Publications

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. Monash EBS Working Paper.

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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.

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

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

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

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

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Nathaniel Tomasetti, Catherine Forbes, Anastasios N. Panagiotelis (2019). Updating Variational Bayes: Fast sequential posterior inference. Monash EBS Working Paper.

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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.

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

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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.

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

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

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

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

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

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

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

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

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