Data

In this challenge you are asked to make a ten step ahead forecast for 5 simulated and 5 real time series.
Your forecasts will be evaluated with respect to the conditional expectation forecast in RMSE sense per time series. Points are awarded based on the ranking for each of the  time series. The group with the lowest RMSE recieves 10 points, second lowest 8 etc. The fifth group and lower recieve 0 points. The winners for the entire competition are determined by summing all the obtained points for all time series.

Submission form
Form
Deadline EFchallenge 2018
Final: May 20, 2018 at 23.59

Hand in your results by emailing efchallenge@kraket.nl!

Data EFchallenge 2018
Simulated series:
TS1
TS2
TS3
TS4
TS5

Real series:
RTS1
RTS2
RTS3
RTS4
RTS5

Please note that the files above are *.csv files and that the EFchallenge uses a point as decimal mark!