کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
998541 1481475 2006 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Another look at measures of forecast accuracy
موضوعات مرتبط
علوم انسانی و اجتماعی مدیریت، کسب و کار و حسابداری کسب و کار و مدیریت بین المللی
پیش نمایش صفحه اول مقاله
Another look at measures of forecast accuracy
چکیده انگلیسی

We discuss and compare measures of accuracy of univariate time series forecasts. The methods used in the M-competition as well as the M3-competition, and many of the measures recommended by previous authors on this topic, are found to be degenerate in commonly occurring situations. Instead, we propose that the mean absolute scaled error become the standard measure for comparing forecast accuracy across multiple time series.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: International Journal of Forecasting - Volume 22, Issue 4, October–December 2006, Pages 679–688
نویسندگان
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