On 1st July, I presented my ongoing work on time series bootstrap and its impact on prediction intervals at ISF2024 in Dijon, France. Abstract: Bootstrap is extensively used in statistics and machine learning for cross-sectional data to account for uncertainty about the data, model form, and parameter estimates. However, conventional methods may not be suitable … Read more
This time ISF took place in Oxford. I acted as a programme chair of the event and was quite busy with schedule and some other minor organisational things, but I still found time to present something new. Specifically, I talked about one specific part of ADAM, the part implementing ETS+ARIMA. The idea is that the … Read more
This year International Symposium on Forecasting was held online, although Centre for Marketing Analytics and Forecasting of Lancaster University had their own hub, where we would come and watch presentations together and even present to the others. I presented on the topic of Multiplicative ETS, based on this chapter of the ADAM textbook and on … Read more
The ISF2019 took place in Thessaloniki, Greece. This time I presented a spin-off of my research on intermittent demand in retail, entitled as “What about those sweet melons? Using mixture models for demand forecasting in retail”. The idea is quite trivial and simple: use mixture distribution regressions (e.g. logistic and log-normal distributions) in order to … Read more
This year I have presented an extension of the research from ISF2017, called “Forecasting intermittent data with complex patterns”. This time we developed the model with “logistic probability”, which allows capturing complex patterns in demand occurrence part of the data. I also tried making the presentation more entertaining and easier to understand by a wider … Read more
In Cairns, Australia, I have presented the topic from Bath — One for all: forecasting intermittent and non-intermittent demand using one model. It was well received although one of the professors did not understand the main point of the presentation and I could not explain him, why this is important and why the proposed approach … Read more
This time I presented a talk on Trace Forecast Likelihood, based on the presentation given at Ghent and in Higher School of Economics earlier this year. Unfortunately, I was in the session of statisticians, who discussed hypothesis testing and weren’t aware of the area of my presentation. As a result, this presentation passed without any … Read more
I have given a presentation on ISF2015 in Riverside, USA. The topic of presentation was Complex Exponential Smoothing for Time Series Forecasting. This is based on a paper submitted to International Journal on Forecasting, which is currently under review. Here’s the presentation.