Lecture in HSE, Saint Petersburg

Yesterday I gave a lecture to the master students of Higher School Economics, Saint Petersburg (“Marketing Analytics” programme). This was a very general lecture on “Modern Forecasting”, covering forecasting problems in practice, the solutions to these problems and modern scientific directions in the field. It seems that the lecture was well received and brought up […]

smooth v2.0.0. What’s new

Good news, everyone! smooth package has recently received a major update. The version on CRAN is now v2.0.0. I thought that this is a big deal, so I decided to pause for a moment and explain what has happened, and why this new version is interesting. First of all, there is a new function, ves(), […]

Seminar and presentation at Bath University

Last week I have visited Bath University, where Dr. Fotios Petropoulos works. He organised a scientific seminar, where I could present my recent research on topic “One for all: forecasting intermittent and non-intermittent demand using one model“. The presentation was well received and rose several interesting questions from the participants of the seminar, which will […]

“smooth” package for R. es() function. Part IV. Model selection and combination of forecasts

Mixed models In the previous posts we have discussed pure additive and pure multiplicative exponential smoothing models. The next logical step would be to discuss mixed models, where some components have additive and the others have multiplicative nature. But we won’t spend much time on them because I personally think that they do not make […]