[datascience] Next seminar on Friday February 21 at 6 pm at Via Lucullo 11


Cronologico Percorso di conversazione 
  • From: "Gianluca Cubadda" < >
  • To: "Informal Data Science Group" < >
  • Subject: [datascience] Next seminar on Friday February 21 at 6 pm at Via Lucullo 11
  • Date: Mon, 17 Feb 2025 14:18:33 +0100

Dear all,

Please be reminded that the next seminar will take place on Friday, February 07 at 6 pm at Tor Vergata's facilities in
Via Lucullo 11, 00187 Rome.


Speaker: Ines Wilms, Maastricht University

 

Title: Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning


Abstract: Platform businesses operate on a digital core and their decision making requires high-dimensional accurate forecast streams at different levels of cross-sectional (e.g., geographical regions) and temporal aggregation (e.g., minutes to days). It also necessitates coherent forecasts across all levels of the hierarchy to ensure aligned decision making across different planning units such as pricing, product, controlling and strategy. Given that platform data streams feature complex characteristics and interdependencies, we introduce a non-linear hierarchical forecast reconciliation method that produces cross-temporal reconciled forecasts in a direct and automated way through the use of popular machine learning methods. The method is sufficiently fast to allow forecast-based high-frequency decision making that platforms require. We empirically test our framework on a unique, large-scale streaming dataset from a leading on-demand delivery platform in Europe.


Link to the paper: https://arxiv.org/pdf/2402.09033

 

We look forward to seeing you there.

The Organizing Committee


Gianluca Cubadda
Massimo Franchi
Tommaso Proietti
Paolo Santucci de Magistris

 

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  • [datascience] Next seminar on Friday February 21 at 6 pm at Via Lucullo 11, Gianluca Cubadda

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