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- Anastasios Panagiotelis
Assoc. Professor Anastasios Panagiotelis
Associate Investigator
University of Sydney
Anastasios Panagiotelis is an Associate Professor at the University of Sydney. Anastasios recieved his PhD from the University of Sydney. He was an Alexander von Humboldt Postdoctoral Researcher at the Chair of Mathematical Statistics at the Technical University of Munich and a Senior Lecturer in the Department of Econometrics and Business Statistics at Monash University. His research interests include Bayesian Model selection and copula models.
Research Interests:
Bayesian computational algorithms
Dependence modelling via copulas
Probabilistic Forecasting
Publications
Invited talks, refereed proceedings and other conference outputs
Cheng, F., Hyndman R. J., & Panagiotelis A.
(2021). Manifold Learning with Approximate Nearest Neighbours.
Early Career & Student Statisticians Conference 2021.
Cheng, F., Hyndman R. J., & Panagiotelis A.
(2021). Manifold Learning with Approximate Nearest Neighbours.
AMSI Winter School 2021.
Cheng, F., Hyndman R. J., & Panagiotelis A.
(2021). Manifold Learning with Approximate Nearest Neighbours.
Australian Statistical Society and New Zealand Statistical Association Conference 2021.
Gamakumara, P., Panagiotelis A., Athanasopoulos G., & Hyndman R.
(2019). Probabilistic Hierarchical Reconciliation via a Non-parametric Bootstrap Approach.
International Symposium on Forecasting. 39,
Journal Articles
Panagiotelis, A., Athanasopoulos G., Gamakumara P., & Hyndman R. J.
(2021). Forecast reconciliation: A geometric view with new insights on bias correction.
International Journal of Forecasting. 37(1), 343 - 359. doi: 10.1016/j.ijforecast.2020.06.004
Eckert, F., Hyndman R. J., & Panagiotelis A.
(2021). Forecasting Swiss Exports using Bayesian Forecast Reconciliation.
European Journal of Operational Research. 291(2), 693-710. doi: 10.1016/j.ejor.2020.09.046
Jeon, J., Panagiotelis A., & Petropoulos F.
(2019). Probabilistic forecast reconciliation with applications to wind power and electric load.
European Journal of Operational Research. 279(2), 364-379. doi: 10.1016/j.ejor.2019.05.020
Tan, B. Kheng, Panagiotelis A., & Athanasopoulos G.
(2019). Bayesian Inference for the One-Factor Copula Model.
Journal of Computational and Graphical Statistics. 28(1), 155-173. doi: 10.1080/10618600.2018.1482765
Li, H., Li H., Lu Y., & Panagiotelis A.
(2019). A forecast reconciliation approach to cause-of-death mortality modeling.
Insurance: Mathematics and Economics. 86, 122 - 133. doi: 10.1016/j.insmatheco.2019.02.011
Panagiotelis, A., Athanasopoulos G., Hyndman R. J., Jiang B., & Vahid F.
(2019). Macroeconomic forecasting for Australia using a large number of predictors.
International Journal of Forecasting. 35(2), 616 - 633. doi: 10.1016/j.ijforecast.2018.12.002
Panagiotelis, A., Athanasopoulos G., Hyndman R. J., Vahid F., & Jiang B.
(2018). Macroeconomic forecasting for Australia using a large number of predictors.
International Journal of Forecasting. 35,
Technical reports and unrefereed outputs
Eckert, F., Hyndman R. J., & Panagiotelis A.
(Submitted). Forecasting Swiss Exports using Bayesian Forecast Reconciliation.
Panagiotelis, A., Gamakumara P., Athanasopoulos G., & Hyndman R.
(Submitted). Forecast reconciliation: A geometric view with new insights on bias correction.
Cheng, F., Hyndman R. J., & Panagiotelis A.
(2021). Manifold learning with approximate nearest neighbours.
Gamakumara, P., Panagiotelis A., Athanasopoulos G., Hyndman R. J., & others
(2018). Probabilistic Forecasts in Hierarchical Time Series.
Jeon, J., Panagiotelis A., & Petropoulos F.
(2018). Reconciliation of probabilistic forecasts with an application to wind power.
arXiv preprint arXiv:1808.02635.
Gamakumara, P., Panagiotelis A., Athanasopoulos G., & Hyndman R. J.
(2018). Probabilistic forecasts in hierarchical time series.
Jiang, B., Athanasopoulos G., Hyndman R. J., Panagiotelis A., & Vahid F.
(2017). Macroeconomic forecasting for Australia using a large number of predictors.
Behlul, T., Panagiotelis A., Athanasopoulos G., Hyndman R. J., & Vahid F.
(2017). The Australian Macro Database: An online resource for macroeconomic research in Australia.
Research links
