27 citations · 31 across the 4 of their papers we have counts for
4 papers
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…
The M6 forecasting competition: Bridging the gap between forecasting and investment decisions
Spyros Makridakis, Evangelos Spiliotis, Ross Hollyman +3
The M6 forecasting competition, the sixth in the Makridakis' competition sequence, is focused on financial forecasting. A key objective of the M6 competition was to contribute to t…
Hierarchies Everywhere -- Managing & Measuring Uncertainty in Hierarchical Time Series
Ross Hollyman, Fotios Petropoulos, Michael E. Tipping
We examine the problem of making reconciled forecasts of large collections of related time series through a behavioural/Bayesian lens. Our approach explicitly acknowledges and expl…
Forecasting: theory and practice
Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos +77
Forecasting has always been at the forefront of decision making and planning. The uncertainty that surrounds the future is both exciting and challenging, with individuals and organ…