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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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  • Several crucial steps in demand forecasting with ML
  • Evolving seasonality
  • ITISE2025: Beyond summary performance metrics for forecast selection and combination
  • smooth v4.3.0 in R: what’s new and what’s next?
  • IIF Open Source Forecasting software workshop and smooth

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Comments

  • Ivan Svetunkov on Intermittent demand classifications: is that what you need?
  • Kishor Kukreja on Intermittent demand classifications: is that what you need?
  • Ivan Svetunkov on Who is “Forecasting academia”?
  • Mohamed Merabtine on Who is “Forecasting academia”?
  • Ivan Svetunkov on Why Naive is not a good benchmark for intermittent demand

RSS RBloggers feed

  • Simulating Monty Hall’s Problem 2025-10-01
  • Plotting Distributions in R 2025-09-30
  • The Cadence of Behavior-Driven Development 2025-09-30
  • rOpenSci Code of Conduct Committee Templates 2025-09-30
  • Uncertainty Analysis: Gold vs. Bitcoin 2025-09-29

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Ivan Svetunkov
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