Ivan Svetunkov


Career Details

Ivan graduated Saint-Petersburg State University of Economics and Finance (SPbSUEF) in 2006 and defended there the candidate dissertation in Economics in 2008. The topic of the thesis was "The Complex Variables Production Functions" which proposed a new type of production functions using complex numbers theory.

After that Ivan worked as a lecturer in Higher School of Economics, Saint-Petersburg and partially in SPbSUEF, teaching such courses as Microeconomics, Statistics, Econometrics, Financial Mathematics and Forecasting.

In 2013 Ivan joined Lancaster Centre for Forecasting (Lancaster University, UK) as PhD student. He has developed a new type of exponential smoothing which was called "Complex Exponential Smoothing".

As a Research Associate Ivan developed an intermittent state-space model (in collaboration with John Boylan) and worked on ARIMA implementation for Demand Works company.

He maintains an R package called "smooth" (available in CRAN), implementing and developing state-space models for time series analysis and forecasting purposes. He also works in C++ and Java.

Ivan has near 30 publications in Russian language, including the textbook "Methods of Forecasting" written in co-authorship with Sergey Svetunkov.

The area of his scientific interests includes statistical modelling, time series analysis and application of complex valued models in business and economics.

Multiplicative State-Space Models for Intermittent Time Series
Svetunkov, I., Boylan, J.E. 7/11/2017 Lancaster : Lancaster University Management School, 43 p.
Working paper

Old dog, new tricks: a modelling view of simple moving averages
Svetunkov, I., Petropoulos, F. 29/09/2017 In: International Journal of Production Research. 14 p.
Journal article

Statistical models underlying functions of 'smooth' package for R
Svetunkov, I. 28/02/2017 Lancaster : Lancaster University Management School, 52 p.
Working paper

Complex exponential smoothing
Svetunkov, I., Kourentzes, N. 2/01/2016 Lancaster : Lancaster University Management School, 31 p.
Working paper

Complex exponential smoothing
Svetunkov, I. 2016 Lancaster University. 132 p.
Doctoral Thesis