Tag Archives: forecast combination

ISIR 2016 research presentations

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: ISIR 2016 research presentations »

How to choose a forecast for your time series

Choosing the most appropriate forecasting method for your time series is not a trivial task and even though there has been scientific forecasting for so many decades, how to best do it is still an open research question. Nonetheless, there are some reasonable ways to deal with the problem, which although they may not be… Read More: How to choose a forecast for your time series »

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 »

ISF 2015 and invited session on “Forecasting with Combinations and Hierarchies”

The International Symposium on Forecasting (ISF 2015) was held this week in Riverside, CA. It was a very interesting conference, with stimulating talks and a wide variety of forecasting related topics, both for academics and practitioners. It is a highly recommended conference to attend. I organised the invited session on the topic of “Forecasting with… Read More: ISF 2015 and invited session on “Forecasting with Combinations and… »

ISF 2015 invited session on “Forecasting with Combinations and Hierarchies”

I am organising a special session on the upcoming International Symposium on Forecasting with the topic “Forecasting with Combinations and Hierarchies”. Please contact me if you are interested to contribute to this session. In many applications there are time series that can be hierarchically organised and can be grouped or aggregated in several ways, based… Read More: ISF 2015 invited session on “Forecasting with Combinations and Hierarchies” »

Guest post: On the robustness of bagging exponential smoothing

This is a guest blog entry by Fotios Petropoulos. A few months ago, Bergmeir, Hyndman and Benitez made available a very interesting working paper titled “Bagging exponential smoothing methods using STL decomposition and Box-Cox transformation”. In short, they successfully employed the bootstrap aggregation technique for improving the performance of exponential smoothing. The bootstrap technique is… Read More: Guest post: On the robustness of bagging exponential smoothing »