Tag Archives: temporal hierarchies

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 »

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 »

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 »