7 citations · 13 across the 9 of their papers we have counts for
5 papers · 1 filter
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…
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…
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…
The future of forecasting competitions: Design attributes and principles
Spyros Makridakis, Chris Fry, Fotios Petropoulos +1
Forecasting competitions are the equivalent of laboratory experimentation widely used in physical and life sciences. They provide useful, objective information to improve the theor…