The asymmetry of the sAPE measure and other comments on the M3-Competition
Article Abstract:
The author finds that symmetric mean absolute percentage error penalizes low forecasts more than high forecasts. A proposal for an accuracy measurement is the square root of the mean square forecast error.
Publisher: Elsevier B.V.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2001
World
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2001
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On forecasting cointegrated seasonal time series
Article Abstract:
The article analyzes seasonal and periodic time series empirically. Two VAR models are used as benchmarks. One works best for short periods, and the other for longer periods.
Publisher: Elsevier B.V.
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2001
Publication Name: International Journal of Forecasting
Subject: Economics
ISSN: 0169-2070
Year: 2001
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Subjects list: Statistical Data Included, Methods, Economic forecasting, Business forecasting
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