Category Archives: Publications

OR59 Keynote: Uncertainty in predictive modelling

I recently presented at the OR59 conference my views and current work (with colleagues) on uncertainty in predictive modelling. I think this is a topic that deserves quite a bit of research attention, as it has substnatial implications for estimation, model selection and eventually decision making. The talk has three parts: Argue (as others before… Read More »

ISF 2017 presentation: A hierarchical approach to forecasting Scandinavian unemployment

This is joint work with Rickard Sandberg and looks at the implicit connections enforced by hierarchical time series forecasting, between the nodes of the hierarchy, contrasting them to VAR models that captures connections explicitly. Abstract The four major Scandinavian economies (Denmark, Finland, Sweden and Norway) have high workforce mobility and depending on market dynamics the… Read More »

ISF2017 presentation: DIY forecasting – judgement, models & judgmental model selection

This is joint work with Fotios Petropoulos and Kostantinos Nikolopoulos and discusses the performance of experts selecting forecasting models, against automatic statistical model selection, as well as providing guidelines how to maximise the benefits. This is very exciting research, demonstrating the both some limitations of statistical model selection (and avenues for new research), as well… Read More »

ISF2017 presentation: Call centre forecasting using temporal aggregation

This is joint work with Devon K. Barrow and Bahman Rostami-Tabar and is an initial exploration of the benefits of using Multiple Temporal Aggregation, as implemented in MAPA for call centre forecasting. The preliminary results are encouraging. More details in the attached presentation. Abstract With thousands of call centres worldwide employing millions and serving billions… Read More »

Talk on `Advances in promotional modelling and demand forecasting’

On 16/11/2016 I gave a talk at the Stockholm School of Economics on the topic of advances in modelling and demand forecasting. Given the diversity of the audience I avoided going into the details of the mathematical formulations, some of which can be found in the appendix of the presentation. The presentation summarises three different… Read More »