svetunkov @isvetunkov.bsky.social · Jul 21

This year, I couldn’t attend the International Symposium on Forecasting, which I usually do, so instead I went to Gran Canaria for ITISE 2025 to present my research with Nikos Kourentzes on pooling. Read more about it here: openforecast.org/2025/07/21/i...

#forecasting #datascience #machinelearning

ITISE2025: Beyond summary performance metrics for forecast selection and combination - Open Forecasting

This year, I couldn’t attend the International Symposium on Forecasting (organised by the International Institute of Forecasters), which I usually do, so instead I went to Gran Canaria for the Interna...

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Ivan Svetunkov @isvetunkov.bsky.social · Jul 21

Thanks for promoting my paper, @econmaett.bsky.social !

In the short, we show in the paper that the direct strategy implies shrinkage of parameters of dynamic models (such as ARIMA and ETS), which could be beneficial under some circumstances.

IIF Open Source Forecasting software workshop and smooth - Open Forecasting

Ivan Svetunkov @isvetunkov.bsky.social · Jun 30

Good news, everyone! We have finally made some progress translating the smooth package from R to Python (done between Filotas Theodosiou, Leonidas Tsaprounis and me). I've written a short post on that with some links:
openforecast.org/2025/06/30/i...

#python #datascience #rstats

Here is one thing you have probably not heard of: a workshop on Open Source Forecasting software, held in Beijing on 26th – 27th June 2025. This was a closed event, with speakers attending by invitati...

NATCOR course on Forecasting and Predictive Analytics, September 2025 - Open Forecasting

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Ivan Svetunkov @isvetunkov.bsky.social · Jun 22

Are there any PhD students in the crowd who want to learn more about forecasting? What about academic supervisors who have such students? Show me your hands! This post is for you!

openforecast.org/2025/06/22/n...

#forecasting #predictiveanalytics #course

Are there any PhD students in the crowd who want to learn more about forecasting? What about academic supervisors who have such students? Show me your hands! This post is for you! This September, we (...

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Ivan Svetunkov @isvetunkov.bsky.social · Jun 14

Ah! That one! Yes, that's a good idea. I don't see how this can be done for demand forecasting for companies because the data is typically under NDA, and there's no way to check the results independently. But for the economic forecasting, that's a good idea. 👍

Online Detection of Forecast Model Inadequacies Using Forecast Errors - Open Forecasting

Ivan Svetunkov @isvetunkov.bsky.social · Jun 11

There's a large area in time series analysis called "changepoint detection". I hadn't worked there before, but thanks to Rebecca Killick and Tom Grundy, I contributed to the paper, which has just been published in the Journal of Time Series Analysis.

openforecast.org/2025/06/11/o...

There’s a large and fascinating area in time series analysis called “changepoint detection”. I hadn’t worked in this area before, but thanks to Rebecca Killick and Thomas Grundy, I contributed to the ...

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Ivan Svetunkov @isvetunkov.bsky.social · Jun 11

I personally prefer the lines, because I guess I'm more used to that :). But this could work for some, why not?

SBC is not for you! - Open Forecasting

Ivan Svetunkov @isvetunkov.bsky.social · Jun 4

SBC is not for you!

I’ve been acting as a reviewer lately, providing comments on papers about intermittent demand, and I’ve felt a bit frustrated by what some authors write. Let me explain.

openforecast.org/2025/06/04/s...

#machinelearning #datascience #forecasting #intermittent #demand

I’ve been acting as a reviewer lately, providing comments on papers about intermittent demand, and I’ve felt a bit frustrated by what some authors write. Let me explain. Several papers I reviewed clai...

Six questions for a forecaster-consultant - Open Forecasting

Ivan Svetunkov @isvetunkov.bsky.social · May 28

NHS has a helpful page with a set of questions you can ask your GP to ensure you receive the right treatment for your illness. Surprisingly, these questions can be applied in other fields as well. Here’s an example in applied forecasting, working with companies.

openforecast.org/2025/05/28/s...

NHS has a helpful page with a set of questions you can ask your GP to ensure you receive the right treatment for your illness. Surprisingly, these questions can be applied in other fields as well. Her...

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Ivan Svetunkov @isvetunkov.bsky.social · May 14

😆

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Ivan Svetunkov @isvetunkov.bsky.social · May 14

IMHO, even for prediction stepwise is not the best option...

But practically speaking if you want one thing, you go one way, if you want another, do something else (e.g. decision trees as mentioned by @tiddlydump.bsky.social below). But my original question was more about the "true" model.

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Ivan Svetunkov @isvetunkov.bsky.social · May 14

I agree on that. And this is a very practical point. Mine was philosophical :)

Ivan Svetunkov @isvetunkov.bsky.social · May 13

This comes to a great philosophical question, which I have not personally resolved for myself entirely: should the models for prediction and effects evaluation be fundamentally different or not? I'm more inclined towards "they should be the same", but I don't have strong view on that.

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Ivan Svetunkov @isvetunkov.bsky.social · May 13

My post was a bit provocative for a reason 😀, just to raise attention of people to the more modern approaches. There's nothing bad about the Holt-Winters method, BTW. It's just it is now encompassed by a bigger and more solid model.

Fundamental Flaw of the Box-Jenkins Methodology - Open Forecasting

Ivan Svetunkov @isvetunkov.bsky.social · May 13

Fundamental Flaw of the Box-Jenkins Methodology

If you've taken a course on forecasting or time series analysis, you’ve probably heard of ARIMA and the Box–Jenkins methodology. IMHO, the methodology has a fundamental flaw and should not be used. Here’s why.

openforecast.org/2025/05/13/f...

If you have taken a course on forecasting or time series analysis, you’ve probably heard of ARIMA and the Box–Jenkins methodology. In my opinion, this methodology has a fundamental flaw and should not...

5th IMA and OR Society Conference - Open Forecasting

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Ivan Svetunkov @isvetunkov.bsky.social · May 2

It was great to attend the 5th IMA & OR conference and present my research with Anna Sroginis on model-based demand classification.

openforecast.org/2025/05/02/5...

#forecasting #demandplanning #datascience #operationsresearch

It was a pleasure to attend the 5th IMA and OR Society Conference at Aston University, Birmingham, and to present my research with Anna Sroginis on model-based demand classification. A great crowd of ...

Ivan Svetunkov @isvetunkov.bsky.social · May 2

I haven't, but I thought that it has been previously explored in several papers. Giacomo is one of the academics that did that exploration. I'd suggest getting in touch with him :).