5 papers
Probabilistic forecasting via post-processing prediction errors: In- or out-of-sample?
Piotr Zaborowski, Arkadiusz Lipiecki, Fotios Petropoulos +1
Many forecasting systems produce point forecasts even when decisions require information about uncertainty. We investigate whether post-processing methods can systematically improv…
Multi-objective probabilistic forecast combination for inventory demand
Shengjie Wang, Yanfei Kang, Evangelos Spiliotis +1
Probabilistic forecasts are essential for inventory management, where decisions depend on the full distribution of future demand. While probabilistic forecast combination is widely…
Operations & Supply Chain Management: Principles and Practice
Fotios Petropoulos, Henk Akkermans, O. Zeynep Aksin +90
Operations and Supply Chain Management (OSCM) has continually evolved, incorporating a broad array of strategies, frameworks, and technologies to address complex challenges across…
Scaleable Dynamic Forecast Reconciliation
Ross Hollyman, Fotios Petropoulos, Michael E. Tipping
We introduce a dynamic approach to probabilistic forecast reconciliation at scale. Our model differs from the existing literature in this area in several important ways. Firstly we…
Combining Probabilistic Forecasts of Intermittent Demand
Shengjie Wang, Yanfei Kang, Fotios Petropoulos
In recent decades, new methods and approaches have been developed for forecasting intermittent demand series. However, the majority of research has focused on point forecasting, wi…