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 »
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 »
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 »
Y.R. Sagaert, E-H. Aghezzaf, N. Kourentzes and B. Desmet, 2017. European Journal of Operational Research.
N. Kourentzes, B. Rostami-Tabar and D.K. Barrow, 2017, Journal of Business Research. http://doi.org/10.1016/j.jbusres.2017.04.016
G. Athanasopoulos, R. J. Hyndman, N. Kourentzes and F. Petropoulos, 2017, European Journal of Operational Research. http://doi.org/10.1016/j.ejor.2017.02.046
Y.R. Sagaert, E-H. Aghezzaf, N. Kourentzes and B. Desmet, 2017, Interfaces.
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 »
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 »
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 »