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Improving forecasting by estimating time series structural components across multiple frequencies

Citations

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Cited by:

  1. Yang, Dazhi & Sharma, Vishal & Ye, Zhen & Lim, Lihong Idris & Zhao, Lu & Aryaputera, Aloysius W., 2015. "Forecasting of global horizontal irradiance by exponential smoothing, using decompositions," Energy, Elsevier, vol. 81(C), pages 111-119.
  2. Barrow, Devon & Kourentzes, Nikolaos, 2018. "The impact of special days in call arrivals forecasting: A neural network approach to modelling special days," European Journal of Operational Research, Elsevier, vol. 264(3), pages 967-977.
  3. Phillips, Christina Jane & Nikolopoulos, Konstantinos, 2019. "Forecast quality improvement with Action Research: A success story at PharmaCo," International Journal of Forecasting, Elsevier, vol. 35(1), pages 129-143.
  4. Evangelos Spiliotis & Fotios Petropoulos & Konstantinos Nikolopoulos, 2020. "The Impact of Imperfect Weather Forecasts on Wind Power Forecasting Performance: Evidence from Two Wind Farms in Greece," Energies, MDPI, vol. 13(8), pages 1-18, April.
  5. Konstantinos Nikolopoulos & Fotios Petropoulos & Vasco Sanchez Rodrigues & Stephen Pettit & Anthony Beresford, 2019. "A risk-mitigation model driven from the level of forecastability of Black Swans: prepare and respond to major Earthquakes through a dynamic Temporal and Spatial Aggregation forecasting framework," Working Papers 19017, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
  6. Girolimetto, Daniele & Athanasopoulos, George & Di Fonzo, Tommaso & Hyndman, Rob J., 2024. "Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1134-1151.
  7. Svetunkov, Ivan & Chen, Huijing & Boylan, John E., 2023. "A new taxonomy for vector exponential smoothing and its application to seasonal time series," European Journal of Operational Research, Elsevier, vol. 304(3), pages 964-980.
  8. Mamingi Nlandu, 2017. "Beauty and Ugliness of Aggregation over Time: A Survey," Review of Economics, De Gruyter, vol. 68(3), pages 205-227, December.
  9. Babai, Zied & Boylan, John E. & Kolassa, Stephan & Nikolopoulos, Konstantinos, 2016. "Supply chain forecasting: Theory, practice, their gap and the futureAuthor-Name: Syntetos, Aris A," European Journal of Operational Research, Elsevier, vol. 252(1), pages 1-26.
  10. Spiliotis, Evangelos & Assimakopoulos, Vassilios & Nikolopoulos, Konstantinos, 2019. "Forecasting with a hybrid method utilizing data smoothing, a variation of the Theta method and shrinkage of seasonal factors," International Journal of Production Economics, Elsevier, vol. 209(C), pages 92-102.
  11. Kourentzes, Nikolaos & Athanasopoulos, George, 2019. "Cross-temporal coherent forecasts for Australian tourism," Annals of Tourism Research, Elsevier, vol. 75(C), pages 393-409.
  12. Fotios Petropoulos & Evangelos Spiliotis, 2021. "The Wisdom of the Data: Getting the Most Out of Univariate Time Series Forecasting," Forecasting, MDPI, vol. 3(3), pages 1-20, June.
  13. Corey Ducharme & Bruno Agard & Martin Trépanier, 2024. "Improving demand forecasting for customers with missing downstream data in intermittent demand supply chains with supervised multivariate clustering," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(5), pages 1661-1681, August.
  14. Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Petropoulos, Fotios, 2017. "Forecasting with temporal hierarchies," European Journal of Operational Research, Elsevier, vol. 262(1), pages 60-74.
  15. Nystrup, Peter & Lindström, Erik & Møller, Jan K. & Madsen, Henrik, 2021. "Dimensionality reduction in forecasting with temporal hierarchies," International Journal of Forecasting, Elsevier, vol. 37(3), pages 1127-1146.
  16. Kourentzes, Nikolaos & Athanasopoulos, George, 2021. "Elucidate structure in intermittent demand series," European Journal of Operational Research, Elsevier, vol. 288(1), pages 141-152.
  17. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
    • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
  18. Junran Dong & Desheng Wu & Jingxiu Song & Jie Lu, 2022. "Gauging the environmental efficiency with ecological compensation in presence of missing data using data envelopment analysis," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 24(4), pages 5451-5472, April.
  19. Sagaert, Yves R. & Kourentzes, Nikolaos & De Vuyst, Stijn & Aghezzaf, El-Houssaine & Desmet, Bram, 2019. "Incorporating macroeconomic leading indicators in tactical capacity planning," International Journal of Production Economics, Elsevier, vol. 209(C), pages 12-19.
  20. Spiliotis, Evangelos & Petropoulos, Fotios & Kourentzes, Nikolaos & Assimakopoulos, Vassilios, 2018. "Cross-temporal aggregation: Improving the forecast accuracy of hierarchical electricity consumption," MPRA Paper 91762, University Library of Munich, Germany.
  21. Kang, Yanfei & Spiliotis, Evangelos & Petropoulos, Fotios & Athiniotis, Nikolaos & Li, Feng & Assimakopoulos, Vassilios, 2021. "Déjà vu: A data-centric forecasting approach through time series cross-similarity," Journal of Business Research, Elsevier, vol. 132(C), pages 719-731.
  22. Rostami-Tabar, Bahman & Babai, Mohamed Zied & Ducq, Yves & Syntetos, Aris, 2015. "Non-stationary demand forecasting by cross-sectional aggregation," International Journal of Production Economics, Elsevier, vol. 170(PA), pages 297-309.
  23. Petropoulos, Fotios & Wang, Xun & Disney, Stephen M., 2019. "The inventory performance of forecasting methods: Evidence from the M3 competition data," International Journal of Forecasting, Elsevier, vol. 35(1), pages 251-265.
  24. Arkadiusz Lipiecki & Kaja Bilinska & Nikolaos Kourentzes & Rafal Weron, 2025. "Stealing accuracy: Predicting day-ahead electricity prices with Temporal Hierarchy Forecasting (THieF)," WORking papers in Management Science (WORMS) WORMS/25/06, Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology.
  25. Fildes, Robert & Ma, Shaohui & Kolassa, Stephan, 2022. "Retail forecasting: Research and practice," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1283-1318.
  26. Smyl, Slawek & Bergmeir, Christoph & Dokumentov, Alexander & Long, Xueying & Wibowo, Erwin & Schmidt, Daniel, 2025. "Local and global trend Bayesian exponential smoothing models," International Journal of Forecasting, Elsevier, vol. 41(1), pages 111-127.
  27. Kourentzes, Nikolaos & Saayman, Andrea & Jean-Pierre, Philippe & Provenzano, Davide & Sahli, Mondher & Seetaram, Neelu & Volo, Serena, 2021. "Visitor arrivals forecasts amid COVID-19: A perspective from the Africa team," Annals of Tourism Research, Elsevier, vol. 88(C).
  28. Petropoulos, Fotios & Spiliotis, Evangelos, 2025. "Judgmental selection of parameters for simple forecasting models," European Journal of Operational Research, Elsevier, vol. 323(3), pages 780-794.
  29. Theresa Maria Rausch & Tobias Albrecht & Daniel Baier, 2022. "Beyond the beaten paths of forecasting call center arrivals: on the use of dynamic harmonic regression with predictor variables," Journal of Business Economics, Springer, vol. 92(4), pages 675-706, May.
  30. Athanasopoulos, George & Hyndman, Rob J. & Kourentzes, Nikolaos & Panagiotelis, Anastasios, 2024. "Forecast reconciliation: A review," International Journal of Forecasting, Elsevier, vol. 40(2), pages 430-456.
  31. Karamaziotis, Panagiotis I. & Raptis, Achilleas & Nikolopoulos, Konstantinos & Litsiou, Konstantia & Assimakopoulos, Vassilis, 2020. "An empirical investigation of water consumption forecasting methods," International Journal of Forecasting, Elsevier, vol. 36(2), pages 588-606.
  32. Fildes, Robert & Ma, Shaohui & Kolassa, Stephan, 2019. "Retail forecasting: research and practice," MPRA Paper 89356, University Library of Munich, Germany.
  33. Alexander, Carol & Rauch, Johannes, 2021. "A general property for time aggregation," European Journal of Operational Research, Elsevier, vol. 291(2), pages 536-548.
  34. Pournader, Mehrdokht & Ghaderi, Hadi & Hassanzadegan, Amir & Fahimnia, Behnam, 2021. "Artificial intelligence applications in supply chain management," International Journal of Production Economics, Elsevier, vol. 241(C).
  35. Wang, Xiaoqian & Hyndman, Rob J. & Li, Feng & Kang, Yanfei, 2023. "Forecast combinations: An over 50-year review," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1518-1547.
  36. Rendon-Sanchez, Juan F. & de Menezes, Lilian M., 2019. "Structural combination of seasonal exponential smoothing forecasts applied to load forecasting," European Journal of Operational Research, Elsevier, vol. 275(3), pages 916-924.
  37. Li, Chongshou & Lim, Andrew, 2018. "A greedy aggregation–decomposition method for intermittent demand forecasting in fashion retailing," European Journal of Operational Research, Elsevier, vol. 269(3), pages 860-869.
  38. Bergmeir, Christoph & Hyndman, Rob J. & Benítez, José M., 2016. "Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation," International Journal of Forecasting, Elsevier, vol. 32(2), pages 303-312.
  39. Svetunkov, Ivan & Kourentzes, Nikolaos, 2015. "Complex Exponential Smoothing," MPRA Paper 69394, University Library of Munich, Germany.
  40. Nikolopoulos, Konstantinos I. & Babai, M. Zied & Bozos, Konstantinos, 2016. "Forecasting supply chain sporadic demand with nearest neighbor approaches," International Journal of Production Economics, Elsevier, vol. 177(C), pages 139-148.
  41. Spiliotis, Evangelos & Petropoulos, Fotios & Kourentzes, Nikolaos & Assimakopoulos, Vassilios, 2020. "Cross-temporal aggregation: Improving the forecast accuracy of hierarchical electricity consumption," Applied Energy, Elsevier, vol. 261(C).
  42. Barrow, Devon K. & Kourentzes, Nikolaos, 2016. "Distributions of forecasting errors of forecast combinations: Implications for inventory management," International Journal of Production Economics, Elsevier, vol. 177(C), pages 24-33.
  43. Petropoulos, Fotios & Makridakis, Spyros & Assimakopoulos, Vassilios & Nikolopoulos, Konstantinos, 2014. "‘Horses for Courses’ in demand forecasting," European Journal of Operational Research, Elsevier, vol. 237(1), pages 152-163.
  44. Makridakis, Spyros & Hyndman, Rob J. & Petropoulos, Fotios, 2020. "Forecasting in social settings: The state of the art," International Journal of Forecasting, Elsevier, vol. 36(1), pages 15-28.
  45. Athanasopoulos, George & Kourentzes, Nikolaos, 2023. "On the evaluation of hierarchical forecasts," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1502-1511.
  46. Kourentzes, Nikolaos & Petropoulos, Fotios, 2016. "Forecasting with multivariate temporal aggregation: The case of promotional modelling," International Journal of Production Economics, Elsevier, vol. 181(PA), pages 145-153.
  47. Murray, Paul W. & Agard, Bruno & Barajas, Marco A., 2018. "ASACT - Data preparation for forecasting: A method to substitute transaction data for unavailable product consumption data," International Journal of Production Economics, Elsevier, vol. 203(C), pages 264-275.
  48. Chethana Dharmawardane & Ville Sillanpää & Jan Holmström, 2021. "High-frequency forecasting for grocery point-of-sales: intervention in practice and theoretical implications for operational design," Operations Management Research, Springer, vol. 14(1), pages 38-60, June.
  49. Dai, Hongyan & Xiao, Qin & Chen, Songlin & Zhou, Weihua, 2023. "Data-driven demand forecast for O2O operations: An adaptive hierarchical incremental approach," International Journal of Production Economics, Elsevier, vol. 259(C).
  50. Jeon, Jooyoung & Panagiotelis, Anastasios & Petropoulos, Fotios, 2019. "Probabilistic forecast reconciliation with applications to wind power and electric load," European Journal of Operational Research, Elsevier, vol. 279(2), pages 364-379.
  51. Petropoulos, Fotios & Svetunkov, Ivan, 2020. "A simple combination of univariate models," International Journal of Forecasting, Elsevier, vol. 36(1), pages 110-115.
  52. Feng Jiang & Xue Yang & Shuyu Li, 2018. "Comparison of Forecasting India’s Energy Demand Using an MGM, ARIMA Model, MGM-ARIMA Model, and BP Neural Network Model," Sustainability, MDPI, vol. 10(7), pages 1-17, June.
  53. Liu, Ying & Wen, Long & Liu, Han & Song, Haiyan, 2024. "Predicting tourism recovery from COVID-19: A time-varying perspective," Economic Modelling, Elsevier, vol. 135(C).
  54. Makridakis, Spyros & Spiliotis, Evangelos & Assimakopoulos, Vassilios, 2020. "The M4 Competition: 100,000 time series and 61 forecasting methods," International Journal of Forecasting, Elsevier, vol. 36(1), pages 54-74.
  55. Plakandaras, Vasilios & Ji, Qiang, 2022. "Intrinsic decompositions in gold forecasting," Journal of Commodity Markets, Elsevier, vol. 28(C).
  56. Nicholas Apergis & Andrea Mervar & James E. Payne, 2017. "Forecasting disaggregated tourist arrivals in Croatia," Tourism Economics, , vol. 23(1), pages 78-98, February.
  57. Petropoulos, Fotios & Kourentzes, Nikolaos & Nikolopoulos, Konstantinos, 2016. "Another look at estimators for intermittent demand," International Journal of Production Economics, Elsevier, vol. 181(PA), pages 154-161.
  58. Ducharme, Corey & Agard, Bruno & Trépanier, Martin, 2021. "Forecasting a customer's Next Time Under Safety Stock," International Journal of Production Economics, Elsevier, vol. 234(C).
  59. Prak, Dennis & Teunter, Ruud & Babai, Mohamed Zied & Boylan, John E. & Syntetos, Aris, 2021. "Robust compound Poisson parameter estimation for inventory control," Omega, Elsevier, vol. 104(C).
  60. Chelsey Hill & James Li & Matthew J. Schneider & Martin T. Wells, 2021. "The tensor auto‐regressive model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(4), pages 636-652, July.
  61. Jaganathan, Srihari & Prakash, P.K.S., 2020. "A combination-based forecasting method for the M4-competition," International Journal of Forecasting, Elsevier, vol. 36(1), pages 98-104.
  62. Bahman Rostami‐Tabar & Mohamed Zied Babai & Aris Syntetos & Yves Ducq, 2014. "A note on the forecast performance of temporal aggregation," Naval Research Logistics (NRL), John Wiley & Sons, vol. 61(7), pages 489-500, October.
  63. Kourentzes, Nikolaos & Barrow, Devon & Petropoulos, Fotios, 2019. "Another look at forecast selection and combination: Evidence from forecast pooling," International Journal of Production Economics, Elsevier, vol. 209(C), pages 226-235.
  64. Spiliotis, Evangelos & Kouloumos, Andreas & Assimakopoulos, Vassilios & Makridakis, Spyros, 2020. "Are forecasting competitions data representative of the reality?," International Journal of Forecasting, Elsevier, vol. 36(1), pages 37-53.
  65. Boylan, John E. & Babai, M. Zied, 2016. "On the performance of overlapping and non-overlapping temporal demand aggregation approaches," International Journal of Production Economics, Elsevier, vol. 181(PA), pages 136-144.
  66. Nikolopoulos, Konstantinos, 2021. "We need to talk about intermittent demand forecasting," European Journal of Operational Research, Elsevier, vol. 291(2), pages 549-559.
  67. George Athanasopoulos & Puwasala Gamakumara & Anastasios Panagiotelis & Rob J Hyndman & Mohamed Affan, 2019. "Hierarchical Forecasting," Monash Econometrics and Business Statistics Working Papers 2/19, Monash University, Department of Econometrics and Business Statistics.
  68. Schlaich, Tim & Hoberg, Kai, 2024. "When is the next order? Nowcasting channel inventories with Point-of-Sales data to predict the timing of retail orders," European Journal of Operational Research, Elsevier, vol. 315(1), pages 35-49.
  69. George Athanasopoulos & Nikolaos Kourentzes, 2021. "On the Evaluation of Hierarchical Forecasts," Monash Econometrics and Business Statistics Working Papers 10/21, Monash University, Department of Econometrics and Business Statistics.
  70. Makridakis, Spyros & Spiliotis, Evangelos & Assimakopoulos, Vassilios, 2022. "M5 accuracy competition: Results, findings, and conclusions," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1346-1364.
  71. Pedro Henrique Melo Albuquerque & Yaohao Peng & João Pedro Fontoura da Silva, 2022. "Making the whole greater than the sum of its parts: A literature review of ensemble methods for financial time series forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(8), pages 1701-1724, December.
  72. George Athanasopoulos & Nikolaos Kourentzes, 2020. "On the Evaluation of Hierarchical Forecasts," Monash Econometrics and Business Statistics Working Papers 2/20, Monash University, Department of Econometrics and Business Statistics.
  73. Pritularga, Kandrika F. & Svetunkov, Ivan & Kourentzes, Nikolaos, 2023. "Shrinkage estimator for exponential smoothing models," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1351-1365.
  74. Spiliotis, Evangelos & Nikolopoulos, Konstantinos & Assimakopoulos, Vassilios, 2019. "Tales from tails: On the empirical distributions of forecasting errors and their implication to risk," International Journal of Forecasting, Elsevier, vol. 35(2), pages 687-698.
  75. Theodorou, Evangelos & Wang, Shengjie & Kang, Yanfei & Spiliotis, Evangelos & Makridakis, Spyros & Assimakopoulos, Vassilios, 2022. "Exploring the representativeness of the M5 competition data," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1500-1506.
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