Optimising forecasting models for inventory planning
Nikolaos Kourentzesa, Juan R. Trapero, and Devon K. Barrow, 2020. International Journal of Production Economics. https://doi.org/10.1016/j.ijpe.2019.107597
Tag Archives: trace optimisation
Visit at Universitat Politècnica de València
I was recently invited to a workshop focused on forecasting and supply chain management at Valencia Polytechnic University. Many thanks to Ester Guijarro for organising the workshop and helping to bring together forecasters and supply chain experts! I presented on optimising forecasting model parameters for inventory management. You can find the presentation here, and a… 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 »
True models, trace optimisation and parameter shrinkage
This is a talk that I gave at Monash University, where I am currently visiting. The topic of this research is exploring ways to avoid the assumption that the postulated model we are using is true for the data generating process of the time series we want to forecast. From this starting point we proceed… Read More »