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 »
In this post I introduce a new bias metric that has several desirable properties over traditional ones. When evaluating forecasting performance it is important to look at two elements: forecasting accuracy and bias. Although there has been substantial progress in the measurement of accuracy with various metrics being proposed, there has been rather limited progress… Read More »
N. Kourentzes, J. R. Trapero and I. Svetunkov, 2014.