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 […]
I have given a presentation on ISF2015 in Riverside, USA. The topic of presentation was Complex Exponential Smoothing for Time Series Forecasting. This is based on a paper submitted to International Journal on Forecasting, which is currently under review. Here’s the presentation.
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 […]