Tag Archives: exponential smoothing

Material for `Forecasting with R: A practical workshop”

Together with Fotios Petropoulos we gave a workshop on producing forecasts with R, at the International Symposium on Forecasting, 2016. You can find the material of the workshop here. The workshop notes assume knowledge of what the various forecasting methods do, which are only briefly explained in the workshop’s slides, and mostly focuses in showing… Read More »

Forecasting Solar Irradiance: True models, trace optimisation and shrinkage

This is a talk I am giving today at Tasmanian School of Business and Economics at University of Tasmania. It connects two different research areas I am currently working on: solar irradiance forecasting and parameter optimisation under model uncertainty. You can find the presentation here. Half of the presentation is based on this paper if… Read More »

Forecasting with Temporal Hierarchies

This is a talk that I am giving today at the University of Sydney Business School. This research builds upon MAPA and cross-sectional hierarchical forecasting, in particular optimal combinations. Temporal hierarchies reconcile across time, resulting in accurate short and long-term forecasts that can lead to aligned plans and decisions. Temporal hierarchies can be used with… Read More »

ISF 2015 and invited session on “Forecasting with Combinations and Hierarchies”

The International Symposium on Forecasting (ISF 2015) was held this week in Riverside, CA. It was a very interesting conference, with stimulating talks and a wide variety of forecasting related topics, both for academics and practitioners. It is a highly recommended conference to attend. I organised the invited session on the topic of “Forecasting with… Read More »