Microprediction LLC can help firms independently assess in-house or vendor solutions.
We maintain various benchmarking packages and a live competitive platform, so can accomplish in days what might take others months … but only if the fit is right.
Some questions to ask:
- Is your data live?
- Is the problem inherently a time-series prediction problem, or more regression?
- Does the vendor provide distributional predictions (distribution functions) or merely point estimates and confidence intervals?
- Can the assessement be performed with non-confidential data?
- Is the prediction problem relatively short horizon (1 min to 1 hour)?
If the answer is no, then some assessment of vendor solutions is still possible, for instance using the timemachines package, obfuscation, residuals and so forth. However these questions hint at the sweet spot for engagement with Microprediction LLC. If the answers are mostly yes, it would be hard to imagine a better way to assess your potential solutions.
You are, of course, free to use the platform yourself (see publish) or the benchmarking packages (see github/microprediction).
Edit this page.