We have spent previous six posts discussing basics of es() function (underlying models and their implementation). Now it is time to move forward. Starting from this post we will discuss common parameters, shared by all the forecasting functions implemented in smooth. This means that the topics that we discuss are not only applicable to es(), […]

# CES

# Complex Exponential Smoothing (Working paper)

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 […]

# Presentation on Management Science seminar at Lancaster University

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 […]