Fotios Petropoulos, Nikolaos Kourentzes, Konstantinos Nikolopoulos and Enno Siemsen, 2018, Journal of Operations Management. https://doi.org/10.1016/j.jom.2018.05.005
Juan R. Trapero, Manuel Cardos and Nikolaos Kourentzes, 2018, International Journal of Forecasting.
Nikolaos Kourentzes, Devon K. Barrow and Fotios Petropoulos, 2018, International Journal of Production Economics. https://doi.org/10.1016/j.ijpe.2018.05.019
Nikolaos Kourentzes, Ivan Svetunkov and Stephan Kolassa, ISF2018, 20th June 2018. In doing forecast selection or combination we typically rely on some performance metric. For example, that could be Akaike Information Criterion or some cross-validated accuracy measure. From these we can either pick the top performer, or construct combination weights. There is ample empirical evidence… 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 »
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
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 »
Choosing the most appropriate forecasting method for your time series is not a trivial task and even though there has been scientific forecasting for so many decades, how to best do it is still an open research question. Nonetheless, there are some reasonable ways to deal with the problem, which although they may not be… Read More »
D. Barrow and N. Kourentzes, 2016, International Journal of Production Economics, 177: 24-33. http://dx.doi.org/10.1016/j.ijpe.2016.03.017
G. Athanasopoulos, R.J. Hyndman, N. Kourentzes and F. Petropoulos, 2015.