M4 conference

10 – 11 December 2018

Tribeca Rooftop, NYC

The findings of the M4 Competition that ended on May 31, 2018, have provided a wealth of practical information for improving the accuracy of forecasts and the correct assessment of uncertainty based on a huge data base of 100,000 series covering six application domains (macro, micro, demographic, industry, financial and others) and six time frequencies (yearly, quarterly, monthly, weekly, daily and hourly). M4 Conference elaborated on the findings of the M4, discussed their practical implications as well as how they can benefit business and other organizations in their effort to improve forecasting accuracy and correctly assess uncertainty.

The M4 Competition extended and replicated the results of the previous three competitions, using an extended and diverse set of time series to identify the most accurate forecasting method(s) for different types of predictions. It aimed to get answers on how to improve forecasting accuracy and identify the most appropriate methods for each case. To get precise and compelling answers, the M4

Competition utilized 100,000 real-life series, and incorporates all major forecasting methods, including those based on Artificial Intelligence (Machine Learning, ML), as well as traditional statistical ones.

M4 conference Organizers

M4 Conference sponsors

M4 competition winners & Prizes

Prize Description Amount
1st Prize Best performing method according to OWA 9,000€
2nd Prize Second-best performing method according to OWA 4,000€
3nd Prize Third-best performing method according to OWA 2,000€
Prediction Intervals Prize Best performing method according to MSIS 5,000€
The Uber Student Prize Best performing method according to OWA 5,000€
The Amazon Prize The best reproducible forecasting method according to OWA 2,000€
The winners of the prizes are Affiliation Amount of award
1st Prize Slawek Slym Uber Technologies € 9,000
2nd Prize Pablo Montero-Manso and team University of Coruna and Monash € 4,000
3rd Prize Maciej Pawlikowski ProLogistica € 2,000
4th Price Slawek Slym Uber Technologies € 5,000
5th Prize Pablo Montero-Manso University of Coruna € 5,000
6th Prize Slawek Slym Uber Technologies € 2,000



  1. Armstrong, Data Models vs. Knowledge Models in Forecasting: The Way Forward
  2. Harris, Reflexivity in Financial Market Forecasting
  3. Makridakis, The Contributions of the M4 Competition to the Theory and Practice of Forecasting
  4. Montero, Feature-based FORecast Model Averaging
  5. Pawlikowski, Weighted Ensemble of Statistical Models
  6. Smyl, Problems when using NN for time series forecasting
  8. Winkler, The Value of Combining Forecasts
  9. Januschowski, Statistical and ML Methods: Boundaries and Overlap
  10. Pasqua, Data Science Manager – Intelligent Decision Systems – Uber