International Workshop on

Advanced Black-Box Techniques for Nonlinear Modeling: Theory and Applications

Time-Series Prediction Competition

Within the framework of this workshop a time-series prediction competition will be held. The results of the competition will be announced during the workshop, where the winner will be awarded. Participants in the competition are asked to submit their predicted data together with a short description and references of the methods used. In order to stimulate wide participation in the competition, attendence of the workshop is not mandatory but is of course encouraged.

The data consists of 2000 points of ASCII data, which you can find on ftp://ftp.esat.kuleuven.ac.be/pub/SISTA/degersem/workshop/datacomp.dat. (or download datacomp.txt locally here). Predict the next 200 points in the time-series, and send them (also in ASCII format) to Johan.Suykens@esat.kuleuven.ac.be. The submitted data will be evaluated and compared with respect to the mean squared error of the 200 predicted data points.

In order to find some good inspiration, interested participants may wish to consult the book `Time series prediction: forecasting the future and understanding the past' (Eds. A. Weigend & N. Gershenfeld - Addison Wesley, 1994) about a competition which was held at the Santa Fe institute.

Here's a plot of the data:

This page is maintained by Peter De Gersem (Peter.DeGersem@esat.kuleuven.ac.be), and is last modified on November 21, 1997.