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A brief history of forecasting competitions
Abstract:Forecasting competitions are now so widespread that it is often forgotten how controversial they were when first held, and how influential they have been over the years. I briefly review the history of forecasting competitions, and discuss what we have learned about their design and implementation, and what they can tell us about forecasting. I also provide a few suggestions for potential future competitions, and for research about forecasting based on competitions.
Keywords:Evaluation  Forecasting accuracy  Kaggle  M competitions  Neural networks  Prediction intervals  Probability scoring  Time series
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