A note on the Mean Absolute Scaled Error¶

Franses, P. H. (2015). A note on the Mean Absolute Scaled Error.

Type: Unclassified
Intellectual base: Unclassified
Year: 2015
DOI: 10.1016/j.ijforecast.2015.03.008
Link: https://doi.org/10.1016/j.ijforecast.2015.03.008

Cited by¶

1 citation across 1 artifact.

Domain-specific¶

Mean absolute scaled error
- The denominator changes for seasonal series and can be zero or unstable, the training and evaluation samples must be separated and values compare performance only relative to the declared naive forecast.

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Registry ID ref:f12e5627c04a · see in the full table