Tag Archives: high frequency data

ISF2017 presentation: Call centre forecasting using temporal aggregation

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 »

MAPA package for R on GitHub

Here is the link: https://github.com/trnnick/mapa It has been a long time I wanted to rework the MAPA package for R, but I could not find the time. Finally I got around starting it. There are three objectives in this: Clean up code and introduce S3methods. MAPA was the first package that I wrote! Incorporate the… Read More »

ISF 2016 research presentations

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 »

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 »