DSE-TS-forecasting 2022

The purpose of this hackathon is to verify the ability to accurately and timely forecast many business time series of different frequencies.

The data comes from the M4-Competition, the fourth of the Makridakis Competitions, a series of open competitions to evaluate and compare the accuracy of different time series forecasting methods. The exam dataset contains a subset of 120 time series:

  • 20 hourly time series
  • 20 daily time series
  • 20 weekly time series
  • 20 monthly time series
  • 20 quarterly time series
  • 20 yearly time series

The team is composed by Mathias Cardarello and Gaspare Mattarella, students of MSc in Data Science & Economics at the University of Milan.