M4 Forecasting Competition Submission

Building on the success of previous empirical competitions, the purpose of the M4 Forecasting Competition is to further study the accuracy, validity and utility of various forecasting methods. The Submission System is now open.

During the last few decades there has been a rising trend, centering in medicine, of 'evidence based knowledge'. Arguably, the time has come to apply such evidence based knowledge to the field of forecasting as well by introducing the M4 Forecasting Competition.

The experimental structure of the M4-Competition has been extended and enriched, in comparison with the previous competitions, in some very significant ways. The expectation is that the M4-Competition will add significant value to make Evidence Based Forecasting (EBF) more useful and relevant.

To ensure the objectivity and replicability of the results, all the series considered in the competition will be posted on the website to allow for their maximum exposure and as large number of participants as possible.

The competition has commenced on September 1st, 2010. The system for submission of forecasts by participants is now available. The first deadline for submission is December 15, 2010 for the 1st Forecast of High Profile Fortune (Live) Dataset.

UPDATE: The deadline for the 15th of December (which refers to the submission of the High Profile – Fortune Dataset) is extended to 30th of December 2010.

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