Dr Ivan Svetunkov

Senior Lecturer

Career Details

Ivan graduated from Saint-Petersburg State University of Economics and Finance (SPbSUEF) in 2006 and defended the candidate dissertation in Economics in 2008. The thesis topic 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 a PhD student. He has developed a new type of exponential smoothing 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 working in marketing analytics and marketing research areas.

He maintains three R packages: "smooth", implementing and developing state-space models for time series analysis and forecasting purpose, "greybox" for model building and forecasting using regression and "legion", implementing multivariate models for forecasting (all available in CRAN). He also works in C++ and Java.

Ivan has near 30 publications in the Russian language, including the textbook "Methods of Forecasting" written in co-authorship with Sergey Svetunkov. He is also the author of the online textbook "Forecasting and Analytics with ADAM".

His scientific interests include forecasting, statistical modelling, marketing analytics, time series analysis, and the 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
Research

Newsvendor Problems
01/01/2020 → 31/12/2022
Research

Using ARIMA models in supply chain forecasting
13/07/2016 → 01/09/2020
Research

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

Trace Forecast Likelihood
13/12/2014 → 07/07/2023
Research

Complex Exponential Smoothing
01/10/2013 → …
Research

Incorporating Parameters Uncertainty in ETS
Oral presentation

43rd International Symposium on Forecasting
Participation in workshop, seminar, course

Demand Forecasting with SAP IBP
Business Course/Training

Benchmarking intermittent demand forecasting approaches for The Math Company
Consultancy

iETS: State Space Model for Intermittent Demand Forecasting
Oral presentation

Naval Research Logistics (Journal)
Publication peer-review

Connecting the dots: how to make ETS work with ARIMA
Oral presentation

42nd International Symposium on Forecasting
Symposium

2022 STOR-i Workshop on Prediction and Optimisation
Other

How to Make Multiplicative ETS Work for You
Oral presentation

Analysis of several machine learning algorithms for Demand Works company
Consultancy

CMAF Friday Forecasting Talks
Participation in workshop, seminar, course

useR! 2019
Participation in conference -Mixed Audience

What about those sweet melons? Using mixture models for demand forecasting in retail
Oral presentation

ISF 2018 International Symposium on Forecasting
Participation in conference -Mixed Audience

40th ISMS Marketing Science Conference
Participation in conference -Mixed Audience

ISF 2017 International Symposium on Forecasting
Participation in conference -Mixed Audience

IIF Workshop on Supply Chain Forecasting for Operations
Participation in workshop, seminar, course

ISF 2016 International Symposium on Forecasting
Participation in conference -Mixed Audience

27th European Conference on Operational Research
Participation in conference -Mixed Audience

ISF 2015 - 35th International Symposium on Forecasting
Participation in conference -Mixed Audience

ISF 2014 - 34th International Symposium on Forecasting
Participation in conference -Mixed Audience

Centre for Marketing Analytics & Forecasting

Centre for Marketing Analytics & Forecasting

  • Centre for Health Futures
  • Centre for Marketing Analytics & Forecasting
  • DSI - Foundations
  • Lancaster Intelligent, Robotic and Autonomous Systems Centre
  • LIRA - Fundamentals
  • LIRA - Society and Human Behaviour
  • STOR-i Centre for Doctoral Training