I uploaded a new version (1.7) of tsintermittent on CRAN. Apart from fixing a couple of minor issues, a new function has been added to help scaling up forecasting. Recently I had a few requests to add a functionality to use data frames with multiple time series as inputs. I have included a new wrapper… Read More: Forecasting multiple time series with tsintermittent »
N. Kourentzes and F. Petropoulos, 2015, International Journal of Production Economics, 181: 145-153. http://dx.doi.org/10.1016/j.ijpe.2015.09.011
G. Athanasopoulos, R.J. Hyndman, N. Kourentzes and F. Petropoulos, 2015.
The International Institute of Forecasters (IIF), in collaboration with SAS, offer financial support research on improving forecasting methods and business forecasting practice. TThis year there will be two grants of $5,000 . The deadline date for applications is September 30, 2015. This grant was created in 2002 by the IIF, with financial support from the… Read More: SAS-IIF Grant to Promote Research on Forecasting »
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 Solar Irradiance: True models, trace optimisation and shrinkage »
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: Forecasting with Temporal Hierarchies »
This is a talk that I gave at Monash University, where I am currently visiting. The topic of this research is exploring ways to avoid the assumption that the postulated model we are using is true for the data generating process of the time series we want to forecast. From this starting point we proceed… Read More: True models, trace optimisation and parameter shrinkage »
Last week had been very busy at the 27th European Conference on Operational Research. Within the Analytics, Data Science, Data Mining stream there was a specialised stream on Forecasting & Time Series Prediction that was very successfully organised by Sven F. Crone and Aris Syntetos. The talks have been stimulating and of a high level. Given… Read More: Presentations at EURO 2015 »
F. Petropoulos, N. Kourentzes, K. Nikolopoulos, 2015, 27th European Conference on operational Research, Glasgow.
N. Kourentzes, J.R. Trapero, 2015, 27th European Conference on operational Research, Glasgow.