Complex Exponential Smoothing (Working paper)

Ivan Svetunkov — Mon, 01 Feb 2016 14:21:29 +0000

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 effectively forecast both trend and level time series (and it does it better than the conventional ETS). This paper is currently in the reviewing process, but it has already been read by 43 scientists on ResearchGate.

Message Complex Exponential Smoothing (Working paper) first appeared on Open Forecasting.

Presentation on Management Science seminar at Lancaster University

Ivan Svetunkov — Wed, 18 Mar 2015 15:10:30 +0000

Today I have given a presentation on the topic of Complex Exponential Smoothing on Management Science seminar at Lancaster University. Lecturers and PhD students of the department attended the presentation and seemed to like it. However, only in the morning of the day I realised that I have prepared a wrong presentation (it should have been on the topic of seasonal model) and forgot to update file with the presentation in Dropbox. As a result I used a white board in order to explain some aspects of the proposed forecasting approach. Still, it seems that no one has noticed that something was wrong… and only one person was sleeping during the presentation, which I consider as a personal achievement.

Here’re the slides of the presentation.

Message Presentation on Management Science seminar at Lancaster University first appeared on Open Forecasting.

Archives PhD - Open Forecasting

Complex Exponential Smoothing (Working paper)

Presentation on Management Science seminar at Lancaster University