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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?
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Document Date: 2014-05-23 21:35:02


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Organization

Australian Bureau of Statistics / /

Person

George Athanasopoulos / Rob J Hyndman / MAE RMSE MAPE MASE / MAE RMSE MAPE / /

PublishedMedium

Journal of Statistical Software / /

URL

www.otexts.org/fpp/2/5 / http /

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