Kandrika Pritularga

I attended the most important conference in the world wide forecasting community, the International Symposium on Forecasting, in Dijon, France. It is a conference with a mix of academics and practitioners, with exciting talks.

I was presenting an extension of Forecast Congruence and shrinkage estimators for exponential smoothing models (ETS). I propose a new loss function for the ETS, where it balances between the accuracy and the congruence. Unfortunately, this approach failed to perform better than the other estimators, i.e., MSE and RIDGE-like estimator.

I will continue doing this research and I hope I can finish this research by the end of this year.

Excited to attend the next year’s ISF in Beijing, China!