Forecasting with multivariate temporal aggregation: The case of promotional modelling
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
Category Archives: Publications
Forecasting with Temporal Hierarchies
G. Athanasopoulos, R.J. Hyndman, N. Kourentzes and F. Petropoulos, 2015.
Forecasting Solar Irradiance: True models, trace optimisation and shrinkage
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 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 »
True models, trace optimisation and parameter shrinkage
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 »
DIY forecasting: judgment, models and judgmental model selection
F. Petropoulos, N. Kourentzes, K. Nikolopoulos, 2015, 27th European Conference on operational Research, Glasgow.
Exponential smoothing parameter estimation for complex seasonal forms: the case solar irradiation forecasting
N. Kourentzes, J.R. Trapero, 2015, 27th European Conference on operational Research, Glasgow.
Solar irradiation forecasting based on dynamic harmonic regression
J.R. Trapero, N. Kourentzes, A. Martin, 2015, 27th European Conference on operational Research, Glasgow.
Do sales depend on search traffic? The case of video games
O. Schaer, N. Kourentzes, 2015, 27th European Conference on operational Research, Glasgow.
Causal leading indicators detection for demand forecasting
Y.R. Sagaert, N. Kourentzes, H. Aghezzaf, B. Desmet, 2015, 27th European Conference on operational Research, Glasgow.