Stochastic Coherency in Forecast Reconciliation
Kandrika F. Pritularga, Ivan Svetunkov, and Nikolaos Kourentzes, 2021. International Journal of Production Economics.
Kandrika F. Pritularga, Ivan Svetunkov, and Nikolaos Kourentzes, 2021. International Journal of Production Economics.
Nikolaos Kourentzes, Andrea Saayman, Philippe Jean-Pierre, Davide Provenzano, Mondher Sahli, Neelu Seetaram, and Serena Volo, 2021, Annals of Tourism Research 88: 103197.
The slides for my presentation at the International Symposium on Forecasting 2020 are available here. Building on the work by Pangiotelis et al. (2020) we investigate the implications of the geometric interpretation of hierarchical forecasting further. We propose a new framework for generating hierarchical forecasts, which encompasses previous hierarchical methods while providing insights on their… Read More »
We are inviting submissions to a special issue at the International Journal of Forecasting on the topic of “Innovations in Hierarchical Forecasting”. The special issue is guest edited by G. Athanasopoulos, R. J. Hyndman, A. Panagiotelis and myself and its submission deadline is on the 31st of August 2021. Organisations make multiple decisions informed by… Read More »
I am delighted to receive the news that my recent paper with George Athanasopoulos at the European Journal of Operational Research has been selected as the EJOR editor’s choice article for June 2020. My thanks to the editor and the reviewers for their help with their comments and recommendations in improving the paper and bringing… Read More »
Nikolaos Kourentzes and George Athanasopoulos, 2020. European Journal of Operational Research. https://doi.org/10.1016/j.ejor.2020.05.046
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 »
I was recently invited to give a talk at AWS in Berlin. I presented the current work on temporal and cross-temporal hierarchical forecasting. My view is that there is a lot of potential for these approaches to augment existing forecasting processes with relative ease. Considering the wider forecasting problem, we do not forecast for the… Read More »
This year’s International Symposium on Forecasting has been a great success. Very exciting talks and large attendance from both academics and practitioners. I really enjoy conferences that the two groups interact organically: only this way research is both relevant and adopted fast, so that it makes a difference! This year I was invited by Haiyan… 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 »