A few weeks ago I gave a talk at Amazon’s 2019 AMLC in Seattle. The talk was focused on current research in temporal and cross-temporal hierarchies. People who have been following my blog will be familiar with the topic and recent advances. This talk is different in the sense that it does not go in… Read More »
This year’s International Symposium on Forecasting has been a great success. Very exciting talks and large attendance from both academics and practitioners. I really enjoy conferences that the two groups interact organically: only this way research is both relevant and adopted fast, so that it makes a difference! This year I was invited by Haiyan… Read More »
Nikolaos Kourentzes and George Athanasopoulos, 2019, Annals of Tourism Research.
Yves R. Sagaert, Nikolaos Kourentzes, Stijn Du Vuyst, El-Houssaine Aghezzaf and Bram Desmet, 2018, International Journal of Production Economics.
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
Juan R. Trapero, Manuel Cardos and Nikolaos Kourentzes, 2018, Omega. https://doi.org/10.1016/j.omega.2018.05.004
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 »
Patrick Saoud, Nikolaos Kourentzes and John Boylan, ISF2018, 20th June 2018 Many supply chains experience the Bullwhip effect, defined as the upstream amplification of demand variability. This information distortion results in a misalignment of forecasts, generating expensive business costs. A proposed remedy in the literature is the sharing of Point of Sales information data among… Read More »