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M-competitions, from M4 to M5: reservations and expectations

2020-03-012024-03-15 3 Comments

UPDATE: I have also written a short post on “The role of M competitions in forecasting“, which gives historical perspective and a brief overview of the main findings of the previous competitions. Some of you might have noticed that the guidelines for the M5 competition have finally been released. Those of you who have previously […]

Naughty APEs and the quest for the holy grail

2017-07-292024-04-04 Leave a comment

Today I want to tell you a story of naughty APEs and the quest for the holy grail in forecasting. The topic has already been known for a while in academia, but is widely ignored by practitioners. APE stands for Absolute Percentage Error and is one of the simplest error measures, which is supposed to […]

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  • Six questions for a forecaster-consultant
  • Fundamental Flaw of the Box-Jenkins Methodology
  • 5th IMA and OR Society Conference
  • On randomness and uncertainty
  • Svetunkov & Sroginis (2025) – Model Based Demand Classification

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  • Ivan Svetunkov on Why Naive is not a good benchmark for intermittent demand
  • Indar Kusmadi on Why Naive is not a good benchmark for intermittent demand
  • Indar Kusmadi on John E. Boylan

RSS RBloggers feed

  • Spatial machine learning with the tidymodels framework 2025-05-28
  • A Pace Far Different: finding best running pace with R 2025-05-27
  • The Dynamics of the “Gentle Way”: Exploring Judo Attack Combinations as Networks in R 2025-05-27
  • Porting my favorite RStudio color theme to Positron 2025-05-27
  • Forecasting MSCI Europe Index Post-Trump Tariff Announcement 2025-05-26

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Ivan Svetunkov
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