Ivan Svetunkov

Lecturer

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.

As a lecturer in Management Science Department, Ivan started also working in the areas of marketing analytics modelling and marketing research.

He maintains two R packages: "smooth", implementing and developing state-space models for time series analysis and forecasting purposes and "greybox" for model building and forecasting (both available in CRAN). 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

Using ARIMA models in supply chain forecasting
13/07/2016 → …
Research

Intermittent state-space model
01/04/2016 → …
Research

Trace Forecast Likelihood
13/12/2014 → …
Research

Complex Exponential Smoothing
01/10/2013 → …
Research

IIF Workshop on Supply Chain Forecasting for Operations
Participation in workshop, seminar, course

ISF 2016 International Symposium on Forecasting
Participation in conference

EURO 2015
Participation in conference

ISF 2015 - 35th International Symposium on Forecasting
Participation in conference

ISF 2014 - 34th International Symposium on Forecasting
Participation in conference

Centre for Marketing Analytics & Forecasting

  • Centre for Marketing Analytics & Forecasting

Top

Quadruple-accredited world-ranked