A brief history of forecasting competitions

Rob J. Hyndman

doi:10.1016/j.ijforecast.2019.03.015

A brief history of forecasting competitions

Rob J. Hyndman

Econometrics & Business Statistics

Research output: Contribution to journal › Article › Research › peer-review

77 Citations (Scopus)

Abstract

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.

Original language	English
Pages (from-to)	7-14
Number of pages	8
Journal	International Journal of Forecasting
Volume	36
Issue number	1
DOIs	https://doi.org/10.1016/j.ijforecast.2019.03.015
Publication status	Published - Jan 2020

Keywords

Evaluation
Forecasting accuracy
Kaggle
M competitions
Neural networks
Prediction intervals
Probability scoring
Time series

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10.1016/j.ijforecast.2019.03.015

Cite this

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KW - Time series

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A brief history of forecasting competitions

Abstract

Keywords

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