相关论文: To aggregate or not to aggregate: Forecasting of f…

Intermittent demand forecasting is a ubiquitous and challenging problem in production systems and supply chain management. In recent years, there has been a growing focus on developing forecasting approaches for intermittent demand from…

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, with little exploration into probabilistic intermittent demand…

The growing share of intermittent renewable energy sources, storage technologies, and the increasing degree of so-called sector coupling necessitates optimization-based energy system models with high temporal and spatial resolutions, which…

Demand forecasting is a crucial component of demand management. While shortening the forecasting horizon allows for more recent data and less uncertainty, this frequently means lower data aggregation levels and a more significant data…

Energy system models are challenged by the need for high temporal and spatial resolutions in or-der to appropriately depict the increasing share of intermittent renewable energy sources, storage technologies, and the growing…

Forecast reconciliation has become a prominent topic in recent forecasting literature, with a primary distinction made between cross-sectional and temporal hierarchies. This work focuses on temporal hierarchies, such as aggregating monthly…

Crowdsourcing enables the solicitation of forecasts on a variety of prediction tasks from distributed groups of people. How to aggregate the solicited forecasts, which may vary in quality, into an accurate final prediction remains a…

We study the problem of robust forecast aggregation: combining expert forecasts with provable accuracy guarantees compared to the best possible aggregation of the underlying information. Prior work shows strong impossibility results, e.g.…

Forecast reconciliation has attracted significant research interest in recent years, with most studies taking the hierarchy of time series as given. We extend existing work that uses time series clustering to construct hierarchies, with the…

Large spatiotemporal demand datasets can prove intractable for location optimization problems, motivating the need to aggregate such data. However, demand aggregation introduces error which impacts the results of the location study. We…

The importance of accurately quantifying forecast uncertainty has motivated much recent research on probabilistic forecasting. In particular, a variety of deep learning approaches has been proposed, with forecast distributions obtained as…

Modelling renewable energy systems is a computationally-demanding task due to the high fluctuation of supply and demand time series. To reduce the scale of these, this paper discusses different methods for their aggregation into typical…

Cross-temporal forecast reconciliation aims to ensure consistency across forecasts made at different temporal and cross-sectional levels. We explore the relationships between sequential, iterative, and optimal combination approaches, and…

Time series forecasting has gained lots of attention recently; this is because many real-world phenomena can be modeled as time series. The massive volume of data and recent advancements in the processing power of the computers enable…

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

The bullwhip study has received a lot of attention in the literature, but with conflicting results, especially in the context of data aggregation. In this paper, we investigate three widely studied factors in bullwhip measurement: time…

We propose a finite sample based predictor for estimated linear one dimensional time series models and compute the associated total forecasting error. The expression for the error that we present takes into account the estimation error.…

We consider the effect of temporal aggregation on instantaneous (non-temporal) causal discovery in general setting. This is motivated by the observation that the true causal time lag is often considerably shorter than the observational…

Time series aggregation (TSA) aims to construct temporally aggregated optimization models that accurately represent the output space of their full-scale counterparts while using a significantly reduced temporal dimensionality. This paper…

This research article suggests that there are significant benefits in exposing demand planners to forecasting methods using matrix completion techniques. This study aims to contribute to a better understanding of the field of forecasting…