Initial Results

The initial results of the M4 Competition were announced in the 38th International Symposium on Forecasting (ISF) in Boulder, Colorado – USA. The slides of the presentation are available here.

A short paper, discussing the results, the findings and the conclusion of the M4, as well as the way forward, was also published in the International Journal of Forecasting (IJF) and can be found here.

The complete ranks of the participating methods, both for the point forecasts and the prediction intervals, can be downloaded here. 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 of July 2018, and can be found here (both .csv files and an R package have become available)