Stochastic Coherency in Forecast Reconciliation
Kandrika F. Pritularga, Ivan Svetunkov, and Nikolaos Kourentzes, 2021. International Journal of Production Economics.
Kandrika F. Pritularga, Ivan Svetunkov, and Nikolaos Kourentzes, 2021. International Journal of Production Economics.
Nikolaos Kourentzes, Andrea Saayman, Philippe Jean-Pierre, Davide Provenzano, Mondher Sahli, Neelu Seetaram, and Serena Volo, 2021, Annals of Tourism Research 88: 103197.
The slides for my presentation at the International Symposium on Forecasting 2020 are available here. Building on the work by Pangiotelis et al. (2020) we investigate the implications of the geometric interpretation of hierarchical forecasting further. We propose a new framework for generating hierarchical forecasts, which encompasses previous hierarchical methods while providing insights on their… Read More »
Together with Devon Barrow and Sven Crone, we gave a talk at the recent OR 62 conference, moderated by Christina Phillips. The topic was: “The quest for greater forecasting accuracy: Perspectives from Statistics & Machine Learning”. I have worked with both Devon and Sven in the past years and the three of us share quite… Read More »
Last week we run the first workshop of the Forecasting Forum Scandinavia, hoping to start an ongoing discussion between academia and practice around forecasting and predictive analytics. The vision is for this to be the catalyst in: providing innovative solutions to real business problems, at a rigorous scientific standard; shorten the path to implementing innovative… Read More »
Devon Barrow, Nikolaos Kourentzes, Rickard Sandberg, and Jacek Niklewski, 2020. Expert Systems with Applications.
Nikolaos Kourentzes and George Athanasopoulos, 2020. European Journal of Operational Research. https://doi.org/10.1016/j.ejor.2020.05.046
Nikolaos Kourentzesa, Juan R. Trapero, and Devon K. Barrow, 2020. International Journal of Production Economics. https://doi.org/10.1016/j.ijpe.2019.107597
Evangelos Spiliotis, Fotios Petropoulos, Nikolaos Kourentzes and Vassilios Assimakopoulos, 2020. Applied Energy. https://doi.org/10.1016/j.apenergy.2019.114339
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 »