دانلود رایگان مقاله لاتین بررسی خطای معنی مطلق از سایت الزویر
عنوان فارسی مقاله:
نکته خطای معنی مطلق مدرج
عنوان انگلیسی مقاله:
A note on the Mean Absolute Scaled Error
سال انتشار : 2016
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بخشی از مقاله انگلیسی:
2. Loss functions of realizations and forecasts Hyndman and Koehler (2006) provide an exhaustive list of the loss functions of realizations and forecasts, and aconcise summary of them is presented in Table 1 for convenience. Basically, there are six distinct loss functions li,t = f(yt, yˆi,t) that are commonly used in a variety of criteria. The squared error and the absolute error have moment properties that match the assumptions underlying the asymptotic theory of the DM test. The same obviously holds for the absolute scaled error, as the forecast errors are all divided by the same number, and hence these absolute scaled errors have the same moment properties as the absolute error. In contrast, the second set of three functions of realizations and forecasts in Table 1 do not have these nice properties. The random walk forecasts can become very close to zero, and hence, the errors scaled by random walk forecasts have infinite moments. Only in very well-behaved cases may the asymptotic distribution become a Cauchy distribution. The asymptotic normality of the DM test is guaranteed provided that the first two moments exist and are finite, because of the central limit theorem, and these conditions do not hold for the symmetric absolute percentage and absolute percentage error loss functions. In summary, one can only expect the familiar DM test to have an asymptotic N(0, 1) distribution for squared errors, absolute errors and absolute scaled errors.
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کلمات کلیدی:
2.5 Evaluating forecast accuracy | OTexts https://www.otexts.org/fpp/2/5 The most commonly used measure is: Mean absolute percentage error: MAPE=mean(|pi|). .... The mean absolute scaled error is simply MASE=mean(|qj|). Mean absolute scaled error - Revolvy https://www.revolvy.com/main/index.php?s=Mean%20absolute%20scaled%20error In statistics , the mean absolute scaled error (MASE) is a measure of the accuracy of forecasts . It was proposed in 2005 by statistician Rob J. Hyndman and ... MASE - Mean Absolute Scaled Error - Spider Financial Corp www.spiderfinancial.com › Support Calculates the mean absolute scaled error (MASE) between the forecast and the eventual outcomes. SyntaxMASE(X, F, M)X is the eventual outcome time series ... Python-Numerics/MASE.py at master · CamDavidsonPilon/Python ... https://github.com/CamDavidsonPilon/Python-Numerics/blob/master/.../MASE.py import numpy as np. def MASE(training_series, testing_series, prediction_series):. """ Computes the MEAN-ABSOLUTE SCALED ERROR forcast error for ... Searches related to Mean Absolute Scaled Error mean absolute scaled error excel mean absolute scaled error formula mean absolute scaled error in r mean absolute scaled error interpretation mean absolute scaled error python smape statistics mean absolute scaled error matlab interpreting mase
