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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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  • ISF2026: PTS Taxonomy of Multiple Source of Error State Space Models for Demand Forecasting
  • stick function for the EDA in time series
  • smooth in python: Non-normal distributions in ETS/ARIMA
  • Hans Levenbach’s classification scheme for trend/seasonal components
  • smooth in python: multiple seasonal ETS

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

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  • Understanding Tail Analysis in Financial Markets 2026-07-04
  • Rethinking Validation for Spatial Machine Learning: Takeaways from the Talk 2026-07-03
  • A New Guide: Organizing Events for First-time Contributors 2026-07-02
  • FOSS Tools for Lazy Editors 2026-07-02
  • rOpenSci News Digest, June 2026 2026-06-30

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Ivan Svetunkov
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