Initial Results

The initial results of the M4 Competition were announced at the 38th International Symposium on Forecasting (ISF) in Boulder, Colorado, USA.

A paper, discussing the results, the findings and the conclusion of the M4, as well as the way forward, has been published in the International Journal of Forecasting (IJF) and can be found on https://www.sciencedirect.com/science/article/pii/S0169207019301128?via%3Dihub.

The paper includes the complete ranks of the participating methods, both for the point forecasts and the prediction intervals. The results are provided per frequency, per domain, as well as for the complete dataset. According to the rules, the point forecasts are evaluated using the OWA, but the sMAPE and MASE values are also displayed. The prediction intervals are evaluated using the MSIS, but the ACD (absolute difference between the coverage of the method and the target 0.95) is also provided.

The test dataset was released on Wednesday, 4th July 2018. For more information on the M4 Competition, can be found on GitHub Mcompetitions/M4-methods