SMUG2019

I was recently invited to attend the SMUG2019 conference (SMoothie Users Group), organised by Demand Works company in New York. They asked me to present two topics: State space ARIMA for Supply Chain Forecasting, based on which I have developed a module for Smoothie a couple of years ago, Artificial Intelligence in Business, one of […]

A simple combination of univariate models

Fotios Petropoulos and I have participated last year in M4 competition. Our approach performed well, finishing as 6th in the competition. This note 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 […]

Conferences 2019

I usually prepare these types of posts at the end of the previous year, but this time I failed to do that earlier. As a result many deadlines for the abstract submissions have already passed. However, there are still several events that you can register for and attend in 2019: 5th April, CMAF Workshop on […]

Analytics with greybox

One of the reasons why I have started the greybox package is to use it for marketing research and marketing analytics. The common problem that I face, when working with these courses is analysing the data measured in different scales. While R handles numeric scales natively, the work with categorical is not satisfactory. Yes, I […]

«smooth» package for R. Intermittent state-space model. Part I. Introducing the model

One of the features of functions of smooth package is the ability to work with intermittent data and the data with periodically occurring zeroes. Intermittent time series is a series that has non-zero values occurring at irregular frequency (Svetuknov and Boylan, 2017). Imagine retailer who sells green lipsticks. The demand on such a product will […]

greybox 0.3.0 – what’s new

Three months have passed since the initial release of greybox on CRAN. I would not say that the package develops like crazy, but there have been some changes since May. Let’s have a look. We start by loading both greybox and smooth:

Rolling Origin First of all, ro() function now has its own class […]

International Symposium on Forecasting 2018

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 […]

Presentation at ISMS2018

This year I participated the Informs Society for Marketing Science Conference in Philadelphia. I presented a research that I work on together with Victoria Grigorieva, Yana Salihova and Florian Dost. This is an ongoing research, and we are trying to capture the dynamics of ecosystems on the market of mobile devices in order to see, […]