Interesting you mentioned Makridakis competitions. There's one going on right now on Kaggle, and the current leader believes a NN will be the winning model: htt

Interesting you mentioned Makridakis competitions. There's one going on right now on Kaggle, and the current leader believes a NN will be the winning model: https://www.kaggle.com/c/m5-forecasting-accuracy/discussion/138881 https://www.kaggle.com/c/m5-forecasting-accuracy/discussion/... More generally, it seems that time series forecasting so far has mostly attracted statisticians with little DL experience [1]. Now that there is $50k prize, this will be a good test of whether statistical methods are "still king". If I were to enter this field, I'd probably look into latest transformer based models, especially the ones used to model raw audio data, e.g. [2]. There's also a real possibility that whenever any strong forecasting method is developed (DL based or otherwise) it's not published as the developers simply use it to make money (betting, stock market, etc). [1] https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0194889 https://journals.plos.org/plosone/article?id=10.1371/journal... [2] https://arxiv.org/abs/1904.10509 https://arxiv.org/abs/1904.10509