This is joint work with Rickard Sandberg and looks at the implicit connections enforced by hierarchical time series forecasting, between the nodes of the hierarchy, contrasting them to VAR models that captures connections explicitly. Abstract The four major Scandinavian economies (Denmark, Finland, Sweden and Norway) have high workforce mobility and depending on market dynamics the… Read More »
This is joint work with Fotios Petropoulos and Kostantinos Nikolopoulos and discusses the performance of experts selecting forecasting models, against automatic statistical model selection, as well as providing guidelines how to maximise the benefits. This is very exciting research, demonstrating the both some limitations of statistical model selection (and avenues for new research), as well… Read More »
This is joint work with Devon K. Barrow and Bahman Rostami-Tabar and is an initial exploration of the benefits of using Multiple Temporal Aggregation, as implemented in MAPA for call centre forecasting. The preliminary results are encouraging. More details in the attached presentation. Abstract With thousands of call centres worldwide employing millions and serving billions… Read More »
In the very enjoyable and stimulating International Symposium on Forecasting that just finished in Cairns, Australia, the International Journal of Forecasting (IJF) best paper award for the years 2014-2015 (list of past papers can be found here) was given to one of my papers: Improving forecasting by estimating time series structural components across multiple frequencies!… Read More »
Last August I attended the International Symposium on Inventories, organised by the International Society for Inventory Research (ISIR 2016). This is the second time I had attended this conference and it has been again a very good experience. Interesting talks on a variety of relevant topics to forecasting research. I organised a special track on… Read More »
It has been a while since I got the time to post any updates, but finally got round to it. Last June I attended the International Symposium on Forecasting (ISF) at Santander, which had been very interesting and enjoyable. I had already posted about the presentations I gave. I was involved in a number of… Read More »
Last week I attended the International Symposium on Forecasting 2016. It was very interesting and enjoyable. Apart from the workshop on forecasting with R, I gave the following presentations: Forecasting with Temporal Hierarchies This presentation was given to the practitioner track of the conference and its aim was to introduce the basic idea of temporal… Read More »
Fotios Petropoulos and I will be giving a workshop on how to produce forecasts using R. The focus will be on business forecasting applications and the workshop is part of the workshop series that runs as part of the 36th International Symposium on Forecasting on the 19th of June 2016. This workshop will provide a… Read More »
I will be hosting a special session on Estimating Demand Uncertainty in the upcoming International Society for Inventory Research conference ISIR2016. The link between forecasting and inventory calculations is often not as clear as it should be. This is evident by the formulas used for the safety stock calculation: the expected demand and its uncertainty… Read More »
There is a new forecasting competition announced, the International Time Series Forecasting Competition “Computational Intelligence in Forecasting” CIF 2016. The competition is organised by Martin Stepnicka and Michal Burda within IEEE WCCI 2016 congress and it is related to a special session IJCNN-13 Advances in Computational Intelligence for Applied Time Series Forecasting (ACIATSF). For more… Read More »