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Welcome ...  to the 2008 Time Series Forecasting Competition for Computational Intelligence

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Objectives
We seek to evaluate the accuracy of computational intelligence (CI) methods in time series forecasting, extending the earlier NN3 forecasting competition unto a new set of daily data.
We hope to evaluate progress in modelling neural networks for forecasting & to disseminate knowledge on “best practices”. The competition is conducted for academic purposes and should not be exploited commercially.

Methods
The prediction competition is open to all methods of computational intelligence, incl. feed-forward and recurrent neural networks, fuzzy predictors, evolutionary & genetic algorithms, decision & regression tress, support vector regression, hybrid approaches etc. used in financial forecasting, statistical prediction, time series analysis. We also welcome submission of statistical methods as benchmarks, but they are not eligible to "win" the NN5.

Dissemination & Publication of Results
All those submitting predictions will be invited to participate in sessions at the 2008 International Symposium on Forecasting, ISF'07, Nice, France, the 2008 IEEE World Congress on Computational Intelligence, Hong Kong, China, held simultaneously with the 2008 IEEE International Joint Conference on Neural Networks, IJCNN'08, the 2008 Congress on Evolutionary Computation, CEC'08 and the 2008 International Conference on Fuzzy Systems FUZZ-IEEE'08, or the 2008 International Conference on Data Mining, DMIN'08, Las Vegas. Each workshop will provide awards by dataset for students and non-students. We are currently negotiating with various publishing houses for a journal special issue for all accepted submissions. 

Forecasting Problem
Forecast a set of 11 or 111 daily time series of cash money withdrawals at cash-machines as accurately as possible, using methods from computational intelligence and applying  a consistent methodology.

The data consists of 2 years of daily cash money demand at various automatic teller machines (ATMs, or cash machines) at different locations in England (see time series & zoom below):


Cash machines operate as miniature “retail outlets” and provide cash money to customers. The data may contain a number of time series patterns including multiple overlying seasonality, local trends, structural breaks, outliers, zero and missing values etc. These are often driven by a combination of unknown and unobserved causal forces driven by the underlying yearly calendar, such as reoccurring seasonal periods, bank holidays, or special events of different length and magnitude of impact, with different lead and lag effects.

Dates & deadlines

18 February 2008 Release of the reduced & complete dataset - Start of the competition!
Individual deadlines 1 December 2007 Deadline for draft paper submission to WCCI'08 & IJCNN'08 (passed)
  29 February 2008
6 March 2008
Deadline for abstract submission to ISF'08 (extended & passed)
  25 February 2008
23 March 2008
Deadline for draft paper submission to DMIN'08 (extended - still open!)
18  May 2007 Predictions submissions due
Individual deadlines Conference Workshops
  01-06 June 2008 WCCI'08 Competition Workshop, Hong Kong, China
  23-26 June 2008 ISF'08 Competition Workshop, Nice, France
  14-07 July 2008 DMIN'08 Competition Workshop, Las Vegas, USA
August 2008 Submissions to post-conferences publications

 

 

 

 

Latest News

NN5 Results published
The results of the NN5 competition are now online
NN5 Test Data released
The complete dataset for the 2008 NN5 competition is now available incl. TEST data for download.
NN3 Test Data released
The complete dataset for the 2007 NN3 competition is now available incl. TEST data for download.
NN5 Competition started
The NN5 2008 forecasting competition is underway! 
Special sessions approved
The NN5 competition has been confirmed for special sessions at three 2008 conferences in Europe (ISF'08, Asia (IJCNN'08 & WCCI'08) and the USA (DMIN'08)

 

Important Dates

18 February 2008
Start of the NN5 daily time series forecasting competition
18 May 2008 
Submission deadline for predictions of 11 and 111 time series
1-6 June 2008
NN5 special session at the World Congress on Computational Intelligence (WCCI'08), Hong Kong, China
23-26 June 2008
NN5 special session at the International Symposium on Forecasting (ISF'08), Nice, France
14-17 July 2008
NN5 special session at the International Conference on Data Mining (DMIN'08) Las Vegas, USA

 

Latest News

NN5 Datasets released
The NN5 2008 forecasting competition is underway! 
Special sessions approved
The NN5 competition has been confirmed for special sessions at three 2008 conferences in Europe (ISF'08, Asia (IJCNN'08 & WCCI'08) and the USA (DMIN'08)

Contact

Sven F. Crone

Lancaster University Management School
Centre for Forecasting
Lancaster
LA1 4YX
United Kingdom

eMail:
sven dot crone at neural-forecasting dot com
forthcoming
forthcoming
2006-2007
forthcoming 2009
2008
forthcoming 2010

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last update: 27.05.2009