Forecasting competitions - their role in improving forecasting practice and research

By Robert Fildes, Keith Ord. 2007

71 citations recorded by the source corpus.

How researchers see this paper

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Advances in forecasting with neural networks? Empirical evidence from the NN3 competition on time series prediction (2011, background): “An overview and discussion of the impact of empirical evaluations is given by Fildes and Makridakis (1995) and Fildes and Ord (2002).”
A brief history of forecasting competitions (2020, background): “This strong emphasis on large scale empirical evaluations of forecasting methods, and the need to compare newly proposed methods against existing state-of-the-art methods, has played a large part in pushing researchers to develop new methods that can be shown to work in practice (Fildes & Ord 2002).”
Robustifying forecasts from equilibrium-correction systems (2006, methodology): “Developments in cointegration analysis from Granger (1981), through Granger and Weiss (1983) and Engle and Granger (1987), to Johansen (1988) have led to equilibrium-correction econometric systems”
Forecasting and operational research: a review (2008, background): “The literature on these so-called forecasting competitions is voluminous and is summarized in Fildes and Ord (2002).”