There is a new forecasting competition announced, the International Time Series Forecasting Competition “Computational Intelligence in Forecasting” CIF 2016. The competition is organised by Martin Stepnicka and Michal Burda within IEEE WCCI 2016 congress and it is related to a special session IJCNN-13 Advances in Computational Intelligence for Applied Time Series Forecasting (ACIATSF). For more… Read More »
D. Barrow, N. Kourentzes, 2015, 27th European Conference on operational Research, Glasgow.
I recently became aware of a new forecasting competition: “International Forecasting Competition – Computational Intelligence in Forecasting”. The competition involves forecasting 91 time series of annual, quarterly, monthly and daily sampling frequency of various lengths. Although the competition is focused on computational intelligence methods (incl. fuzzy method, artificial neural networks, evolutionary algorithms, decision & regression… Read More »
Combining forecasts has been shown in many cases to lead to improvements in forecasting performance, in terms of accuracy and bias. This is also common in forecasting with neural networks or other computationally intensive methods, where ensemble forecasts are considered more accurate than individual model forecasts. A useful feature of forecast combination is that it… Read More »
N. Kourentzes, D. K. Barrow and S. F. Crone, 2014, Expert Systems with Applications, 41: 4235-4244. http://dx.doi.org/10.1016/j.eswa.2013.12.011
N. Kourentzes, 2013, International Journal of Production Economics, 143: 198-206. http://dx.doi.org/10.1016/j.ijpe.2013.01.009
J. R. Trapero, N. Kourentzes and R. Fildes, 2012, OMEGA, 40: 738-747. http://dx.doi.org/10.1016/j.omega.2011.08.009
N. Kourentzes, 2012, International Joint Conference on Neural Networks, Brisbane, 10-15 June 2012.
R. Fildes and N. Kourentzes, 2011, International Journal of Forecasting, 27: 968-995. http://dx.doi.org/10.1016/j.ijforecast.2011.03.008
N. Kourentzes, 2011, International Conference on Data Mining, DMIN’2011, Las Vegas, 18-21 July 2011.