Kandrika F. Pritularga, Ivan Svetunkov, and Nikolaos Kourentzes, 2021. International Journal of Production Economics.
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 »
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 »
1. Introductory remarks One of the recurrent topics in online discussions on sales forecasting and demand planning is the idea of the “one-number forecast”, that is a common view of the future on which multiple plans and decisions can be made, from different functions of an organisation. In principle, this is yet another idea around… Read More »
Nikolaos Kourentzes and George Athanasopoulos, 2019, Annals of Tourism Research. https://doi.org/10.1016/j.annals.2019.02.001
Fotios Petropoulos, Nikolaos Kourentzes, Konstantinos Nikolopoulos and Enno Siemsen, 2018, Journal of Operations Management. https://doi.org/10.1016/j.jom.2018.05.005
Juan R. Trapero, Manuel Cardos and Nikolaos Kourentzes, 2018, International Journal of Forecasting.
Nikolaos Kourentzes, Devon K. Barrow and Fotios Petropoulos, 2018, International Journal of Production Economics. https://doi.org/10.1016/j.ijpe.2018.05.019
Nikolaos Kourentzes, Ivan Svetunkov and Stephan Kolassa, ISF2018, 20th June 2018. In doing forecast selection or combination we typically rely on some performance metric. For example, that could be Akaike Information Criterion or some cross-validated accuracy measure. From these we can either pick the top performer, or construct combination weights. There is ample empirical evidence… 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 »