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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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Blog

  • smooth in python: Non-normal distributions in ETS/ARIMA
  • 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

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

RSS RBloggers feed

  • survivoR now includes US50 and AU12 2026-05-27
  • Behavior-Driven Development in R Shiny: Modeling User Behavior with When Steps 2026-05-26
  • Speeding up Stan model builds for R package developers 2026-05-26
  • Repost: ctrlvee: Extract external R code and insert inline 2026-05-22
  • Functions over Idioms – Writing R in Python with rfuns 2026-05-22

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Ivan Svetunkov
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