Category Archives: Talks

OR62 -The quest for greater forecasting accuracy: Perspectives from Statistics & Machine Learning

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: OR62 -The quest for greater forecasting accuracy: Perspectives from Statistics… »

Forecasting Forum Scandinavia – first workshop!

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: Forecasting Forum Scandinavia – first workshop! »

Forecasting keynote at AMLC 2019

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: Forecasting keynote at AMLC 2019 »

OR59 Keynote: Uncertainty in predictive modelling

I recently presented at the OR59 conference my views and current work (with colleagues) on uncertainty in predictive modelling. I think this is a topic that deserves quite a bit of research attention, as it has substnatial implications for estimation, model selection and eventually decision making. The talk has three parts: Argue (as others before… Read More: OR59 Keynote: Uncertainty in predictive modelling »

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: Talk on `Advances in promotional modelling and demand forecasting’ »

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 Solar Irradiance: True models, trace optimisation and shrinkage »

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: Forecasting with Temporal Hierarchies »

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: True models, trace optimisation and parameter shrinkage »