<--- Back to Details
First PageDocument Content
Forecasting / Forecast error / Mean absolute scaled error / Cross-validation / Mean absolute percentage error / Mean absolute error / Calculating demand forecast accuracy / Ensemble forecasting / Statistics / Statistical forecasting / Time series analysis
Date: 2014-05-23 21:35:02
Forecasting
Forecast error
Mean absolute scaled error
Cross-validation
Mean absolute percentage error
Mean absolute error
Calculating demand forecast accuracy
Ensemble forecasting
Statistics
Statistical forecasting
Time series analysis

Measuring forecast accuracy Rob J Hyndman Monday, 31 March 2014 Everyone wants to know how accurate their forecasts are. Does your forecasting method give good forecasts? Are they better than the competitor methods?

Add to Reading List

Source URL: robjhyndman.com

Download Document from Source Website

File Size: 112,96 KB

Share Document on Facebook

Similar Documents

Context-Aware Parameter Estimation for Forecast Models in the Energy Domain Lars Dannecker1,2, Robert Schulze1, Matthias Böhm2, Wolfgang Lehner2, Gregor Hackenbroich1 1SAP Research Dresden, 2Technische Universität Dres

Context-Aware Parameter Estimation for Forecast Models in the Energy Domain Lars Dannecker1,2, Robert Schulze1, Matthias Böhm2, Wolfgang Lehner2, Gregor Hackenbroich1 1SAP Research Dresden, 2Technische Universität Dres

DocID: 1rnIj - View Document

Harnessing the Wisdom of Crowds* Zhi Da†, and Xing Huang‡ This Draft: July 2016 Abstract We examine the negative information externality associated with herding on a crowd-based

Harnessing the Wisdom of Crowds* Zhi Da†, and Xing Huang‡ This Draft: July 2016 Abstract We examine the negative information externality associated with herding on a crowd-based

DocID: 1rkxV - View Document

Why NRMSE is not completly reliable for forecast/hindcast model test performances

Why NRMSE is not completly reliable for forecast/hindcast model test performances

DocID: 1qKus - View Document

September 15, 2006  Analyst forecasts and price discovery in futures markets: The case of natural gas storage Gerald D. Gay* Georgia State University

September 15, 2006 Analyst forecasts and price discovery in futures markets: The case of natural gas storage Gerald D. Gay* Georgia State University

DocID: 1qJ5Y - View Document

Forecasting the Great Trade Collapse Hakan Yilmazkuday June 4, 2016 Abstract This paper introduces a simple methodology to forecast international trade. The main

Forecasting the Great Trade Collapse Hakan Yilmazkuday June 4, 2016 Abstract This paper introduces a simple methodology to forecast international trade. The main

DocID: 1qIW2 - View Document