Tag Archives: temporal hierarchies

ISF 2020: A geometry inspired hierarchical forecasting methodology

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 »

Special issue on innovations in hierarchical forecasting

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 »

Invited talk at Amazon Web Services

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 »

ISF2019 talk: Cross-temporal coherent forecasts for tourism forecasting

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 »

Towards the “one-number forecast”

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 »

New R package nnfor: time series forecasting with neural networks

My new R package nnfor is available on CRAN. This collects the various neural network functions that appeared in TStools. See this post for demo of these functions. In summary the package includes: Automatic, semi-automatic or fully manual specification of MLP neural networks for time series modelling, that helps in specifying inputs with lags of the… Read More »