Recently I posted about a paper I co-authored with Fotios Petropoulos, now in JORS: Forecast Combinations for Intermittent Demand. There we found that for intermittent demand data using multiple levels of temporal aggregation, forecasting them with the appropriate models and finally combining the forecasts performed best. This approach has many analogies with the MAPA algorithm… Read More »
N. Kourentzes, F. Petropoulos and J. R. Trapero, 2014, International Journal of Forecasting, 30: 291-302. http://dx.doi.org/10.1016/j.ijforecast.2013.09.006
J. R. Trapero, N. Kourentzes and R. Fildes, 2014, Journal of the Operantional Research Society, 66: 299-307. http://dx.doi.org/10.1057/jors.2013.174
N. Kourentzes, 2012, International Joint Conference on Neural Networks, Brisbane, 10-15 June 2012.
S. F. Crone and N. Kourentzes, 2010, Neurocomputing, 73: 1923-1936. http://dx.doi.org/10.1016/j.neucom.2010.01.017
N. Kourentzes and S. F. Crone, 2010, International Joint Conference on Neural Networks, Barcelona Spain, 18-23 July 2010.
N. Kourentzes and S. F. Crone, 2009, The 29th Annual international Symposium on Forecasting, Hong Kong.
S. F. Crone and N. Kourentzes, 2009, IJCNN’09, Atlanta, USA, IEEE: New York, pp. 3221-3228.
N. Kourentzes and S. F. Crone, 2008, Proceedings of the 2nd European Symposium on Time Series Prediction, ESTSP’08, Helsinki, Finland.