Tag Archives: exponential smoothing

Visit at Universitat Politècnica de València

I was recently invited to a workshop focused on forecasting and supply chain management at Valencia Polytechnic University. Many thanks to Ester Guijarro for organising the workshop and helping to bring together forecasters and supply chain experts! I presented on optimising forecasting model parameters for inventory management. You can find the presentation here, and a… Read More »

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 »

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 »