Dr Nikos Kourentzes

Lecturer

PhD Supervision

Forecasting: •Neural networks •Temporal & structural hierarchies •Model selection & parameterisation •Intermittent demand Promotional modelling in the context of supply chain

Neural network ensemble operators for time series forecasting
Kourentzes, N., Barrow, D., Crone, S. 07/2014 In: Expert Systems with Applications. 41, 9, p. 4235-4244. 10 p.
Journal article

Improving forecasting by estimating time series structural components across multiple frequencies
Kourentzes, N., Petropoulos, F., Trapero, J.R. 04/2014 In: International Journal of Forecasting. 30, 2, p. 291-302. 12 p.
Journal article

On intermittent demand model optimisation and selection
Kourentzes, N. 2014 In: International Journal of Production Economics. 156, p. 180-190. 11 p.
Journal article

Forecast combinations for intermittent demand
Petropoulos, F., Kourentzes, N. 2014 In: Journal of the Operational Research Society.
Journal article

On the identification of sales forecasting models in the presence of promotions
Trapero, J.R., Kourentzes, N., Fildes, R. 2014 In: Journal of the Operational Research Society.
Journal article

Impact of demand nature on the bullwhip effect: bridging the gap between theoretical and empirical research
Trapero, J.R., Garcia, F.P., Kourentzes, N. 2014 In: Proceedings of the Seventh International Conference on Management Science and Engineering Management.. Berlin : Springer Verlag p. 1127-1137. 11 p.
Chapter (peer-reviewed)

Intermittent demand forecasts with neural networks
Kourentzes, N. 05/2013 In: International Journal of Production Economics. 143, 1, p. 198-206. 9 p.
Journal article

Analysis of judgmental adjustments in the presence of promotions
Trapero Arenas, J., Pedregal, D.J., Fildes, R., Kourentzes, N. 04/2013 In: International Journal of Forecasting. 29, 2, p. 234-243. 10 p.
Journal article

Impact of Information Exchange on Supplier Forecasting Performance
Trapero Arenas, J., Kourentzes, N., Fildes, R. 12/2012 In: OMEGA the International Journal of Management Science. 40, 6, p. 738-747. 10 p.
Journal article

Data driven fitting sample selection for time series forecasting with neural networks
Kourentzes, N. 2012 In: The 2012 International Joint Conference on Neural Networks (IJCNN). IEEE 8 p.
Paper

Validation and forecasting accuracy in models of climate change
Fildes, R., Kourentzes, N. 10/2011 In: International Journal of Forecasting. 27, 4, p. 968-995. 28 p.
Journal article

Validation and forecasting accuracy in models of climate change: Postscript
Fildes, R., Kourentzes, N. 10/2011 In: International Journal of Forecasting. 27, 4, 2 p.
Editorial

The value of corporate risk management: Is predictive modelling possible?
Panaretou, A., Kourentzes, N. 2011 In: 34th Annual Congress of European Accounting Association, EAA 2011.
Conference contribution

Modelling functional outliers for high frequency time series forecasting with neural networks: an empirical evaluation for electricity load data
Kourentzes, N. 2011 In: Proceedings of the 2011 International Conference on Data Mining. CSREA Press p. 313-319. 7 p.
Paper

The impact of preprocessing on forecasting electrical load: an empirical evaluation of segmenting time series into subseries
Crone, S.F., Kourentzes, N. 2011 In: The 2011 International Joint Conference on Neural Networks (IJCNN). New York : IEEE p. 3285-3292. 8 p.
Paper

Semi-supervised monitoring of electric load time series for unusual patterns
Kourentzes, N., Crone, S.F. 2011 In: The 2011 International Joint Conference on Neural Networks (IJCNN). New York : IEEE p. 2852-2859. 8 p.
Paper

Feature selection for time series prediction - A combined filter and wrapper approach for neural networks
Crone, S.F., Kourentzes, N. 06/2010 In: Neurocomputing. 73, 10-12, p. 1923-1936. 14 p.
Journal article

Impact of Information Exchange on Supplier Forecasting Performance
Trapero Arenas, J.R., Kourentzes, N., Fildes, R.A. 2010 Lancaster University : The Department of Management Science
Working paper

Advances in forecasting with artificial neural networks
Kourentzes, N., Crone, S. 2010 Lancaster University : The Department of Management Science
Working paper

Modelling Deterministic Seasonality with Artificial Neural Networks for Time Series Forecasting
Kourentzes, N., Crone, S. 2010 Lancaster University : The Department of Management Science
Working paper

Validation in models of climate change and forecasting accuracy
Fildes, R.A., Kourentzes, N. 2010 Lancaster University : The Department of Management Science
Working paper

Proceedings of the 2010 International Conference on Data Mining
Stahlbock, R., Crone, S., Abou-Nasr, M., Arabnia, H.R., Kourentzes, N., Lenca, P., Lippe, W., Weiss, G.M. 2010
Proceedings

Inference for Neural Network Predictive Models with Impulse Interventions
Kourentzes, N., Crone, S. 2010 In: International Conference on Data Mining (Las Vegas) - 2010. CSREA Press p. 273-279. 7 p.
Paper

An Evaluation of Neural Network Ensembles and Model Selection for Time Series Prediction
Barrow, D.K., Crone, S.F., Kourentzes, N. 2010 In: The 2010 International Joint Conference on Neural Networks (IJCNN). New York : IEEE p. 1-8. 8 p.
Paper

Naive Support Vector Regression and Multilayer Perceptron Benchmarks for the 2010 Neural Network Grand Competition (NNGC) on Time Series Prediction
Crone, S.F., Kourentzes, N. 2010 In: The 2010 International Joint Conference on Neural Networks (IJCNN). New York : IEEE p. -. 8 p.
Paper

Frequency independent automatic input variable selection for neural networks for forecasting
Kourentzes, N., Crone, S.F. 2010 In: The 2010 International Joint Conference on Neural Networks (IJCNN). New York : IEEE p. -. 8 p.
Paper

Input variable selection for time series forecasting with artificial neural networks: an empirical evaluation across varying time series frequencies
Kourentzes, N. 20/11/2009 Lancaster University. 238 p.
Doctoral Thesis

Forecasting seasonal time series with multilayer perceptrons - an empirical evaluation of input vector specifications for deterministic seasonality
Crone, S., Kourentzes, N. 2009 In: Proceedings of The 2009 International Conference on Data Mining, DMIN 2009, July 13-16, 2009, Las Vegas, USA.. CSREA Press p. 232-238. 7 p.
Paper

Input-variable Specification for Neural Networks - an Analysis of Forecasting low and high Time Series Frequency
Crone, S.F., Kourentzes, N. 2009 In: International Joint Conference on Neural Networks, 2009. IJCNN 2009.. New York : IEEE p. 3221-3228. 8 p.
Paper

Forecasting high-frequency time series with neural networks - an analysis of modelling challenges from increasing data frequency
Crone, S., Kourentzes, N. 2008 In: International Conference on Data Mining (Las Vegas) - 2008. CSREA Press
Paper

Automatic modelling of neural networks for time series prediction - in search of a uniform methodology across varying time frequencies
Kourentzes, N., Crone, S. 2008 In: 2nd European Symposium on Time Series Prediction (Helsinki) - 2008. N/A : unknown
Conference contribution

Input variable selection for time series prediction with neural networks- an evaluation of visual, autocorrelation and spectral analysis for varying seasonality
Crone, S., Kourentzes, N. 2007 In: The 1st European Symposium on Time Series Prediction, ESTSP'07 (Helsinki, Finland) - 2007. N/A : unknown
Conference contribution