Package: microprediction
micropredictiontldr,docs,clientandlive leaderboardsPackages and a platform for effecting autonomous prediction using lightweight markets instead of models because:Markets are better at prediction than models - just harder to create and wield, until now.Small "microprediction" (glossary) markets are surprisingly accurate too, and evenchatGPT can create one.Seetldror justinstantly participateand you'll grok it, I promise.Provocations (more in thebook)A market beat 97% of participants in the M6 contest(post) andannouncement.No timeseries model should ever be called SOTA again.Discussand disagree but your argumentprobably reduces to a contradiction.Modelingis central planning, a fatal conceit. Why limit capabilities to a single mind, algorithm or company?Somebody's algorithm or data will find signal in your model residuals, someday (instructions).Most of "AI" will be done analogously, eventually, though this will take work. See thebookorchallenge me.Try it out (docs,installand livehelp)If you would like to see howeasyit is to wield anew kind of marketto effect turnkey distributional prediction, see thedocsand, therein, observe that you can receive livehelpgetting started on Fridays, or in theslack channel. Key points:No barriers to entry. To predict, just open thisnotebookand run it, or cut and paste aone line bash command.The microprediction platform makes itpretty trivialto initiate your own bespoke market too. Just ask Thomas Hjelde Thorensen who recentlypostedabout his experience.Many algorithmsalready competing to predictother streamscan easily predict yours too.Many more will do so in the future. Anyone canlaunch a new algorithmusing anything they like in the Julia, R or Pythonecosystemfor example (it's a data interface).Too hard? If you have a CSV with historical data (one column per variable) you can just send it to me (chat inslacksay). You can also just grab data, see thereader.TheTimeMachines,Precise, andHumpDaypackagesI also maintain three benchmarking packages to help me, and maybe you, surf the open-source wave.TopicPackageElo ratingsMethodsData sourcesUnivariate time-seriestimemachinesTimeseries Elo ratingsMost popular packages (list)microprediction streamsGlobal derivative-free optimizationhumpdayOptimizer Elo ratingsMost popular packages (list)A mix of classic and newobjectivesCovariance, precision, correlationpreciseSeenotebookscovandportfoliolistsStocks, electricity etcThese packages aspire to advance online autonomous prediction in a small way, but also help me notice if anyone else does.Howmicroprediction.org"house" algorithms use these packagesAdvances in time-series prediction funnel down into microprediction algorithms in various ways:The "/skaters" provide canonical, single-line of code access to functionality drawn from packages likeriver,pydlm,tbats,pmdarima,statsmodels.tsa,neuralprophet, FacebookProphet,
Uber'sorbit, Facebook'sgreykiteand more.TheStreamSkatermakes it easy to use any "skater".Choices are sometimes advised byElo ratings, but anyone can do what they want.It's not too hard to use myHumpDaypackage for offline meta-param tweaking, et cetera.It's not too hard to use myprecisepackage for online ensembling.There are other ways. Look for CODE badges onleaderboards.Some microprediction platform reposThemuididentifier package is explained in thisvideo.microconventionscaptures things common to client and server, and may answer many of your more specific questions about prediction horizons, et cetera.redizcontains server side code. For the brave.There are other rats and mice likegetjson,runthisandmomentum.Some of my other packages:winning- A recently published fast algorithm for inferring relative ability from win probability.embarrassingly- A speculative approach to robust optimization that sends impure objective functions to optimizers.pandemic- Ornstein-Uhlenbeck epidemic simulation (relatedpaper)firstdown- The repo that aspires to ruin the great game of football. See Wilmottpaper.m6- Illustrates fast numerical rank probability calculations, usingwinning. However since the rules changed, this isn't that useful for M6 anymore. Theprecisepackage is way more useful, and put one person on the podium!About me (home)blogslack channeloffice hourspapers, articles etcAcknowledgementsThe live microprediction platform is supported byIntech Investmentsand not, as rumoured, theCenter for Artificial Artificial Intelligence.