I was reminded again this week that getting the right terminology is important. Some of my colleagues who work in machine learning wrote a paper entitled “Time series regression” which began with “This paper introduces Time Series Regression (TSR): a little-studied task …”. Statisticians and econometricians have done time series regression for many decades, so this beginning led to the paper being lampooned on Twitter. The problem arose due to clashes in terminology being used in different fields.<img src=“http://feeds.feedburner.com/~r/ProfessorRobJHyndman/~4/O5ow871tuCg" height=“1” …