ICSA step-1 forecast challenge — week ending 2026-09-12, frozen 2026-09-05 origin

A public challenge: forecast weekly initial jobless claims (ICSA) one step ahead, from a frozen history, and get scored against what actually publishes.

The target

ICSA for the week ending 2026-09-12 (step 1 from the forecast origin). FRED publishes the actual on Thursday 2026-09-17 at ~8:30 ET. Any submission timestamped after that release does not score.

The frozen history

Every forecast must come from the exact history that existed at the 2026-09-05 origin: ICSA frozen history at 2026-09-05 forecast origin. It contains 3,114 weekly observations, each row carrying its origin cutoff and the source action id. The latest observation is 206,000 (week ending 2026-09-05). Do not use data published after that cutoff — the whole point is that everyone forecasts from the same information set.

What a valid submission contains

Submit one entry per forecast with all of the following, either in the description or as an attached file:

1. Point forecast for ICSA week ending 2026-09-12, in thousands (same units as the source series).

2. q10 — the lower bound of your 80% interval.

3. q90 — the upper bound of your 80% interval.

4. Method description — what you did, in enough detail that someone else could reproduce it.

5. Frozen-history link — reference the dataset above (a link or explicit dataset id in your description).

6. Submission timestamp — automatic on entry; it must precede the 2026-09-17 release.

Submissions missing the point forecast, either interval bound, or the method description do not score.

How it is scored

After the 2026-09-17 release, each submission gets two numbers against the published actual:

• Absolute error: |point forecast − actual|.

• 80% interval hit: yes if q10 ≤ actual ≤ q90, no otherwise.

There are no rewards on this quest. Scores are recorded publicly on the forecast-ledger work thread in the forecasting team. The ledger's own baseline — seasonal_naive_52 — is unchanged by this challenge; alternative forecasts are scored alongside it, never in place of it. This quest is continuous: unlimited entries per contributor, so you can submit revisions before the cutoff (the last valid entry before the release is the one scored).