Dr Ivan Svetunkov
LecturerCareer 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 forecasting, statistical modelling, marketing analytics, time series analysis and application of complex valued models in business and economics.
Research Overview
Ivan currently works in the field of theory of forecasting methods and their application to supply chain area. He focuses on state-space models and is also interested in time series analysis and econometrics. The areas of his interests also include marketing analytics and marketing research.
The following general areas are of the main interest to him at the moment:
- Intermittent demand,
- Multivariate models (vector models),
- Advanced estimators (multiple steps ahead and non-MSE based),
- Time varying parameters models,
- Promotional modelling,
- Likelihood approach and information theory.
Additional Information
For some more information about me see my Linkedin page, my twitter or my forecasting related website.
PhD Supervision Interests
I am looking for PhD students eager to work in the areas of Statistical Methods of Forecasting, Marketing Analytics and Time Series Analysis. The perfect candidate should not be scared of mathematics (are you comfortable with linear algebra, probability theory, mathematical statistics and information theory?) and should either know or be ready to learn how to program (preferably in R). The candidate should also be able to look into the future and understand that it is not what it used to be. NOTE: If you want to apply for PhD under my supervision, you need to answer the following question in the first email you send me: When, by whom and in what paper was the Single Source of Error state space model first proposed?
Understanding and Modelling Electric Vehicle (EV) Charging Behaviour Using Choice Modelling
25/08/2020 → 31/03/2021
Research
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
useR! 2019
Participation in conference
What about those sweet melons? Using mixture models for demand forecasting in retail
Oral presentation
ISF 2018 International Symposium on Forecasting
Participation in conference
40th ISMS Marketing Science Conference
Participation in conference
ISF 2017 International Symposium on Forecasting
Participation in conference
IIF Workshop on Supply Chain Forecasting for Operations
Participation in workshop, seminar, course
ISF 2016 International Symposium on Forecasting
Participation in conference
27th European Conference on Operational Research
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
- DSI - Foundations
- STOR-i Centre for Doctoral Training