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combinations

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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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

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  • Ivan Svetunkov on Why Naive is not a good benchmark for intermittent demand

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  • CDCPLACES 1.2.0 2026-02-16
  • Machine Learning for Sports Analytics in R: A Complete Professional Guide 2026-02-15
  • Testing for interactions in nonlinear regression 2026-02-14
  • How Posit’s Public Package Manager manylinux_2_28 repository can help you if your R project is stuck on Ubuntu Focal Fossa 2026-02-12
  • Fitting time-to-event models with an environmental covariate 2026-02-12

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Ivan Svetunkov
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