Zobrazeno 1 - 10
of 299
pro vyhledávání: '"Petropoulos, Fotios"'
We introduce a dynamic approach to probabilistic forecast reconciliation at scale. Our model differs from the existing literature in this area in several important ways. Firstly we explicitly allow the weights allocated to the base forecasts in formi
Externí odkaz:
http://arxiv.org/abs/2409.12856
Autor:
Makridakis, Spyros, Spiliotis, Evangelos, Hollyman, Ross, Petropoulos, Fotios, Swanson, Norman, Gaba, Anil
The M6 forecasting competition, the sixth in the Makridakis' competition sequence, is focused on financial forecasting. A key objective of the M6 competition was to contribute to the debate surrounding the Efficient Market Hypothesis (EMH) by examini
Externí odkaz:
http://arxiv.org/abs/2310.13357
Autor:
Park, Jungyeon, Alvarenga, Estêvão, Jeon, Jooyoung, Li, Ran, Petropoulos, Fotios, Kim, Hokyun, Ahn, Kwangwon
In the effort to achieve carbon neutrality through a decentralized electricity market, accurate short-term load forecasting at low aggregation levels has become increasingly crucial for various market participants' strategies. Accurate probabilistic
Externí odkaz:
http://arxiv.org/abs/2305.09474
In recent decades, new methods and approaches have been developed for forecasting intermittent demand series. However, the majority of research has focused on point forecasting, with little exploration into probabilistic intermittent demand forecasti
Externí odkaz:
http://arxiv.org/abs/2304.03092
Autor:
Petropoulos, Fotios, Laporte, Gilbert, Aktas, Emel, Alumur, Sibel A., Archetti, Claudia, Ayhan, Hayriye, Battarra, Maria, Bennell, Julia A., Bourjolly, Jean-Marie, Boylan, John E., Breton, Michèle, Canca, David, Charlin, Laurent, Chen, Bo, Cicek, Cihan Tugrul, Cox Jr, Louis Anthony, Currie, Christine S. M., Demeulemeester, Erik, Ding, Li, Disney, Stephen M., Ehrgott, Matthias, Eppler, Martin J., Erdoğan, Güneş, Fortz, Bernard, Franco, L. Alberto, Frische, Jens, Greco, Salvatore, Gregory, Amanda J., Hämäläinen, Raimo P., Herroelen, Willy, Hewitt, Mike, Holmström, Jan, Hooker, John N., Işık, Tuğçe, Johnes, Jill, Kara, Bahar Y., Karsu, Özlem, Kent, Katherine, Köhler, Charlotte, Kunc, Martin, Kuo, Yong-Hong, Lienert, Judit, Letchford, Adam N., Leung, Janny, Li, Dong, Li, Haitao, Ljubić, Ivana, Lodi, Andrea, Lozano, Sebastián, Lurkin, Virginie, Martello, Silvano, McHale, Ian G., Midgley, Gerald, Morecroft, John D. W., Mutha, Akshay, Oğuz, Ceyda, Petrovic, Sanja, Pferschy, Ulrich, Psaraftis, Harilaos N., Rose, Sam, Saarinen, Lauri, Salhi, Said, Song, Jing-Sheng, Sotiros, Dimitrios, Stecke, Kathryn E., Strauss, Arne K., Tarhan, İstenç, Thielen, Clemens, Toth, Paolo, Berghe, Greet Vanden, Vasilakis, Christos, Vaze, Vikrant, Vigo, Daniele, Virtanen, Kai, Wang, Xun, Weron, Rafał, White, Leroy, Van Woensel, Tom, Yearworth, Mike, Yıldırım, E. Alper, Zaccour, Georges, Zhao, Xuying
Publikováno v:
Journal of the Operational Research Society (2024) 75(3)
Throughout its history, Operational Research has evolved to include a variety of methods, models and algorithms that have been applied to a diverse and wide range of contexts. This encyclopedic article consists of two main sections: methods and appli
Externí odkaz:
http://arxiv.org/abs/2303.14217
We examine the problem of making reconciled forecasts of large collections of related time series through a behavioural/Bayesian lens. Our approach explicitly acknowledges and exploits the 'connectedness' of the series in terms of time-series charact
Externí odkaz:
http://arxiv.org/abs/2209.15583
Intermittent demand forecasting is a ubiquitous and challenging problem in production systems and supply chain management. In recent years, there has been a growing focus on developing forecasting approaches for intermittent demand from academic and
Externí odkaz:
http://arxiv.org/abs/2204.08283
Publikováno v:
In European Journal of Operational Research 16 June 2024 315(3):1038-1048
Autor:
Li, Xixi1 (AUTHOR), Petropoulos, Fotios2 (AUTHOR), Kang, Yanfei3 (AUTHOR) yanfeikang@buaa.edu.cn
Publikováno v:
International Journal of Production Research. Feb2023, Vol. 61 Issue 3, p976-992. 17p. 1 Diagram, 7 Charts, 5 Graphs.
Publikováno v:
In European Journal of Operational Research 1 April 2024 314(1):111-121