Ivan Svetunkov
@isvetunkov.bsky.social
📤 244
📥 17
📝 54
Leading Expert in Statistical Learning for Demand Forecasting
https://openforecast.org/
You might have missed a LinkedIn post about Valeriy Manokhin started by Gael Varoquaux:
www.linkedin.com/posts/gael-v...
- I've tried to keep dialogue with him for a couple of years, hoping that he would be reasonable. It appears that the whole ML and DS communities know of his toxic behaviour...
loading . . .
Valeriy Manokhin, PhD, MBA, CQF is a toxic dishonest individual posing as a data science expert. Due to his extensive activity on social media, he has way too many followers. If you're following h...
Valeriy Manokhin, PhD, MBA, CQF is a toxic dishonest individual posing as a data science expert. Due to his extensive activity on social media, he has way too many followers. If you're following him, ...
https://www.linkedin.com/posts/gael-varoquaux-a8391411_valeriy-manokhin-phd-mba-cqf-is-a-toxic-activity-7368034974748315649-_8VM?utm_source=share&utm_medium=member_desktop&rcm=ACoAABhYFz8Bo0W9IMhTQ03fq_IOXkFEnwx80d8
19 days ago
3
6
2
Some of you know that the UK education sector is in crisis. The blame is often placed on Chinese students, who have stopped coming to the UK for increasingly expensive education. We have issues at Lancaster University, so I wrote a post:
ivan.svetunkov.com/en/2025/07/3...
#education
#crisis
loading . . .
Lancaster University crisis – Ivan Svetunkov
https://ivan.svetunkov.com/en/2025/07/31/lancaster-university-crisis/
about 2 months ago
0
0
0
This year, I couldn’t attend the International Symposium on Forecasting, which I usually do, so instead I went to Gran Canaria for ITISE 2025 to present my research with Nikos Kourentzes on pooling. Read more about it here:
openforecast.org/2025/07/21/i...
#forecasting
#datascience
#machinelearning
loading . . .
ITISE2025: Beyond summary performance metrics for forecast selection and combination - Open Forecasting
This year, I couldn’t attend the International Symposium on Forecasting (organised by the International Institute of Forecasters), which I usually do, so instead I went to Gran Canaria for the Interna...
https://openforecast.org/2025/07/21/itise2025-beyond-summary-performance-metrics-for-forecast-selection-and-combination/
2 months ago
0
2
1
Good news, everyone! We have finally made some progress translating the smooth package from R to Python (done between Filotas Theodosiou, Leonidas Tsaprounis and me). I've written a short post on that with some links:
openforecast.org/2025/06/30/i...
#python
#datascience
#rstats
loading . . .
IIF Open Source Forecasting software workshop and smooth - Open Forecasting
Here is one thing you have probably not heard of: a workshop on Open Source Forecasting software, held in Beijing on 26th – 27th June 2025. This was a closed event, with speakers attending by invitati...
https://openforecast.org/2025/06/30/iif-open-source-forecasting-software-workshop-and-smooth/
3 months ago
1
4
1
Are there any PhD students in the crowd who want to learn more about forecasting? What about academic supervisors who have such students? Show me your hands! This post is for you!
openforecast.org/2025/06/22/n...
#forecasting
#predictiveanalytics
#course
loading . . .
NATCOR course on Forecasting and Predictive Analytics, September 2025 - Open Forecasting
Are there any PhD students in the crowd who want to learn more about forecasting? What about academic supervisors who have such students? Show me your hands! This post is for you! This September, we (...
https://openforecast.org/2025/06/22/natcor-course-on-forecasting-and-predictive-analytics-september-2025/
3 months ago
0
1
1
There's a large area in time series analysis called "changepoint detection". I hadn't worked there before, but thanks to Rebecca Killick and Tom Grundy, I contributed to the paper, which has just been published in the Journal of Time Series Analysis.
openforecast.org/2025/06/11/o...
loading . . .
Online Detection of Forecast Model Inadequacies Using Forecast Errors - Open Forecasting
There’s a large and fascinating area in time series analysis called “changepoint detection”. I hadn’t worked in this area before, but thanks to Rebecca Killick and Thomas Grundy, I contributed to the ...
https://openforecast.org/2025/06/11/online-detection-of-forecast-model-inadequacies-using-forecast-errors/
3 months ago
1
1
1
SBC is not for you! I’ve been acting as a reviewer lately, providing comments on papers about intermittent demand, and I’ve felt a bit frustrated by what some authors write. Let me explain.
openforecast.org/2025/06/04/s...
#machinelearning
#datascience
#forecasting
#intermittent
#demand
loading . . .
SBC is not for you! - Open Forecasting
I’ve been acting as a reviewer lately, providing comments on papers about intermittent demand, and I’ve felt a bit frustrated by what some authors write. Let me explain. Several papers I reviewed clai...
https://openforecast.org/2025/06/04/sbc-is-not-for-you/
4 months ago
0
2
1
NHS has a helpful page with a set of questions you can ask your GP to ensure you receive the right treatment for your illness. Surprisingly, these questions can be applied in other fields as well. Here’s an example in applied forecasting, working with companies.
openforecast.org/2025/05/28/s...
loading . . .
Six questions for a forecaster-consultant - Open Forecasting
NHS has a helpful page with a set of questions you can ask your GP to ensure you receive the right treatment for your illness. Surprisingly, these questions can be applied in other fields as well. Her...
https://openforecast.org/2025/05/28/six-questions-for-a-forecaster-consultant/
4 months ago
0
4
1
Fundamental Flaw of the Box-Jenkins Methodology If you've taken a course on forecasting or time series analysis, you’ve probably heard of ARIMA and the Box–Jenkins methodology. IMHO, the methodology has a fundamental flaw and should not be used. Here’s why.
openforecast.org/2025/05/13/f...
loading . . .
Fundamental Flaw of the Box-Jenkins Methodology - Open Forecasting
If you have taken a course on forecasting or time series analysis, you’ve probably heard of ARIMA and the Box–Jenkins methodology. In my opinion, this methodology has a fundamental flaw and should not...
https://openforecast.org/2025/05/13/fundamental-flaw-of-the-box-jenkins-methodology/
4 months ago
0
3
1
It was great to attend the 5th IMA & OR conference and present my research with Anna Sroginis on model-based demand classification.
openforecast.org/2025/05/02/5...
#forecasting
#demandplanning
#datascience
#operationsresearch
loading . . .
5th IMA and OR Society Conference - Open Forecasting
It was a pleasure to attend the 5th IMA and OR Society Conference at Aston University, Birmingham, and to present my research with Anna Sroginis on model-based demand classification. A great crowd of ...
https://openforecast.org/2025/05/02/5th-ima-and-or-society-conference/
5 months ago
0
2
1
reposted by
Ivan Svetunkov
Simone Vannuccini
5 months ago
The AI2027 exercise (
ai-2027.com
) is the n-tieth example of Silicon Valley inbued-thinking boys (even when they are not kids) extrapolating trends with back-of-the-envelope calculations to justify their unidimensional sci-fi dreams of AGI. >>
loading . . .
AI 2027
A research-backed AI scenario forecast.
https://ai-2027.com/
1
5
1
For the last year, Anna Sroginis and I have been working on a paper, modernising demand classification schemes and making them useful in the brave new era of machine learning. I've written a post about this paper, you can read it here:
openforecast.org/2025/04/11/s...
#machinelearning
#forecasting
loading . . .
Svetunkov & Sroginis (2025) - Model Based Demand Classification - Open Forecasting
For the last year, Anna Sroginis and I have been working on a paper, trying to modernise demand classification schemes and make them useful in the brave new era of machine learning. We have finally wr...
https://openforecast.org/2025/04/11/svetunkov-sroginis-2025-model-based-demand-classification/
6 months ago
1
1
1
Challenges related to seasonal data: shifting seasonality There are many different issues with capturing seasonality in time series. In this short post, I’d like to discuss one of the most annoying ones:
openforecast.org/2025/04/07/c...
#forecasting
#datascience
#machinelearning
#daylight
loading . . .
Challenges related to seasonal data: shifting seasonality - Open Forecasting
There are many different issues with capturing seasonality in time series. In this short post, I’d like to discuss one of the most annoying ones. I’m talking about the seasonal pattern that shifts ove...
https://openforecast.org/2025/04/07/challenges-related-to-seasonal-data/
6 months ago
0
2
0
There is still time to sign up for our forecasting course. See the link below.
#forecasting
#datascience
#machinelearning
add a skeleton here at some point
6 months ago
1
1
1
If someone tells you that method X solves all problems and is the best one ever, they are either lying or do not fully understand what they are talking about. There is no such thing as “the best approach for everything”. Let me explain:
openforecast.org/2025/03/06/t...
#forecasting
#machinelearning
loading . . .
There is no such thing as "the best approach for everything" - Open Forecasting
If someone tells you that method X solves all problems and is the best one ever, they are either lying intentionally or do not fully understand what they are talking about. There is no such thing as “...
https://openforecast.org/2025/03/06/there-is-no-such-thing-as-the-best-approach-for-everything/
7 months ago
1
2
2
Who (or what) is "Forecasting academia"? A short post on my website to explain what this term means:
openforecast.org/2025/02/27/w...
loading . . .
What is "Forecasting academia"? - Open Forecasting
If you follow certain influencers on LinkedIn, you might have come across the term “forecasting academia” (or “applied forecasting academia”). If you’re not familiar with the field, you might not know...
https://openforecast.org/2025/02/27/what-is-forecasting-academia/
7 months ago
0
1
0
Over the last few years, I’ve seen phrases like “LightGBM model” or “Neural Network model” on LinkedIn many times, and the statistician in me shivers every time. So, I figured we should discuss that topic... again...
#machinelearning
#datascience
#stats
openforecast.org/2025/02/04/m...
loading . . .
Model vs Method - why should we care? - Open Forecasting
Image above depicts a fashion model making a presentation about a forecasting method. I like the forecast for the final period in that image… Over the last few years, I’ve seen phrases like “LightGBM ...
https://openforecast.org/2025/02/04/model-vs-method-why-should-we-care/
8 months ago
0
3
1
Don’t use MAE-based error measures for intermittent demand! A new post for social media on my website:
openforecast.org/2025/01/21/d...
#forecasting
#machinelearning
#datascience
loading . . .
Don’t use MAE-based error measures for intermittent demand! - Open Forecasting
I’m currently doing a literature review for one of my papers on intermittent demand forecasting with machine learning, and I’ve noticed a recurring fundamental mistake in several recently published pa...
https://openforecast.org/2025/01/21/don-t-use-mae-based-error-measures-for-intermittent-demand/
8 months ago
0
3
1
There is no such thing as an “assumption-free approach”. One thing that bothers me when I read posts on social media or papers in peer-reviewed journals is the claim that a proposed approach is “assumption-free.” In forecasting, this is never true. Here’s why:
openforecast.org/2025/01/07/t...
9 months ago
1
2
1
A paper to read over the Xmas holiday: Wang et al. (2023) – Forecast combinations: An over 50-year review by Xiaoqian Wang,
@robjhyndman.com
, Feng Li, and Yanfei Kang
openforecast.org/2024/12/23/a...
loading . . .
A paper to read over the Xmas holiday: Wang et al. (2023) - Forecast combinations: An over 50-year review - Open Forecasting
Christmas and the New Year are upon us, and I wanted to publish a celebratory post before taking a break. Instead of writing something educational, I decided to simply recommend a paper for you to rea...
https://openforecast.org/2024/12/23/a-paper-to-read-over-the-xmas-holiday-2024/
9 months ago
0
8
6
Intermittent demand: don’t try to predict WHEN it will happen:
openforecast.org/2024/12/11/i...
#forecasting
#machinelearning
#ml
#datascience
loading . . .
Intermittent demand: don't try to predict WHEN it will happen - Open Forecasting
I’ve seen several times ML experts applying principles of classification for intermittent demand forecasting. For example, they try predicting, WHEN the demand will happen. This is not a very sensible...
https://openforecast.org/2024/12/11/intermittent-demand-don-t-try-to-predict-when-it-will-happen/
10 months ago
0
3
1
A good summary of a very important research by
@kandrika.bsky.social
add a skeleton here at some point
10 months ago
0
1
0
Why Naive is not a good benchmark for intermittent demand? Here is a brief post to answer this question:
openforecast.org/2024/12/02/w...
#forecasting
#machinelearning
#datascience
loading . . .
Why Naive is not a good benchmark for intermittent demand - Open Forecasting
While Naive is considered a standard benchmark in forecasting, there is a case where it might not be a good one: intermittent demand. And here is why I think so. Naive is a forecasting method that use...
https://openforecast.org/2024/12/02/why-naive-is-not-a-good-benchmark-for-intermittent-demand/
10 months ago
0
4
1
It was a great experience. We are now thinking of repeating this in Spring 2025
add a skeleton here at some point
10 months ago
0
1
0
reposted by
Ivan Svetunkov
juanitorduz
10 months ago
Here is an experiment on hacking the TSB model for intermediate time series to accommodate availability constraints. We provide a way to add availability constraints to forecast the "true" demand and avoid just predicting zeros.
juanitorduz.github.io/availability...
2
6
3
I've written and recorded a song dedicated to a friend of mine:
www.youtube.com/watch?v=MD_D...
#music
#songs
#inmemoryof
#johnboylan
loading . . .
My Friend
YouTube video by H0
https://www.youtube.com/watch?v=MD_DJ6F9tJ8
10 months ago
0
1
0
Why zeroes happen: a post discussing what is and what isn't intermittent demand and why it is important to tell the difference:
openforecast.org/2024/11/18/w...
#forecasting
#datascience
#machinelearning
10 months ago
1
6
3
reposted by
Ivan Svetunkov
Nicola Rennie
11 months ago
Reminder that this is happening in one week! 👇👇👇
add a skeleton here at some point
0
2
1
Are all forecasts wrong? You’ve probably heard the phrase “all forecasts are wrong”, suggesting that the future is unpredictable and that no forecast will ever match the actual outcome. Well, this phrase is not entirely correct, and here’s why:
openforecast.org/2024/08/20/a...
11 months ago
0
0
0
Why is it hard to beat the Simple Moving Average in supply chain data? I have summarised some thoughts about that in the following post:
openforecast.org/2024/10/28/w...
#forecasting
loading . . .
Why is it hard to beat the Simple Moving Average? - Open Forecasting
Simple Moving Average (SMA) is one of the basic forecasting methods. It doesn’t rely on time series decomposition, doesn’t have a seasonal component, and doesn’t include explanatory variables. Yet, in...
https://openforecast.org/2024/10/28/why-is-it-hard-to-beat-simple-moving-average/
11 months ago
1
1
1
This is funny because it's true.
add a skeleton here at some point
11 months ago
0
0
0
reposted by
Ivan Svetunkov
Rob Hyndman
11 months ago
I thought a forecasters starter pack might be useful, but I can't find many people. This is a start. Please suggest additions.
go.bsky.app/NJJseT8
add a skeleton here at some point
9
48
19
Straight line is just fine. A new post for social media on my website:
openforecast.org/2024/09/03/s...
#forecasting
#MachineLearning
#DataScience
about 1 year ago
0
1
1
Seasonal or not? A short post on my website, discussing what is a natural, and a spurious seasonality:
openforecast.org/2024/05/15/s...
#forecasting
#DataScience
#dataanalytics
#timeseries
loading . . .
Seasonal or not? - Open Forecasting
Not every pattern that appears seasonal is genuinely seasonal. This means you don’t always require a seasonal model when you see repetitive patterns with fixed periodicity. How come? First things firs...
https://openforecast.org/2024/05/15/seasonal-or-not/
over 1 year ago
0
3
1
Avoid using MAPE! Here is a post from my website explaining, why:
openforecast.org/2024/04/17/a...
- the image shows Mean APEs (APE - Absolute Percentage Error).
#forecasting
#DataScience
#demandplanning
#MachineLearning
loading . . .
Avoid using MAPE! - Open Forecasting
Frankly speaking, I didn’t see the point in discussing MAPE when I wrote recent posts on error measures. However, I’ve received several comments and messages from data scientists and demand planners a...
https://openforecast.org/2024/04/17/avoid-using-mape/
over 1 year ago
1
1
1
Stop reporting several error measures just for the sake of them!
openforecast.org/2024/04/03/s...
- a short post on my website.
#forecasting
#DataScience
#MachineLearning
#DataAnalytics
over 1 year ago
1
1
1
Ever heard of ARIMA? It's a key forecasting model in academia, that is not always favored by practitioners. Why? What's wrong with ARIMA? I have written a short post on that topic:
openforecast.org/2024/03/21/w...
#DataScience
#forecasting
#MachineLearning
over 1 year ago
0
3
1
The role of M competitions in forecasting:
openforecast.org/2024/03/14/t...
- a follow-up from a LinkedIn discussion with references to the key papers.
#forecasting
#DataScience
#DataAnalytics
#MachineLearning
loading . . .
The role of M competitions in forecasting - Open Forecasting
If you are interested in forecasting, you might have heard of M-competitions. They played a pivotal role in developing forecasting principles, yet also sparked controversy. In this short post, I’ll br...
https://openforecast.org/2024/03/14/the-role-of-m-competitions-in-forecasting/
over 1 year ago
0
0
0
Why you should not use Holt-Winters method:
openforecast.org/2024/03/07/w...
#forecasting
#DataScience
#DataAnalytics
over 1 year ago
3
2
3
Are you interested in demand forecasting using R? You might find my monograph "Forecasting and Analytics with the Augmented Dynamic Adaptive Model (ADAM)" somewhat interesting. Here is the link to the online version:
openforecast.org/adam/
#rstats
#forecasting
over 1 year ago
0
7
1
you reached the end!!
feeds!
log in