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Tbats tops Elo ratings for forecasting

microprediction.github.io

1 points by microprediction 4 years ago · 1 comment

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micropredictionOP 4 years ago

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.

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