Feature Engineering for Tree-based Time Series Models
12 min readMay 1, 2024
In around 2020s, there was a series of prize competitions for time series forecasting called the M competition, hosted by the International Institute of Forecasters and its affiliation with the prestigious journal, International Journal of Forecasting. The winning models were awarded with prizes from $25,000 to $2,000. The competitions have drawn researchers from around the world to invent new…