Dr Sven Crone

Lecturer

Research Interests

Reserach interrest are centered around Forecasting for Logistics and Supply Chain Management with methods of statistics and artificial neural networks, and Data Mining.

Current topics include the use of neural networks for simultaneous forecasting and safety stock calculation in inventory managent using asymmetric objetcive functions (motivated from marginal costs of the managerial decision process), forecasting model selection for SAP APO DP, and forecasting with neural networks for FMCG companies. General research directions encompass Management Science, i.e. Operational Research and Information Systems in the domains of Demand Planning within Inventory Management for Supply Chain Management & Operations Management, and extend in two mayor directions: Forecasting and Data Mining.

Current topics - also for PhD supervision - inlcude:

  • Forecasting --> Methods, applications, processes and information systems for Demand Planning in Logistics and Supply Chain Management; design and use of Advanced Planning Systems (APS) and Enterprise Resource Planning (ERP) Systems, in particular SAP APO DP, for forecasting; model selection using statistics and / or machine (meta) learning; model parameterisation of statistical models using alternative objective functions;
  • Neural Networks for Forecasting --> Methods & applications for fully automatic Forecasting, e.g of seasonal, intermittent and generally instationary time series (outliers and level shifts); objective Functions for Neural Networks; Computational Intelligence methods (e.g. support vector regression) in forecasting and Data Mining
  • Neural Networks for Data Mining --> Methods & applications for Data Mining, Predictive Analytics and Business Intelligence; impact of preprocessing on data mining methods in marketing and credit scoring

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

Instance sampling in credit scoring: An empirical study of sample size and balancing
Crone, S.F., Finlay, S. 01/2012 In: International Journal of Forecasting. 28, 1, p. 224-238. 15 p.
Journal article

How to boost for time series? An empirical evaluation of forecasting accuracy for meta-parameter choices in boosting
Barrow, D., Crone, S. 2012
Conference paper

Advances in forecasting with neural networks? Empirical evidence from the NN3 competition on time series prediction
Crone, S.F., Hibon, M., Nikolopoulos, K. 07/2011 In: International Journal of Forecasting. 27, 3, p. 635-660. 26 p.
Journal article

Simultane Bedarfsprognose und Warendisposition mit künstlichen Neuronalen Netzen: Fachbeitrag GOR Dissertationspreis 2009
Crone, S. 2011 In: OR News. 38, p. 13-17. 5 p.
Journal article

Dynamic Model Selection and Combination in Forecasting: an Empirical Evaluation of Bagging and Boosting
Barrow, D., Crone, S. 2011
Conference 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

Neuronale Netze zur Prognose und Disposition im Handel: Doktorarbeit, eingereicht an der Universität Hamburg
Crone, S. 03/2010 Frankfurt a.M. : Gabler. ISBN: 978-3834911742.
Book

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

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

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

Data mining and information systems - Quo Vadis?
Stahlbock, R., Lessmann, S., Crone, S. 2009 In: Annals of Information Systems. 8, XIII, p. 1-18. 18 p.
Journal article

Mining the past to forecast the future: comments
Crone, S. 2009 In: International Journal of Forecasting. 25, 3, p. 456–460. 5 p.
Journal article

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 and Operational Research: A Review
Fildes, R.A., Nikolopoulos, K., Crone, S., Syntetos, A. 09/2008 In: Journal of the Operational Research Society. 59, 9, p. 1150-1172. 23 p.
Journal article

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

A naïve support vector regression benchmark for the NN3 forecasting competition
Crone, S., Pietsch, S. 2007 In: Proceedings of the International Joint Conference on Neural Networks, IJCNN'07 (Orlando, USA) - 2007. N/A : IEEE Computer Society Press
Conference contribution

Forecasting seasonal time series with neural networks: a sensitivity analysis of architecture parameters
Crone, S., Dahwan, R. 2007 In: Proceedings of the International Joint Conference on Neural Networks, IJCNN'07 (Orlando, USA) - 2007. N/A : IEEE Computer Society Press
Conference contribution

Parameter sensitivity of support vector regression and neural networks for forecasting
Crone, S., Lessmann, S., Pietsch, S. 2006 In: Proceedings of the International Conference on Data Mining DMIN'06 (Las Vegas, USA) 2006, CSREA, pp.396-402. Athens : CSREA Press
Conference contribution

An evaluation of discrete support vector machines for cost-sensitive learning
Lessmann, S., Crone, S., Stahlbock, R., Zacher, N. 2006 In: Proceedings of the World Congress in Computational Intelligence, WCCT06 (Vancouver, Canada) - 2006, IEEE: New York. N/A : IEEE Computer Society Press
Conference contribution

An extended evaluation framework for neural network publications in sales forecasting
Crone, S., Prebmar, D. 2006 In: Proceedings of the International Conference on Applied Artificial Intelligence, AIA'06 (Innsbruck, Austria) - 2006, ACTA Press: Calgary, pp.179-186. N/A : unknown
Conference contribution

A study on the ability of support vector regression and neural networks to forecast basic time series patterns
Crone, S., Guajardo, J., Weber, R. 2006 In: Artificial Intelligence in Theory and Practice, Proceedings of the IFIP World Congress in Computation, WCC'06 (Santiago, Chile) - 2006, Springer: New York, Vol. 217, pp.149-158. Berlin : Springer
Conference contribution

The impact of preprocessing on support vector regression and neural networks in time series prediction
Crone, S., Guajardo, J., Weber, R. 2006 In: Proceedings of the International Conference on Data Mining DMIN'06 (Las Vegas, USA) 2006, CSREA, pp.37-42. N/A : unknown p. 37-42. 6 p.
Conference contribution

Genetic algorithms for support vector machine model selection
Lessmann, S., Stahlbock, R., Crone, S. 2006 In: Proceedings of the World Congress in Computational Intelligence, WCCT06 (Vancouver, Canada) - 2006, IEEE: New York. N/A : IEEE Computer Society Press
Conference contribution

Forecasting with computational intelligence - An evaluation of support vector regression and artificial neural networks
Crone, S., Lessmann, S., Pietsch, S. 2006 In: Proceedings of the World Congress in Computational Intelligence, WCCT06 (Vancouver, Canada) - 2006, IEEE: New York. N/A : IEEE Computer Society Press
Conference contribution

The impact of preprocessing on data mining: an evaluation of classifier sensitivity in direct marketing
Crone, S., Lessmann, S., Stahlbock, R. 2006 In: European Journal of Operational Research. 173, 3, p. 781-800. 20 p.
Journal article

Evolutionary neural classification approaches for strategic and operational decision support in retail store planning
Stahlbock, R., Lessmann, S., Crone, S. 2005 In: Proceedings of the 2005 International Conference on Artificial Intelligence, ICAI 2005, Las Vegas, Nevada, USA. Athens : CSREA Press p. 60-66. 7 p. ISBN: 1-932415-66-1.
Chapter

Optimizing hyperparameters of support vector machines by genetic algorithms
Lessmann, S., Stahlbock, R., Crone, S. 2005 In: Proceedings of the 2005 International Conference on Artificial Intelligence, ICAI 2005, Las Vegas, Nevada, USA. Athens : CSREA Press p. 74-82. 9 p. ISBN: 1-932415-66-1.
Chapter

Predicting customer online shopping adoption - an evaluation of data mining and market modelling approaches
Crone, S., Soopramanien, D.G.R. 2005 In: Proceedings of The 2005 International Conference on Data Mining, DMIN 2005, Las Vegas, Nevada, USA. Athens : CSREA Press p. 47-58. 12 p. ISBN: 1-932415-79-3.
Chapter

Genetically constructed kernels for support vector machines
Lessmann, S., Stahlbock, R., Crone, S. 2005 In: Proceedings of the Conference of the German Operations Research Association, GOR'05 (Bremen) 2005. N/A : unknown
Conference contribution

Evolutionary neural classification for the evaluation of retail stores and decision support
Stahlbock, R., Crone, S. 2005 In: Proceedings of the IEEE International Joint Conference on Neural Networks, IJCNN'05, (Montreal, Canada) - 2005 IEEE: New York, Vol. 3, pp.1499-1504. N/A : unknown p. 1499-1504. 6 p.
Conference contribution

Support vector machines versus artificial neural networks - new potential in data mining for customer relationship management?
Crone, S., Lessmann, S., Stahlbock, R. 2005 In: Neural Network Applications in Information Technology and Web Engineering. Malaysia : Borneo Publishing p. 80-93. 14 p.
Chapter

Utility based data mining for time series analysis - Cost sensitive learning for neural network predictors
Crone, S., Lessmann, S., Stahlbock, R. 2005 In: Proceedings of the International Workshop on Utility-based Data Mining, ACM Conference on Knowledge Discovery in Data, KDD'05 (Chicago, USA) 2005. N/A : unknown p. 59-68. 10 p.
Conference contribution

Stepwise selection of artificial neural network models for time series prediction
Crone, S. 2005 In: Journal of Intelligent Systems. 14, 2-3, p. 99-122. 24 p.
Journal article

An evaluation framework for publications on artificial neural networks in sales forecasting
Crone, S., Grafeille, P.C. 2004 In: Proceedings of the International Conference on Artificial Intelligence, IC-AI '04, June 21-24, 2004, Las Vegas, Nevada, USA. Athens : CSREA Press p. 221-227. 7 p. ISBN: 1-932415-31-9.
Chapter

A business forecasting competition approach to modeling artificial neural networks for time series prediction
Crone, S. 2004 In: Proceedings of the International Conference on Artificial Intelligence, IC-AI '04, June 21-24, 2004, Las Vegas, Nevada, USA. Athens : CSREA Press p. 207-213. 7 p. ISBN: 1-932415-31-9.
Chapter

Empirical comparison and evaluation of classifier performance for data mining in customer relationship management
Crone, S., Lessmann, S., Stahlbock, R. 2004 In: Proceedings of the IEEE International Joint Conference on Neural Networks, IJCNN'04 Budapest, Hungary. N/A : IEEE Computer Society Press p. 43-48. 6 p. ISBN: 0-7803-8359-1.
Chapter

Prediction of the CATS benchmark using a business forecasting approach to multilayer perceptron modelling
Crone, S., Kausch, H., Prebmar, D. 2004 In: Proceedings of the IEEE International Joint Conference on Neural Networks, IJCNN'04 Budapest, Hungary. N/A : IEEE Computer Society Press p. 2783-2788. 6 p. ISBN: 0-7803-8359-1.
Chapter

Prediction of white noise time series using artificial neural networks and asymmetric cost functions
Crone, S. 2003 In: Proceedings of the IEEE International Joint Conference on Neural Networks, 2003. N/A : IEEE Computer Society Press p. 2460-2465. 6 p. ISBN: 0-7803-7898-9.
Chapter

Artificial neural networks for time series prediction - A novel approach to inventory management using asymmetric cost functions
Crone, S. 2003 In: Proceedings of the International Conference on Artificial Intelligence, IC-AI '03, June 23 - 26, 2003, Las Vegas, Nevada, USA. Athens : CSREA Press p. 193-199. 7 p. ISBN: 1-932415-12-2.
Chapter

Forecasting in inventory management using artificial neural networks - a novel approach through asymmetric cost functions
Crone, S. 2003 In: Einsatz von Fuzzy Sets, Neuronalen Netzen und Kunstlicher Intelligenz in industrieller Produktion und Umweltforschung. Dusseldorf : VDI
Chapter

Künstliche neuronale Netze zur betrieblichen Entscheidungsunterstützung
Crone, S. 2003 In: WISU - Das Wirtschaftsstudium. 32, 4, p. 452-458. 7 p.
Journal article

Training artificial neural networks for time series prediction using asymmetric cost functions
Crone, S. 2002 In: Proceedings of the 9th International Conference on neural information processing, 2002. ICONIP '02. N/A : IEEE Computer Society Press p. 2374- 2380. 7 p. ISBN: 981-04-7524-1.
Chapter