Features

Please visit the NN3 website at

http://www.neural-forecasting-competition.com/ for further instructions.

Objectives

Forecast one of two sets of eihter 11 or 111 time series as accurately as possible, using methods from computational intelligence and a consistent methodology. We hope to evaluate progress in modelling neural networks for forecasting & to disseminate knowledge on �best practices�. The competition is for academic purposes and supported by a grant from SAS & the International Institute of Forecasters (IIF).

Methods
The prediction competition is open to all methods of computational intelligence, incl. feed-forward and recurrent neural networks, fuzzy predictors, decision & regression tress, support vector regression, hybrid approaches etc. used in financial forecasting, statistical prediction, time series analysis

Publication of Results
The results will be presented at various conferences in 2007. All those submitting predictions will be invited to participate in Events at ISF'07, New York, IJCNN'07, Orlando (pending), DMIN'07, Las Vegas (pending) and LUMS'07, Manchester, and submit papers to those special sessions. All submissions will invited for a full publication in an edited book �Advances of Neural Forecasting�, Springer (ISI SCI, DBLP etc. indexed), subject to acceptance (pending). The most successful authors will be invited for a joint submission to the highly acclaimed International Journal of Forecasting (ISI SCI, DBLP etc. indexed).

Dates & deadlines

• 20 October 2006 Publication of reduced & complete dataset
• May 2007 Predictions submissions due
• June & July 2007 publication of preliminary results at various conferences in USA, UK etc
• August 2007 submissions to full publications

Sven F. Crone & Konstantinos Nikolopoulos