Another Look at Forecast-accuracy Metrics for Intermittent Demand
نویسنده
چکیده
Preview: Some traditional measurements of forecast accuracy are unsuitable for intermittent-demand data because they can give infinite or undefined values. Rob Hyndman summarizes these forecast accuracy metrics and explains their potential failings. He also introduces a new metric—the mean absolute scaled error (MASE)—which is more appropriate for intermittent-demand data. More generally, he believes that the MASE should become the standard metric for comparing forecast accuracy across multiple time series.
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