Authors: Bahman Rostami-Tabar, Jethro Browell, Ivan Svetunkov Journal: Health Systems Abstract: An accurate forecast of Emergency Department (ED) arrivals by an hour of the day is critical to meet patients’ demand. It enables planners to match ED staff to the number of arrivals, redeploy staff, and reconfigure units. In this study, we develop a model … Read more
Authors: Ivan Svetunkov Abstract: There are many forecasting related packages in R with varied popularity, the most famous of all being forecast, which implements several important forecasting approaches, such as ARIMA, ETS, TBATS and others. However, the main issue with the existing functionality is the lack of flexibility for research purposes, when it comes to … Read more
Authors: Ivan Svetunkov, Nikolaos Kourentzes, Keith Ord. Journal: Naval Research Logistics Abstract: Exponential smoothing has been one of the most popular forecasting methods used to support various decisions in organisations, in activities such as inventory management, scheduling, revenue management and other areas. Although its relative simplicity and transparency have made it very attractive for research … Read more
About the paper. Introduction When you follow academics on social media, you typically see many success stories. This person published a paper in Management Science; another one published in EJOR; your colleague from a different university created a great package; and there is also an academic who is ten years younger than you and has … Read more
Fotios Petropoulos and I have participated last year in M4 competition. Our approach performed well, finishing as 6th in the competition. This paper in International Journal of Forecasting explains what we used in our approach and why. Here’s the abstract: This paper describes the approach that we implemented for producing the point forecasts and prediction … Read more
John Boylan and I have been working lately on a paper, explaining the logic behind the ssarima() function from the smooth package. This paper has finally been accepted and published. Also, based on a modified version of the ssarima() function, I have developed a SSARIMA module for Smoothie software, developed by DemandWorks company. Both the … Read more
John Boylan and I have been working on a paper about state-space models for intermittent data. We have had some good progress in that direction and have submitted the paper to IJF. Although it is still under review, we decided to publish the working paper in order to promote the thing. Here’s the abstract: Intermittent … Read more
Fotios Petropoulos and I have recently written a paper about a statistical model, underlying Simple Moving Average. Although we are usually taught in Forecasting courses, that there is no such thing, we found one. We have submitted this paper to International Journal of Production Research, and it has been recently accepted (took us ~4 months). … Read more
Some time ago I have published the working paper on Complex Exponential Smoothing on ResearchGate website. This is the paper written by Nikolaos Kourentzes and I in 2015. It explains a new approach in time series modelling and in forecasting, based on a notion of “information potential”. The model, resulting from this idea, allows to … Read more