论文标题
学习预测：概率时间序列预测挑战
Learning to forecast: The probabilistic time series forecasting challenge
论文作者
论文摘要
我们报告了一个课程项目，学生在该课程中提交两个天气变量和一个财务变量的每周概率预测。这种实时格式使学生可以进行实践预测，这需要数据科学和应用统计的各种技能。我们描述课程的上下文和目标，并讨论设计参数，例如选择目标变量，预测提交过程，预测绩效评估以及提供给学生的反馈。此外，我们描述了学生概率预测的经验特性，以及我们学到的一些教训。
We report on a course project in which students submit weekly probabilistic forecasts of two weather variables and one financial variable. This real-time format allows students to engage in practical forecasting, which requires a diverse set of skills in data science and applied statistics. We describe the context and aims of the course, and discuss design parameters like the selection of target variables, the forecast submission process, the evaluation of forecast performance, and the feedback provided to students. Furthermore, we describe empirical properties of students' probabilistic forecasts, as well as some lessons learned on our part.
