Tag Archives: temporal aggregation

Multiple temporal aggregation: the story so far. Part II

The effects of temporal aggregation In this post I will demonstrate the effects of temporal aggregation and motivate the use of multiple temporal aggregation (MTA). I will not delve into the econometric aspects of the discussion, but it is worthwhile to summarise key findings from the literature. A concise forecasting related summary is available in… Read More »

Multiple temporal aggregation: the story so far. Part I

Over the last years I have been working (with my co-authors!) on the idea of Multiple Temporal Aggregation (MTA) for time series forecasting. A number of papers have been published introducing and developing the idea further, or testing its effectiveness for forecasting. In this series of blog posts I will try to summarise the progress… Read More »

Talk on `Advances in promotional modelling and demand forecasting’

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 »

MAPAx available for R & new MAPA package on CRAN

The previous version of the MAPA package implemented only the univariate aspect of the algorithm. Version 2.0.1 implements MAPAx as well, which allows incorporating regressors in your forecasts. In this paper we demonstrated the usefulness of temporal aggregation in the case of forecasting demand in the presence of promotions. In particular, we showed that MAPAx… Read More »

ISIR 2016 research presentations

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 »

ISF 2016 research presentations

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 »

International Symposium on Forecasting Presentations

Last week I attended the International Symposium on Forecasting 2016. It was very interesting and enjoyable. Apart from the workshop on forecasting with R, I gave the following presentations: Forecasting with Temporal Hierarchies This presentation was given to the practitioner track of the conference and its aim was to introduce the basic idea of temporal… Read More »