This year, I couldn’t attend the International Symposium on Forecasting (organised by the International Institute of Forecasters), which I usually do, so instead I went to Gran Canaria for the International Conference on Time Series and Forecasting (aka ITISE). The location was fantastic, and I enjoyed several talks. I was also glad to catch up and spend time with my friends and colleagues Juan Trapero, Devon Barrow, Kostas Nikolopoulos, Vasilios Bougakis, Livio Fenga, and Vittorio Maniezzo, all of whom delivered great presentations.

As for my contribution, I presented a paper that Nikos Kourentzes and I have been working on since around 2018. It focuses on pooling using point information criteria. The core idea is to combine forecasts based on a smaller pool of models, which we propose creating by comparing the distributions of information criteria across forecasting models. We’re planning to finish a new version of the paper by September and submit it to a peer-reviewed journal. I’ll share more details when the draft that I can share is ready. In the meantime, you can check out the slides that summarise the main points of the paper. Here they are.