Dr 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.

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.

Understanding and Modelling Electric Vehicle (EV) Charging Behaviour Using Choice Modelling
25/08/2020 → 31/03/2021

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

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

Trace Forecast Likelihood
13/12/2014 → …

Complex Exponential Smoothing
01/10/2013 → …

Centre for Marketing Analytics & Forecasting

  • Centre for Marketing Analytics & Forecasting
  • DSI - Foundations
  • STOR-i Centre for Doctoral Training