M4 Conference

I just have been to this remarkable conference, that is a sort of spin-off of the M4 competition. It has been really nice, mainly because of the people involved and the high level of the talks. We had the chance to see how people from industry (big ones, actually, Amazon, Google, Microsoft, Uber and SAS) deal with the problem of forecasting in different contexts, as well as notorious academics.
The winners of the competition explained their methods and people from this big companies explained how their day-by-day forecasting problems look like. It was interesting to see how some of the presenters spoke of statistical or classical methods as opposed to Machine Learning or AI methods. The organizers did a great work in making the competition as transparent as possible and actually the results of all methods finally submitted may be replicated with the software provided by the contestants, making replicability straight away. The winners were a mixture of mature and quite young people, and statistical and “new” methods. The results were then well balanced and mark the way to go if we like to improve our forecasting abilities.
The environment was very cooperative and I had the chance to see quite open minded people in both sides of the academic and industry. A big pleasure!!