A brief history of forecasting competitions

被引:80
作者
Hyndman, Rob J. [1 ]
机构
[1] Monash Univ, Dept Econometr & Business Stat, Clayton, Vic 3800, Australia
关键词
Evaluation; Forecasting accuracy; Kaggle; M competitions; Neural networks; Prediction intervals; Probability scoring; Time series; TIME-SERIES; M3-COMPETITION; ACCURACY;
D O I
10.1016/j.ijforecast.2019.03.015
中图分类号
F [经济];
学科分类号
02 ;
摘要
Forecasting competitions are now so widespread that it is often forgotten how controversial they were when first held, and how influential they have been over the years. I briefly review the history of forecasting competitions, and discuss what we have learned about their design and implementation, and what they can tell us about forecasting. I also provide a few suggestions for potential future competitions, and for research about forecasting based on competitions. (C) 2019 International Institute of Forecasters. Published by Elsevier B.V. All rights reserved.
引用
收藏
页码:7 / 14
页数:8
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