The Extras

In addition to point forecasts, the participants were encouraged to supply the prediction intervals of their forecasts, so that the expression of uncertainty was also captured.

These could be computed either with a sound statistical basis (e.g., when using statistical methods) or empirically (e.g., when using non-statistical or machine learning methods).

We note that the submission of the prediction intervals was optional in order not to discourage any participant for participating in case of not being able to provide them. Thus, the performance of the intervals submitted was evaluated separately for academic/scientific purposes.

More details can be found in the M4 – Competitors Guide.

September 28, 2017

By continuing to use the site, you agree to the use of cookies. more information

The cookie settings on this website are set to "allow cookies" to give you the best browsing experience possible. If you continue to use this website without changing your cookie settings or you click "Accept" below then you are consenting to this.