Semantic Scholar Open Access 2020 870 sitasi

The M4 Competition: 100,000 time series and 61 forecasting methods

S. Makridakis Evangelos Spiliotis V. Assimakopoulos

Lihat Sumber DOI

Abstrak

Abstract The M4 Competition follows on from the three previous M competitions, the purpose of which was to learn from empirical evidence both how to improve the forecasting accuracy and how such learning could be used to advance the theory and practice of forecasting. The aim of M4 was to replicate and extend the three previous competitions by: (a) significantly increasing the number of series, (b) expanding the number of forecasting methods, and (c) including prediction intervals in the evaluation process as well as point forecasts. This paper covers all aspects of M4 in detail, including its organization and running, the presentation of its results, the top-performing methods overall and by categories, its major findings and their implications, and the computational requirements of the various methods. Finally, it summarizes its main conclusions and states the expectation that its series will become a testing ground for the evaluation of new methods and the improvement of the practice of forecasting, while also suggesting some ways forward for the field.

Topik & Kata Kunci

Computer Science

Penulis (3)

S. Makridakis

Evangelos Spiliotis

V. Assimakopoulos

Format Sitasi

APA MLA BibTeX

Makridakis, S., Spiliotis, E., Assimakopoulos, V. (2020). The M4 Competition: 100,000 time series and 61 forecasting methods. https://doi.org/10.1016/J.IJFORECAST.2019.04.014

Akses Cepat

Lihat di Sumber doi.org/10.1016/J.IJFORECAST.2019.04.014

Informasi Jurnal

Tahun Terbit: 2020
Bahasa: en
Total Sitasi: 870×
Sumber Database: Semantic Scholar
DOI: 10.1016/J.IJFORECAST.2019.04.014
Akses: Open Access ✓