I'm a María Zambrano (Senior) Fellow in the Dept. of Computer Science and AI at University of Granada, Spain. My main research area is time series forecasting.
All the way since the beginnings of my PhD I tried to get my head around how to evaluate time series forecasting methods properly. Our latest go at the topic is a quite comprehensive tutorial with some guidance on best (and worst) practices, here: arxiv.org/abs/2203.10716
We've just launched the IEEE-CIS Technical Challenge on Predict+Optimize for Renewable Energy Scheduling, with US$20k in prize money. Forecast energy demand and solar power for buildings on a Monash campus to optimally schedule lectures and batteries.
We have put together a new time series data repository for forecasting. It is dedicated to sets of series for cross-learning/global modelling, and to single but very long series, find it here: Paper link: lnkd.in/gHJH5CB Website: lnkd.in/g5WABb6