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Optimal reconciliation with immutable forecasts
Bohan Zhang, Yanfei Kang, Anastasios Panagiotelis +1
The practical importance of coherent forecasts in hierarchical forecasting has inspired many studies on forecast reconciliation. Under this approach, so-called base forecasts are p…
Forecast with Forecasts: Diversity Matters
Yanfei Kang, Wei Cao, Fotios Petropoulos +1
Forecast combinations have been widely applied in the last few decades to improve forecasting. Estimating optimal weights that can outperform simple averages is not always an easy…
Déjà vu: A data-centric forecasting approach through time series cross-similarity
Yanfei Kang, Evangelos Spiliotis, Fotios Petropoulos +3
Accurate forecasts are vital for supporting the decisions of modern companies. Forecasters typically select the most appropriate statistical model for each time series. However, st…
The uncertainty estimation of feature-based forecast combinations
Xiaoqian Wang, Yanfei Kang, Fotios Petropoulos +1
Forecasting is an indispensable element of operational research (OR) and an important aid to planning. The accurate estimation of the forecast uncertainty facilitates several opera…