A brief history of forecasting competitions

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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 languageEnglish
Pages (from-to)7-14
Number of pages8
JournalInternational Journal of Forecasting
Volume36
Issue number1
DOIs
Publication statusPublished - Jan 2020

Keywords

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

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