A brief history of time series forecasting competitions

(This article was originally published at Hyndsight on Rob J Hyndman, and syndicated at StatsBlogs.)

Prediction 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. To keep this exercise manageable, I will restrict attention to time series forecasting competitions — where only the history of the data is available when producing forecasts. Nottingham studies The earliest non-trivial study of time series forecast accuracy was probably by David Reid as part of his PhD at the University of Nottingham (1969).



Please comment on the article here: Hyndsight on Rob J Hyndman


Subscribe

Email:

  Subscribe