The uncertainty track: Machine learning, statistical modeling, synthesis

John Ord

International Journal of Forecasting, 2022, vol. 38, issue 4, 1526-1530

Abstract: This note provides an evaluation of the contributions of the M5 Competition to the construction of prediction intervals. We consider the choice of criteria used in the evaluations, the relative performance of designed and benchmark methods and the take-home lessons both for statistical forecasters and for those interested in forecasting retail sales.

Keywords: M5 Competition; Interval forecasts; Predictive distributions; Data analysis; Hierarchical data (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:intfor:v:38:y:2022:i:4:p:1526-1530

DOI: 10.1016/j.ijforecast.2021.09.007

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