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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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  • Hans Levenbach’s classification scheme for trend/seasonal components
  • smooth in python: multiple seasonal ETS
  • smooth in python: ETS with explanatory variables
  • smooth in python: ETS forecast combination
  • smooth in python: ETS with model selection

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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 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

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  • Mohamed Merabtine on Who is “Forecasting academia”?
  • Ivan Svetunkov on Why Naive is not a good benchmark for intermittent demand

RSS RBloggers feed

  • Conformalized TabPFN: Prediction Intervals for a Pretrained Transformer for Tabular Data in Python and R 2026-05-17
  • Probabilistic Time Series Cross-Validation with R package crossvalidation 2026-05-16
  • Exploring the CovR/S Two-Component System in Streptococcus pyogenes 2026-05-16
  • muttest 0.2.0: More Mutators, Better Reporting, and Parallel Execution 2026-05-15
  • Is logistic regression regression? 2026-05-14

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Ivan Svetunkov
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