A Brief History of Forecasting Competitions

Rob Hyndman

No 3/19, Monash Econometrics and Business Statistics Working Papers from Monash University, Department of Econometrics and Business Statistics

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.

Keywords: evaluation; forecasting accuracy; Kaggle; M competitions; neural networks; prediction intervals; probability scoring; time series. (search for similar items in EconPapers)
Pages: 13
Date: 2019
New Economics Papers: this item is included in nep-cmp, nep-for and nep-his
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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Related works:
Journal Article: A brief history of forecasting competitions (2020)
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