M4 Forecasting Competition

First published: 2020

Brief summary

Paper on forecasting competition results and benchmarking.

Article

M4 Forecasting Competition is covered by the linked source. Paper on forecasting competition results and benchmarking.

The material from International Journal of Forecasting presents a forecasting method, software implementation, benchmark or evaluation procedure.

Sound forecasting preserves time order, compares models with simple baselines and evaluates performance at the intended horizon. Point accuracy and uncertainty may both matter.

Performance can deteriorate after structural change. Model selection and preprocessing must use training data only, with final results measured on genuinely unseen periods.

Source details and credits

• Source / publisher: International Journal of Forecasting
• Source type: Research article
• URL type: WWW
• Credits: International Journal of Forecasting
• URL: https://www.sciencedirect.com/science/article/pii/S0169207019301128