Fotios Petropoulos, Nikolaos Kourentzes, Konstantinos Nikolopoulos and Enno Siemsen, 2018, Journal of Operations Management. https://doi.org/10.1016/j.jom.2018.05.005
Lately, there has been a lot of talks whether Bitcoin is a bubble (about to burst) or not. The discussion is quite interesting, not only because there is potentially a lot of money involved, but also because it shows how our economic theories are primarily unclear and secondarily incomplete on concepts such as bubbles and… 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 »
Past experiments have demonstrated that humans (with or without formal training) are quite good at visually identifying the structure of time series. Trend is a key component, and arguably the most relevant to practice, as many of the forecasts that affect our lives have to do with potential increases or decreases of economic variables. Forecasters… Read More »
F. Petropoulos, N. Kourentzes, K. Nikolopoulos, 2015, 27th European Conference on operational Research, Glasgow.
N. Kourentzes, J. R. Trapero and I. Svetunkov, 2014.
Want to learn more about the Forecasting Society? These videos will give you an idea what it is all about. Are you a researcher in forecasting? or are you interested in participating in forecasting research? Either way, if you are interested in the area and in particular when human judgement is involved, the Forecasting Society… Read More »
Together with Fotios Petropoulos we launched a new portal to facilitate judgemental forecasting research. The aim of the Forecasting Society (www.forsoc.net) is to bring together researchers in judgemental forecasting and participants from practice and academia. At the same we hope that it will grow to be a discussion forum to exchange and promote judgemental forecasting… Read More »
We are inviting you to participate in a web-based judgmental forecasting exercise. You are asked to select the best model, based on your judgment, for 32 time series. The exercise consists of four rounds. Each round will contain 8 series and will be followed by a short questionnaire, while different types of information will be provided on top… Read More »
J. R. Trapero, D. J. Pedregal, R. Fildes and N. Kourentzes, 2013, International Journal of Forecasting, 29: 234-243. http://dx.doi.org/10.1016/j.ijforecast.2012.10.002