IIF Workshop on Forecast Reconciliation

Program

Dates: 6-8 September 2023

Venue: Monash University Prato Centre, Italy

6 September

• Welcome reception

7 September

• 9.00am – 10.30am. 2 presenters and discussants
• 10.30am – 11.00am. Morning tea
• 11.00am – 12.30pm. 2 presenters and discussants
• 12.30pm – 1.30pm. Lunch
• 1.30pm – 3.00pm. 2 presenters and discussants
• 3.00pm – 3.30pm. Afternoon tea
• 3.30pm – 5.00pm. Open problem discussion
• 7.30pm. Workshop dinner

8 September

• 9.00am – 10.30am. 2 presenters and discussants
• 10.30am – 11.00am. Morning tea
• 11.00am – 12.30pm. 2 presenters and discussants
• 12.30pm – 1.30pm. Lunch
• 1.30pm – 3.00pm. 2 presenters and discussants
• 3.00pm – 3.30pm. Afternoon tea
• 3.30pm – 5.00pm. Open problem discussion

Speakers

• Adèle Gouttes, “Hierarchical forecasts: a case study from pricing in e-commerce”
• Daniele Girolimetto, “Cross-temporal probabilistic reconciliation forecast”
• Fede Garza, “Conformal prediction as an alternative for uncertainty quantification in probabilistic hierarchical reconciliation”
• Giorgio Corani, “Probabilistic reconciliation by conditioning”
• Haoyun Wu
• Jan Møller, “Likelihood-based inference in temporal hierarchies”
• Julien Leprince
• Raffaele Mattera. “Forecast reconciliation with clustering structure: application to stock prices”
• Shanika Wickramasuriya, “Theoretical properties of forecast reconciliation methods”
• Syama Rangapuram
• Xiaoqian Wang, “Forecast reconciliation with subset selection”
• Xing Han, “Reliable predictions for hierarchical time series”

Discussants

• Anastasios Panagiotelis, University of Sydney, Australia
• Casey Lichtendahl, Google, USA
• Christoph Bergmeir, University of Granada, Spain
• Dario Azzimonti, IDSIA, Switzerland
• Fotios Petropoulos, University of Bath, UK
• Lorenzo Zambon, IDSIA, Switzerland
• Margaux Brégère, Sorbonne University, France
• Mitchell O’Hara-Wild, Monash University, Australia
• Ross Hollyman, University of Exeter, UK
• Tommaso Di Fonzo, University of Padua, Italy
• Weijie Shen, Google, USA
• Zeynep Erkin Baz, Meta, USA

Other attendees

• Bahman Rostami-Tabar, University of Cardiff, Wales
• Bohan Zhang, University of Sydney, Australia
• Kin Gutierrez Olivares, Nixtla, Mexico
• Mariangela Guidolin, University of Padova, Italy
• Nicolò Rubattu, IDSIA, Switzerland
• Rajat Sen, Google, USA
• Rob Hyndman, Monash University, Australia
• Stefan Birr, Zalando, Germany
• Tim Januschowski, Zalando, Germany
• Yangzhuoran (Fin) Yang, Monash University, Australia