Judiciously choosing just four datasets can make 46% of forecasting models appear best-in-class and 77% top-three, so dataset selection alone can distort reported performance.
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Cherry-Picking in Time Series Forecasting: How to Select Datasets to Make Your Model Shine
Judiciously choosing just four datasets can make 46% of forecasting models appear best-in-class and 77% top-three, so dataset selection alone can distort reported performance.