Tbats tops Elo ratings for forecasting(microprediction.github.io)

1 pointsby microprediction5 anni fa1 comments

microprediction.github.io

https://microprediction.github.io/timeseries-elo-ratings/html_leaderboards/residual-k_005.html

1 comments

The Elo Ratings in this table are produced transparently in the repo timeseries-elo-ratings and based on k-step ahead prediction duels using live time series data. See METHODOLOGY.md for interpretation of Elo ratings. The table named univariate-k_002 refers to 2-step ahead prediction, and so forth.