M4

The fourth competition, M4, started on 1 January 2018 and ended in 31 May 2018.

The M4 extended and replicated the results of the previous three competitions, using an extended and diverse set of time series to identify the most accurate forecasting method(s) for different types of predictions. It aimed to get answers on how to improve forecasting accuracy and identify the most appropriate methods for each case. To get precise and compelling answers, the M4 Competition utilized 100,000 real-life series, and incorporated all major forecasting methods, including those based on Artificial Intelligence (Machine Learning, ML), as well as traditional statistical ones.

Its results/findings and all related information was published in the winter 2020 issue of the International Journal of Forecasting – Vol. 36, Issue. 1, January–March 2020. In addition a copy of the M4 Competition can be obtained for free from here.

A complete list of papers included in the special issue of the International Journal of Forecasting, exclusively devoted to the M4 Competition can be found here .