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ITISE2025: Beyond summary performance metrics for forecast selection and combination

2025-07-21 Leave a comment
A gist of pAIC

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 […]

A paper to read over the Xmas holiday: Wang et al. (2023) – Forecast combinations: An over 50-year review

2024-12-232024-12-23 Leave a comment

Christmas and the New Year are upon us, and I wanted to publish a celebratory post before taking a break. Instead of writing something educational, I decided to simply recommend a paper for you to read over the holidays – something you might have overlooked in the past couple of years. Here it is or […]

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  • Forecasting Competitions Datasets in Python
  • Risky business: how to select your model based on risk preferences
  • Teaching Statistics and Descriptive Analytics in the world of AI
  • AID paper rejected from the IJPR
  • Several crucial steps in demand forecasting with ML

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ADAM AI and ML ARIMA bla-bla-bla CES changepoint combinations Competitions complex variables conferences consultancy English error measures estimators ETS extrapolation methods greybox GUM hierarchies history Information criteria intermittent demand ISF ISMS model combination model selection multivariate models papers personal PhD presentations programming Python R regression regular demand Seasonality SMA smooth statistics stories teaching theory time series uncertainty

Comments

  • Ivan Svetunkov on Intermittent demand classifications: is that what you need?
  • Kishor Kukreja on Intermittent demand classifications: is that what you need?
  • Ivan Svetunkov on Who is “Forecasting academia”?
  • Mohamed Merabtine on Who is “Forecasting academia”?
  • Ivan Svetunkov on Why Naive is not a good benchmark for intermittent demand

RSS RBloggers feed

  • 2026-01 Variable Fonts in R Graphics 2026-01-25
  • Fight Data Science in R: Proven Boxing Metrics & Models 2026-01-25
  • When AdTech Misrepresent Their Own A/B Tests 2026-01-25
  • pharmaversesdtm 1.4.0 Release 2026-01-23
  • Using {ellmer} for Dynamic Alt Text Generation in {shiny} Apps 2026-01-22

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Ivan Svetunkov
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