Publications

Bohan Zhang, Anastasios N. Panagiotelis, Yanfei Kang (2024). Discrete Forecast Reconciliation. EJOR.

George Athanasopoulos, Rob Hyndman, Nikolaos Kourentzes, Anastasios N. Panagiotelis (2023). Forecasting Reconciliation: A Review. IJF.

Gael Martin, David Frazier, Worapree Maneesoonthorn, Rubén Loaiza-Maya, Florian Huber, Gary Koop, John Maheu, Didier Nibbering, Anastasios N. Panagiotelis (2023). Bayesian forecasting in economics and finance: A modern review. IJF.

Li Li, Han Li, Anastasios N. Panagiotelis (2023). Boosting domain-specific models with shrinkage: An application in mortality forecasting. IJF.

Bohan Zhang, Yanfei Kang, Anastasios N. Panagiotelis, Feng Li (2022). Optimal reconciliation with immutable forecasts. ArXiv preprint.

Fotios Petropoulos, Evangelos Spiliotis, Anastasios N. Panagiotelis (2022). Model combinations through revised base rates. IJF.

Fan Cheng, Rob Hyndman, Anastasios N. Panagiotelis (2021). Manifold learning with approximate nearest neighbors. Monash EBS Working Paper.

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Anastasios N. Panagiotelis, Puwasala Gamakumara, George Athanasopoulos, Rob Hyndman (2020). Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation. EJOR.

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George Athanasopoulos, Puwasala Gamakumara, Anastasios N. Panagiotelis, Rob Hyndman, Mohamed Affan (2020). Hierarchical Forecasting. Macroeconomic Forecasting in the Era of Big Data.

David Gunawan, Anastasios N. Panagiotelis, William Griffiths, Duangkamon Chotikapanich (2020). Bayesian Weighted Inference from Surveys. ANZJS.

Anastasios N. Panagiotelis, Puwasala Gamakumara, George Athanasopoulos, Rob Hyndman (2019). Forecast reconciliation: A geometric view with new insights on bias correction. IJF.

Florian Eckert, Rob Hyndman, Anastasios N. Panagiotelis (2019). Forecasting Swiss Exports using Bayesian Forecast Reconciliation. EJOR.

Jooyoung Jeon, Anastasios N. Panagiotelis, Fotios Petropoulos (2019). Probabilistic forecast reconciliation with applications to wind power and electric load. EJOR.

Nathaniel Tomasetti, Catherine Forbes, Anastasios N. Panagiotelis (2019). Updating Variational Bayes: Fast sequential posterior inference. Stat. and Comp..

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Han Li, Hong Li, Yang Lu, Anastasios N. Panagiotelis (2019). A forecast reconciliation approach to cause-of-death mortality modeling. IME.

Anastasios N. Panagiotelis, George Athanasopoulos, Bin Jiang, Farshid Vahid, Rob Hyndman (2019). Macroeconomic forecasting for Australia using a large number of predictors. IJF.

Ban Kheng Tan, Anastasios N. Panagiotelis, George Athanasopoulos (2019). Bayesian inference for the one-factor copula model. JCGS.

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Timur Behlul, Anastasios N. Panagiotelis, George Athanasopoulos, Rob Hyndman, Farshid Vahid (2017). The Australian Macro Database: An Online Resource for Macroeconomic Research in Australia. Monash EBS Working Paper.

Anastasios N. Panagiotelis, Claudia Czado, Harry Joe, Jakob Stöber (2017). Model selection for discrete regular vine copulas. CSDA.

Vasilis Sarafidis, Anastasios N. Panagiotelis, Theodore Panagiotidis (2017). When Did It Go Wrong? The Case of Greek Sovereign Debt. The Greek Debt Crisis.

Bin Jiang, Anastasios N. Panagiotelis, George Athanasopoulos, Rob Hyndman, Farshid Vahid (2016). Bayesian Rank Selection in Multivariate Regression. Monash EBS Working Paper.

Anastasios N. Panagiotelis, Michael Smith, Peter Danaher (2014). From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence, and Visit Behavior. JBES.

Anastasios N. Panagiotelis, Claudia Czado, Harry Joe (2012). Model selection for discrete regular vine copulas. JASA.

Anastasios N. Panagiotelis, Michael Smith (2010). Bayesian skew selection for multivariate models. CSDA.

Anastasios N. Panagiotelis, Michael Smith (2008). Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions. IJF.

Anastasios N. Panagiotelis, Michael Smith (2008). Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models. JoE.