Every week I reject papers submitted to the International Journal of Forecasting because they present new methods without ever attempting to demonstrate that the new methods are better than existing methods. It is a policy of the journal that every new method must be compared to standard benchmarks and existing methods before the paper will even be considered for publication. For univariate time series methods, it is not difficult. As a minimum, comparisons should be made against a naive method and a standard method such as an ARIMA …