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In addition, 3 mayor time series competitions were held in the business forecasting domain, named the M1 to M3 competition in reference to their main organiser Spyros Makridakis. Only in the third competition featured a single submission from a neural networks bed approach by Balkin & Ord.

 

Neural Network Forecasting Competitions

Up until 2004, 4 mayor time series competitions focusing on neural network models were initiated:

 

2005 ISF Neural Network Forecasting Competition, International Symposium for Forecasting, San Antonio, Texas, USA

see details on the right

 

2004 CATS Competition of Artificial Time Series, IEEE IJCNN, Budapest

see details on the right

 

2003 BI Cup, Santiago, Chile

Organised by Universidad de Chile & Richard Weber, it focussed on prediction of sugar sales at a supermarket. No further information or final results on the competition could be obtained.
 

 

 2002 EUNITE World competition in domain of Intelligent Technologies

The competition is officially linked to the Bank-house Tatrabanka a.s.in Slovakia. The Bank claims the important interest in intelligent technologies and fully supports this competition. Solving this task using different technologies is very important and would be a great contribution in data management of financially related data warehousing problems.
The Bank will provide a public data for the competition and also a Bank representative will be have a status of data-dependent consultant. The Bank is fully responsible for keeping confidential information about the data once they are proclaimed public ...

http://neuron.tuke.sk/competition2/

 

2001 Santa Fe Competition

Possibly the most prominent competition, which put neural networks and nonlinear methods on the map. The organisation by Weigend et al. was supported by Nobel laureate Clive Granger. Still, the methodological design had some flaws, using a single origin evaluation and suboptimal error measures.

http://www-psych.stanford.edu/~andreas/Time-Series/SantaFe.html

 

2001 World-wide competition within the EUNITE network

The competition is linked to the Eastern Slovakian Electricity Corporation that claim an important interest of the application of Intelligent and adaptive technologies in electricity load forecast. This is very important issue, which can bring a very significant financial profit using more accurate prediction technology. The industrial partner and staff of Department of Electric Power Engineering will have a status of advisor and consultant of data dependent problems during competition in on-line approach ...

http://neuron.tuke.sk/competition/index.php

 

1998 International Workshop on Advanced Black-Box Techniques for Nonlinear Modeling: Theory and Applications - Time-Series Prediction Competition

Within the framework of a time-series prediction competition has been held. The data to be predicted were available for the competition from Nov. 1997 till april 1998. 17 entries have been submitted before the deadline. Participants in the competition were asked to submit their predicted data together with a short description and references of the methods used. In order to stimulate wide participation in the competition, attendance of the workshop was not mandatory but was of course encouraged.

http://www.esat.kuleuven.ac.be/sista/workshop/competition.html


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